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
Bmm	YSO	53.000	-	-	JP	CD	-	-	-	-	-	-	-	-	-	-
T	IWR	501.600	-	-	OOO	WWW	33.00%	-	Tekfqxze	3xZs	-	-	130	3tQb+130	-	382.00000
I-2	FTI	7.100	-	-	FF	WW	36.00%	-	Shohm	EKZ	-	-	-	5.000%	-	-
C-1	IUO	99.100	-	-	OO	LL	51.00%	-	Imbzpwhe	3lBb	-	-	200	3lFc+200	-	888.00000
G	KAA	4.000	-	-	SSS	FFF	-	-	Gwqvaofn	3bEz	-	-	75	3rUq+75	-	235.00000
T-W	JEV	40.800	-	-	EEE	KKK	77.00%	-	Hxppxczr	3jVd	-	-	130	3kTp+130	-	121.00000
L	KQW	47.000	-	-	AA-	BB-	6.70%	-	Bpdfjain	3aXi	-	-	600	3gIl+600	-	206.00000
R	EOP	80.000	-	-	P	G	36.00%	-	Kwkployr	3vOk	-	-	225	3hOz+225	-	203.00000
Z	ZEL	36.000	-	-	XXX-	DDD-	70.00%	-	Hfcamwrk	3yMd	-	-	315	3nWq+315	-	398.00000
T	VTP	24.000	-	-	T-	N-	2.70%	-	Npzmddsb	3wOs	-	-	905	3bMn+820	-	37.00000

Tranche Comments

G: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144X/Ikc F; T: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144H/Imj Y; T-W: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144X/Ofa G; Comments: Jomhyoc cqhz; C-1: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144F/Bpo O; I-2: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144E/Tkx D; R: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144J/Kwj F; Z: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144Q/Ama O; L: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144X/Uij F; T: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144Z/Ldn W; Bmm: First Pay: 2025-07-26; Redemption: 2026-06-02; Registration: 144K/Ukl R;

Deal Comments

Ycj Dtss Ehfqcue 1.6

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 11, 2009