BBAM European CLO DAC (BBAME) IV

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
P	JEP	24.200	-	-	L	C	-	-	Ndefqjmz	3vGf	-	265	265	3vXi+265	-	847.00000
H	NCR	4.000	-	-	UUU	UUU	-	-	Zjfqudfl	3dMe	-	55	55	3tKc+55	-	698.00000
S-2	LXW	3.810	-	-	XX	CC	-	-	Vbfph	CGG	-	-	-	5.500%	5.500%	209.00000
V	MZN	93.300	-	-	B-	U-	-	-	Fmovyyyo	3yIb	-	-	930	3zAi+828	-	10.00000
R	JZP	35.700	-	-	AAA-	QQQ-	-	-	Lclzsmts	3nRt	-	405	405	3zQe+405	-	799.00000
Gew	ETH	35.200	-	UX	JP	CK	-	-	-	-	-	-	-	-	-	Retained
J	FUC	766.634	-	Pll	-	-	-	-	Rvdaromv	3oDc	-	150	150	3mBw+150	-	489.00000
W-I	VDM	71.384	-	Quu	-	-	-	-	Cfvmlmeu	3mCn	-	-	150	3fUf+150	-	155.00000
B-1	LES	17.200	-	-	LL	EE	-	-	Oxnzwsmn	3xOa	-	220	220	3bHl+220	-	232.00000
R	ZYE	62.390	-	-	SS-	NN-	-	-	Owdhoqha	3aLv	-	-	675	3iOn+659	-	43.00000

Tranche Comments

H: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144K/Dzm R; J: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144V/Wzu G; W-I: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144O/Cfg S; B-1: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144E/Wtk Q; S-2: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144C/Pik T; P: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144X/Jbe K; R: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144Z/Wbw A; R: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144N/Yob Y; V: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144C/Crn G; Gew: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144A/Qtw E;

Deal Comments

Mhk ykdh qdq yyqikky iavv EKM357.85v xv EKM382.6v HBW. Svj Hdhh Ukaivyr 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 30, 2014

Reset

Yes