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
S	HSS	66.000	-	-	HH-	-	-	-	4.60%	-	Qbuxspoc	GBMV	-	-	895	VSIS+860	-	35.00000
H-2	OOG	87.000	-	-	YY	-	-	-	65.00%	-	Bzveuftt	BHYK	-	-	280	HMZF+280	-	152.00000
L	WEI	70.000	-	-	P	-	-	-	95.00%	-	Nexdswml	MXFK	-	-	320	SNEH+320	-	630.00000
Koc	WLF	17.550	-	-	PK	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z-2	QHN	4.800	-	-	SSS-	-	-	-	85.70%	-	Xwsulfaf	LZZE	-	-	735	IPIM+735	-	905.00000
K-1D	LZH	311.000	-	-	AAA	-	-	-	24.40%	-	Oylvdmzh	UIYW	-	-	210	TGQM+210	-	645.00000
P-1	FCO	90.000	-	-	ZZZ	-	-	-	74.26%	-	Uszypjbj	HVAI	-	-	480	AVBP+480	-	387.00000

Tranche Comments

K-1D: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144C/Nng R; H-2: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144Z/Yne M; L: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144N/Llt M; P-1: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144M/Zvr O; Z-2: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144O/Nxb M; S: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144V/Ibt X; Koc: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144J/Jas I;

Deal Comments

Ifv Nbxx Dwwjfsm 2.00

Reinvestment Period (YRS)

2.6

Reinvestment Period End Date

Oct 11, 2015

Refinancing

Yes

Reset

Yes