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
O-2	RHW	2.500	-	-	XXX-	-	-	-	29.20%	-	Nmocteco	QAMP	-	-	735	INIE+735	-	554.00000
K-1	HPH	84.000	-	-	PPP	-	-	-	94.16%	-	Czhhpvzg	IXBQ	-	-	480	IWLA+480	-	315.00000
H-2	HQN	77.000	-	-	GG	-	-	-	54.00%	-	Xuqodjqk	UXPM	-	-	280	UNZT+280	-	101.00000
Guu	BME	12.880	-	-	NI	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E	YOT	68.000	-	-	AA-	-	-	-	3.70%	-	Yyzjxqfb	EVQX	-	-	895	NIDW+860	-	34.00000
Y-1H	SFS	261.000	-	-	ZZZ	-	-	-	14.60%	-	Qwvpesqq	UBOX	-	-	210	PZLP+210	-	112.00000
V	OTB	40.000	-	-	J	-	-	-	40.00%	-	Xxqyesif	TDSP	-	-	320	HQBV+320	-	624.00000

Tranche Comments

Y-1H: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144B/Ikn Q; H-2: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144Q/Lbp S; V: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144J/Dhi G; K-1: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144F/Udb M; O-2: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144T/Yzw Z; E: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144C/Nhf B; Guu: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144Z/Brc D;

Deal Comments

Jun Ztww Gsquuug 2.00

Reinvestment Period (YRS)

7.4

Reinvestment Period End Date

Jan 1, 2014