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
J	TAB	9.000	-	-	XXX	SSS	-	-	Zvizmqni	3yXi	-	55	55	3mJy+55	-	511.00000
Z	DAI	34.930	-	-	VV-	RR-	-	-	Taesvawn	3zEe	-	-	675	3mWo+659	-	69.00000
E-1	OEU	48.900	-	-	NN	NN	-	-	Hyuduysw	3fPx	-	220	220	3jQc+220	-	310.00000
Msn	LHB	34.200	-	QP	WG	CF	-	-	-	-	-	-	-	-	-	Retained
Z	NGJ	504.893	-	Ngg	-	-	-	-	Oyqleeef	3hCb	-	150	150	3lPs+150	-	468.00000
G-2	NMF	6.490	-	-	XX	LL	-	-	Txkwx	KHP	-	-	-	5.500%	5.500%	331.00000
S	HFM	63.800	-	-	P	X	-	-	Almytwkv	3mFq	-	265	265	3hPg+265	-	292.00000
L	EEP	66.700	-	-	V-	Y-	-	-	Avepydfb	3rOk	-	-	930	3kDq+828	-	19.00000
C-R	FJL	16.603	-	All	-	-	-	-	Zawspial	3eRn	-	-	150	3eKn+150	-	399.00000
J	COS	85.700	-	-	JJJ-	MMM-	-	-	Cdsobtsc	3gJr	-	405	405	3jRg+405	-	810.00000

Tranche Comments

J: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144B/Mxz E; Z: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144Y/Vxs X; C-R: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144G/Ffp F; E-1: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144A/Vhd M; G-2: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144E/Ote E; S: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144T/Ujw V; J: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144W/Ykq W; Z: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144O/Nhv Q; L: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144F/Lhh Y; Msn: First Pay: 2024-11-26; Redemption: 2025-08-26; Registration: 144I/Jpz B;

Deal Comments

Jvb hbgl hgy jkybsbh xqsm JYZ357.85m ts JYZ382.6m QHY. Hsj Qgll Tbqbshp 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 17, 2015