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
A-2	OCG	57.000	3.10	-	FF	-	-	-	97.70%	-	Wvkbczsy	3aV	-	-	195	3dG+195	-	-
L	VJS	16.000	9.70	-	WWW-	-	-	-	20.00%	-	Duysecon	3nS	-	-	330	3aJ+330	-	-
P	QOM	95.300	26.60	-	KK-	-	-	-	1.30%	-	Fopzjoso	3rP	-	-	680	3rD+680	-	-
Z	KVM	27.000	7.00	-	G	-	-	-	85.00%	-	Lbmsquzk	3lR	-	-	220	3zF+220	-	-
Grxmha	AQO	42.000	-	-	QO	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I-1	YBY	447.000	5.80	-	WWW	-	-	-	85.00%	-	Irbhckmk	3sH	-	-	138	3uF+138	-	-

Tranche Comments

I-1: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144E/Ofa A; A-2: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144H/Ahv K; Z: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144F/Rjr C; L: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144A/Aqs V; P: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144O/Jmj S; Grxmha: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144T/Vdn E;

Deal Comments

Rbg Qxff Kgaabgo 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 19, 2001

Reset

Yes