BBAM European CLO X DAC: 10 September 2026

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 9 September 2026 (the Issue Date) BBAM European CLO X DAC 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 Notes are being offered by the Issuer through Goldman Sachs International in its capacity as arranger and co-placement agent of the Notes and RBC Europe Limited as co-placement agent.

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 €395mln, which is approximately 98.75% of the Target Par Amount.