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
A	CRJ	67.000	-	-	S	-	-	-	86.00%	-	Dzvsreaf	WHBZ	-	-	320	JDSM+320	-	166.00000
N-1	PWI	57.000	-	-	TTT	-	-	-	72.29%	-	Jmwmqrwr	VZBK	-	-	480	XADO+480	-	875.00000
Vcb	MYW	20.290	-	-	BM	-	-	-	-	-	-	-	-	-	-	-	-	Retained
R-2	IKT	7.400	-	-	CCC-	-	-	-	75.90%	-	Fmdoelbp	ZHHM	-	-	735	KAMJ+735	-	617.00000
V-2	JFB	24.000	-	-	MM	-	-	-	78.00%	-	Cqexulal	GHCE	-	-	280	GIKZ+280	-	589.00000
C-1K	FMT	902.000	-	-	FFF	-	-	-	17.30%	-	Khzzqusg	BLBT	-	-	210	JYMO+210	-	737.00000
A	MVX	55.000	-	-	SS-	-	-	-	6.80%	-	Xzbxeufb	ZPFP	-	-	895	LCXI+860	-	60.00000

Tranche Comments

C-1K: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144M/Opr F; V-2: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144A/Clu I; A: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144V/Xit Q; N-1: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144U/Wuf Y; R-2: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144G/Ytt O; A: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144V/Olo Z; Vcb: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144Q/Zcx V;

Deal Comments

Gvv Vxkk Rgklvqm 2.00

Reinvestment Period (YRS)

9.2

Reinvestment Period End Date

May 4, 2017