BBAM European CLO VII DAC: 14 November 2025

The assets securing the Notes will consist of a portfolio of primarily Senior Loans, Senior Secured Bonds, Mezzanine Obligations and High Yield Bonds, managed by RBC Global Asset Management (UK) Limited.

On 12 November 2025, BBAM European CLO VII will issue Class A Senior Secured Floating Rate Notes due 2039, Class B Senior Secured Floating Rate Notes due 2039, Class C Senior Secured Deferrable Floating Rate Notes due 2039, Class D Senior Secured Deferrable Floating Rate Notes due 2039, Class E Senior Secured Deferrable Floating Rate Notes due 2039, Class F Senior Secured Deferrable Floating Rate Notes due 2039 and Subordinated Notes due 2039.

The Issuer anticipates that, by the Issue Date, it or the Collateral Manager on its behalf will have purchased or committed to purchase Collateral Debt Obligations the aggregate principal balance of which is equal to at least €390mln, which is approximately 97.5% of the Target Par Amount.

The Notes are being offered by the Issuer through HSBC Bank plc in its capacity as initial purchaser of the offering of such Notes subject to prior sale.

US Risk Retention: The Retention Holder (BlueBay Loan Management I) does not expect to be required to retain the Minimum Risk Retention Requirement pursuant to the US Risk Retention Rules provided that the Retention Holder will retain the Retention Notes on the Issue Date.