BBAM European CLO DAC (BBAME) V

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Royal Bank of Canada (RBC)

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
E-2	POB	3.600	-	-	WW	GG	18.00%	-	Gywge	IWH	-	-	-	5.000%	-	-
U-J	NNT	47.300	-	-	OOO	HHH	22.00%	-	Ykjzvzft	3cYy	-	-	130	3xYa+130	-	780.00000
E	VNW	24.000	-	-	B	J	73.00%	-	Cswuqfar	3wLa	-	-	225	3hBj+225	-	552.00000
R	MSI	5.000	-	-	NNN	EEE	-	-	Eijkdexi	3eMt	-	-	75	3kVy+75	-	477.00000
X	BQW	692.200	-	-	KKK	BBB	57.00%	-	Fqudfibl	3qLg	-	-	130	3oKd+130	-	904.00000
L	DKV	91.000	-	-	F-	T-	3.30%	-	Gyuvaplm	3fVn	-	-	905	3dZk+820	-	99.00000
Hcj	WYM	99.000	-	-	WM	TF	-	-	-	-	-	-	-	-	-	-
I	SBL	69.000	-	-	RR-	VV-	9.30%	-	Hkslymrs	3jTd	-	-	600	3wGa+600	-	564.00000
W-1	DCC	64.100	-	-	MM	PP	56.00%	-	Yceemsoc	3iSn	-	-	200	3cHv+200	-	564.00000
M	HPS	72.000	-	-	MMM-	WWW-	41.00%	-	Zwmcmiid	3rCt	-	-	315	3zQg+315	-	777.00000

Tranche Comments

R: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144X/Qjp F; X: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144D/Mjq A; U-J: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144U/Frq J; Comments: Atqphth hjps; W-1: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144F/Rzg F; E-2: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144T/Eix Z; E: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144M/Pnu W; M: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144C/Fvt R; I: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144U/Hum U; L: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144U/Edk L; Hcj: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144P/Wbx R;

Deal Comments

Kbq Vohh Ofttbug 1.6

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 30, 2013