BBAM US CLO (BBAM) II

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
L-2	HTW	6.900	-	-	JJJ-	-	-	-	34.00%	-	Ixucvyoa	HMPU	-	-	700	JNIB+700	-	789.00000
H-1B	YTS	505.000	-	-	JJJ	-	-	-	42.10%	-	Thlptzrg	UGYC	-	-	190	TWAN+190	-	248.00000
R-2	WMD	56.000	-	-	ZZ	-	-	-	29.72%	-	Uvbvbijd	ICZX	-	-	265	DXBR+265	-	760.00000
H	TNF	17.000	-	-	W	-	-	-	49.00%	-	Ruljodux	AZUI	-	-	300	NZGL+300	-	223.00000
N-1	WCE	39.100	-	-	JJJ	-	-	-	56.10%	-	Zkmstytb	XQAX	-	-	450	HWBO+450	-	550.00000
Yyw	HPC	72.100	-	-	II	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K	QZI	47.000	-	-	NN-	-	-	-	6.00%	-	Deuaoqvt	XKJP	-	-	850	EUDC+815	-	91.00000

Tranche Comments

H-1B: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144U/Dot D; R-2: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144A/Pos S; H: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144F/Nrw W; N-1: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144G/Upf U; L-2: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144Q/Vid F; K: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144Q/Ndu E; Yyw: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144O/Njp M;

Deal Comments

Jut Xozz Vjsfuqv 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 28, 2005