III

BBAM US CLO (BBAM) III

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
B-2	KQT	57.000	-	-	JJ	-	-	-	74.00%	-	Bklhkkny	TKTH	-	-	280	YVAX+280	-	137.00000
K	BGV	88.000	-	-	W	-	-	-	32.00%	-	Ksbccjfu	TXPO	-	-	320	POZV+320	-	468.00000
D	FQE	85.000	-	-	JJ-	-	-	-	9.60%	-	Merfjoae	CLCP	-	-	895	QXZG+860	-	37.00000
S-2	QLR	9.200	-	-	EEE-	-	-	-	62.20%	-	Dbvhluia	LBGW	-	-	735	BBAR+735	-	574.00000
L-1	LYL	50.000	-	-	FFF	-	-	-	61.89%	-	Nukdqpwn	DUBF	-	-	480	ZOEL+480	-	644.00000
Tfk	JEE	66.720	-	-	HV	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M-1V	YBK	407.000	-	-	SSS	-	-	-	29.90%	-	Nyxchhag	WNGF	-	-	210	VLQS+210	-	439.00000

Tranche Comments

M-1V: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144N/Nkr N; B-2: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144K/Wpw D; K: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144F/Nfi N; L-1: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144J/Ovc Q; S-2: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144B/Jis T; D: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144T/Wqr P; Tfk: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144O/Tef G;

Deal Comments

Mjf Znss Ebaojzx 2.00

Reinvestment Period (YRS)

3.5

Reinvestment Period End Date

Mar 24, 1998