BBAM European CLO IX DAC: 17 April 2026

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

On 16 April 2026 (the Issue Date) BBAM European CLO IX DAC issued Class A Senior Secured Floating Rate Notes due 2038, 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 Notes are being offered by the Issuer through Merrill Lynch International or an affiliate thereof in its capacity as the arranger.

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 €388mln, which is approximately 97.0% of the Target Par Amount.

EU Risk Retention: The Retention Holder will, for so long as any Class of Rated Debt remains outstanding, undertake to acquire on the Issue Date and hold, on an ongoing basis, a material net economic interest equal to not less than 5% of the nominal value of each Class of Debt sold or transferred to investors.

US Risk Retention: The Retention Holder (BlueBay Loan Management I) will purchase an "eligible vertical interest" (as defined in the US Risk Retention Rules) on the Issue Date. While the Retention Holder expects to acquire the "eligible vertical interest" on the Issue Date, there can be no assurance that the Retention Holder will continue to hold the "eligible vertical interest" on any future date.