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
S	LVR	65.000	-	-	A	-	-	-	39.00%	-	Orowqhhz	ZJPC	-	-	300	MTTJ+300	-	697.00000
J-2	QBW	36.000	-	-	MM	-	-	-	13.76%	-	Nkmlcoiq	QXLJ	-	-	265	PCML+265	-	970.00000
Z-2	LHP	5.600	-	-	RRR-	-	-	-	97.00%	-	Hkzqjaht	JHFH	-	-	700	JXYS+700	-	425.00000
H-1E	LPQ	211.000	-	-	PPP	-	-	-	75.60%	-	Qoqjzjbo	KNHX	-	-	190	CYWJ+190	-	191.00000
L	EBV	38.000	-	-	EE-	-	-	-	2.00%	-	Qeqzmhma	JJFU	-	-	850	GPCR+815	-	10.00000
N-1	VAQ	15.300	-	-	AAA	-	-	-	43.40%	-	Wkxhpivv	CTOS	-	-	450	TDXP+450	-	750.00000
Bgj	EZI	34.200	-	-	KX	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

H-1E: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144Y/Nti T; J-2: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144J/Uzj M; S: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144B/Jxz J; N-1: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144C/Pib B; Z-2: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144D/Mqc D; L: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144Y/Oea K; Bgj: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144L/Nkb I;

Deal Comments

Ygb Mkzz Yhzggfa 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 1, 2004

Refinancing

Yes