BBAM US CLO (BBAM) I

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Royal Bank of Canada (RBC)

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
V	RVW	11.100	79.50	-	JJ-	-	-	-	4.77%	-	Keedebac	3rF	-	-	680	3pF+680	-	-
Ldrjca	NGV	24.000	-	-	CJ	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A	KPR	60.000	9.00	-	Q	-	-	-	38.00%	-	Cosvcosd	3nF	-	-	220	3gU+220	-	-
A-1	FVR	444.000	3.70	-	CCC	-	-	-	33.00%	-	Wxshyjkd	3kJ	-	-	138	3tV+138	-	-
W	ZEZ	79.000	2.70	-	DDD-	-	-	-	77.00%	-	Ykyhleyq	3vV	-	-	330	3dF+330	-	-
M-2	ZYX	16.000	5.80	-	KK	-	-	-	11.40%	-	Qexytsll	3lQ	-	-	195	3uC+195	-	-

Tranche Comments

A-1: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144J/Gqg R; M-2: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144H/Kms P; A: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144X/Joy R; W: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144D/Bic X; V: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144X/Ypb O; Ldrjca: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144O/Qsh N;

Deal Comments

Atm Xhbb Fzfstlg 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 1, 2002