BBAM European CLO DAC

Deals

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	PHP	18.000	2.70	-	W	B	70.34%	-	Mvoowsos	3aUn	-	-	220	3cJs+220	-	-
E	CZI	732.000	1.00	-	UUU	CCC	73.00%	-	Kfzvxywr	3eHh	-	-	120	3lFk+120	-	-
Khm	GKG	26.300	-	-	CS	QJ	-	-	-	-	-	-	-	-	-	Retained
R	FAG	96.000	3.60	-	WW-	TT-	1.80%	-	Trcltwun	3lLj	-	-	500	3vWn+500	-	-
N	MYJ	28.000	5.40	-	RRR-	CCC-	77.00%	-	Yfopaavb	3zAb	-	-	305	3iDp+305	-	-
X	QDS	20.000	58.80	-	O-	T-	3.10%	-	Jzchcakq	3hJy	-	-	820	3xWq+820	-	-
Y	ZGQ	29.000	5.00	-	EE	PP	79.40%	-	Qvhxwtjy	3bFb	-	-	170	3nVm+170	-	-

Tranche Comments

E: First Pay: 2025-11-26; Redemption: 2026-11-02; Registration: 144D/Qdu P; Y: First Pay: 2025-11-26; Redemption: 2026-11-02; Registration: 144O/Cli Z; P: First Pay: 2025-11-26; Redemption: 2026-11-02; Registration: 144A/Xej L; N: First Pay: 2025-11-26; Redemption: 2026-11-02; Registration: 144Z/Mhy P; R: First Pay: 2025-11-26; Redemption: 2026-11-02; Registration: 144X/Fxa G; X: First Pay: 2025-11-26; Redemption: 2026-11-02; Registration: 144Q/Neg U; Khm: First Pay: 2025-11-26; Redemption: 2026-11-02; Registration: 144H/Zzr U;

Deal Comments

Zwh Aavv Gbzlwly 1.60

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 1, 2018