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
N	OZR	37.000	8.00	-	AA	XX	82.50%	-	Tmxeyrdz	3wIq	-	-	170	3gZj+170	-	-
X	YXX	401.000	2.00	-	OOO	MMM	98.00%	-	Oywowuuz	3xEo	-	-	120	3xDt+120	-	-
P	KSU	27.000	2.40	-	V	G	46.29%	-	Mbrxywzd	3vTw	-	-	220	3yUx+220	-	-
Z	YKS	84.000	4.60	-	EEE-	BBB-	64.00%	-	Ebvtstqr	3hQp	-	-	305	3dZn+305	-	-
V	UEU	32.000	6.70	-	OO-	YY-	3.80%	-	Bslmazco	3jFs	-	-	500	3hQz+500	-	-
F	QOL	96.000	41.10	-	Z-	M-	2.20%	-	Lxczfwpf	3eGf	-	-	820	3yLo+820	-	-
Yga	SND	95.650	-	-	LV	BB	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

X: First Pay: 2025-11-26; Redemption: 2026-11-02; Registration: 144C/Rty U; N: First Pay: 2025-11-26; Redemption: 2026-11-02; Registration: 144L/Cnx T; P: First Pay: 2025-11-26; Redemption: 2026-11-02; Registration: 144G/Ojv J; Z: First Pay: 2025-11-26; Redemption: 2026-11-02; Registration: 144Z/Lcy L; V: First Pay: 2025-11-26; Redemption: 2026-11-02; Registration: 144D/Cax F; F: First Pay: 2025-11-26; Redemption: 2026-11-02; Registration: 144X/Gaw U; Yga: First Pay: 2025-11-26; Redemption: 2026-11-02; Registration: 144V/Ela A;

Deal Comments

Efc Iftt Whnnfwk 1.60

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 14, 2002