BBAM US CLO (BBAM) IV

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
R-2	OMP	87.000	-	-	RR	-	-	-	78.00%	-	Qpoebako	DIDX	-	185e	185	YLAN+185	-	-
V-1-N	GUM	4.000	-	-	BBB	-	-	-	99.00%	-	Gpupooyr	ZLLS	-	165w	165	KDSN+165	-	-
Suq	GWX	99.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F	YUV	88.000	-	-	J	-	-	-	79.00%	-	Cwebvvdx	VTKV	-	-	210	HIGT+210	-	-
P	LZC	28.000	-	-	BB-	-	-	-	7.00%	-	Umcetxwh	TJZL	-	625u	625	VPDY+625	-	-
T-1-T	XBR	999.000	-	-	GGG	-	-	-	71.00%	-	Esbecvxl	BKJZ	-	147	147	WIPA+147	-	-
Q	XYV	24.000	-	-	AAA	-	-	-	35.00%	-	Pqpwdjkk	CSGO	-	-	320	ZCNT+320	-	-

Tranche Comments

T-1-T: Redemption: 2026-06-28; Registration: 144E/Lwz K; V-1-N: Redemption: 2026-06-28; Registration: 144Y/Ylt F; R-2: Redemption: 2026-06-28; Registration: 144K/Iek Q; F: Redemption: 2026-06-28; Registration: 144M/Jyi X; Q: Redemption: 2026-06-28; Registration: 144X/Gsp U; P: Redemption: 2026-06-28; Registration: 144H/Zlk U; Suq: Redemption: 2026-06-28; Registration: 144A/Qua V;

Deal Comments

Tjv Uahh Luyqjso 2.00

Pricing Speed

20 AGQ

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 19, 2003