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
M-2	XGQ	50.000	-	-	HH	-	-	-	77.53%	-	Dvlmybtt	SMML	-	-	265	ZNER+265	-	167.00000
X-2	RYA	5.700	-	-	HHH-	-	-	-	50.00%	-	Zioublyi	NCIW	-	-	700	GZZM+700	-	482.00000
L	EYS	71.000	-	-	G	-	-	-	72.00%	-	Gkcqczpw	IWTK	-	-	300	QQDD+300	-	135.00000
Amf	CER	89.500	-	-	JD	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C	IVG	40.000	-	-	TT-	-	-	-	7.00%	-	Evzmhljg	WGEY	-	-	850	CJZW+815	-	70.00000
P-1H	GUK	152.000	-	-	OOO	-	-	-	11.30%	-	Ywymcwwq	NGQM	-	-	190	XLXN+190	-	320.00000
N-1	HXG	96.600	-	-	EEE	-	-	-	47.40%	-	Wxldbbqm	NBKC	-	-	450	WMVQ+450	-	153.00000

Tranche Comments

P-1H: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144Q/Epu Z; M-2: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144E/Heq G; L: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144F/Nal Q; N-1: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144X/Yqc D; X-2: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144J/Pcs C; C: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144N/Vyv B; Amf: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144X/Qdc P;

Deal Comments

Qft Ofzz Ntfkftw 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 2, 2018

Refinancing

Yes