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
G	WTT	83.000	-	-	HHH	-	-	-	72.00%	-	Olctartd	DCVY	-	-	320	WVHC+320	-	-
H-1-H	ZKW	657.000	-	-	SSS	-	-	-	36.00%	-	Lqcarmso	XIQP	-	147	147	EYJT+147	-	-
H-1-T	UZM	7.000	-	-	WWW	-	-	-	44.00%	-	Tjzxuoxk	PZML	-	165h	165	OYOI+165	-	-
H-2	CWI	14.000	-	-	HH	-	-	-	65.00%	-	Iwqffqmu	VJUZ	-	185l	185	IOZF+185	-	-
Wji	NED	13.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S	FYE	38.000	-	-	SS-	-	-	-	4.00%	-	Erqxczyj	SXDP	-	625w	625	MUWJ+625	-	-
V	YAU	57.000	-	-	M	-	-	-	25.00%	-	Upxelsns	ICXW	-	-	210	DHFJ+210	-	-

Tranche Comments

H-1-H: Redemption: 2026-06-28; Registration: 144Y/Ulx E; H-1-T: Redemption: 2026-06-28; Registration: 144D/Rlt P; H-2: Redemption: 2026-06-28; Registration: 144T/Wiz O; V: Redemption: 2026-06-28; Registration: 144A/Bui M; G: Redemption: 2026-06-28; Registration: 144L/Uzj C; S: Redemption: 2026-06-28; Registration: 144D/Kvw R; Wji: Redemption: 2026-06-28; Registration: 144P/Ovs T;

Deal Comments

Kcj Zzzz Lxcucpv 2.00

Pricing Speed

20 HYB

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 2, 2020