BBAM European CLO DAC (BBAME) VI

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
C	OOT	49.000	58.80	-	V-	C-	7.10%	-	Gvlcpjnc	3oNi	-	-	820	3iCw+820	-	-
W	FOK	86.000	2.00	-	II	EE	16.50%	-	Froayknn	3qLr	-	-	170	3zSh+170	-	-
K	GUA	60.000	5.50	-	OOO-	VVV-	50.00%	-	Vvrrmtof	3eAo	-	-	305	3zCd+305	-	-
G	AOS	60.000	9.20	-	KK-	KK-	3.10%	-	Pqcddmkq	3fIh	-	-	500	3pXr+500	-	-
D	OYU	786.000	3.00	-	WWW	LLL	64.00%	-	Ulyptcff	3tQb	-	-	120	3kNr+120	-	-
Wtx	BNP	74.610	-	-	KM	SS	-	-	-	-	-	-	-	-	-	Retained
O	FJC	28.000	2.80	-	I	P	57.10%	-	Pfpbeilr	3zLy	-	-	220	3eWh+220	-	-

Tranche Comments

D: First Pay: 2025-11-26; Redemption: 2026-11-02; Registration: 144Q/Vpq H; W: First Pay: 2025-11-26; Redemption: 2026-11-02; Registration: 144V/Zap A; O: First Pay: 2025-11-26; Redemption: 2026-11-02; Registration: 144X/Mth W; K: First Pay: 2025-11-26; Redemption: 2026-11-02; Registration: 144P/Kjf K; G: First Pay: 2025-11-26; Redemption: 2026-11-02; Registration: 144K/Tjr F; C: First Pay: 2025-11-26; Redemption: 2026-11-02; Registration: 144A/Lbe T; Wtx: First Pay: 2025-11-26; Redemption: 2026-11-02; Registration: 144D/Clp R;

Deal Comments

Stz Zmuu Makhtsl 1.60

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 3, 2017