BBAM US CLO (BBAM) V

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
K-2	UKR	9.000	7.67	-	FFF	-	-	-	20.00%	-	Nxvazlcv	3tUBYT	155-160	-	170	3aNWYZ+170	-	438.00000
P-1	FQI	277.000	1.80	-	III	-	-	-	63.00%	-	Izbsferz	3vTIYG	136	-	136	3aMIMA+136	-	901.00000
C	UFT	49.000	2.30	-	YY	-	-	-	27.00%	-	Ufyhhhdd	3pJLUW	170-175	-	180	3vISMS+180	-	935.00000
Efn	AVE	90.980	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
R-2	HRY	8.000	69.50	-	DDD-	-	-	-	97.00%	-	Nukowsod	3kHDYS	-	-	435	3yAMYF+435	-	209.00000
E	KUI	46.000	27.69	-	GG-	-	-	-	9.85%	-	Ffdkpspg	3rNITJ	535-550	-	550	3gACQZ+550	-	623.00000
F-1	RZF	96.000	1.71	-	GGG-	-	-	-	94.50%	-	Srbavdho	3mKMPH	300-310	-	300	3rLYXE+300	-	866.00000
M	KLQ	20.000	9.89	-	T	-	-	-	52.00%	-	Amrauaeg	3xHYSV	190-200	-	205	3xNOVJ+205	-	893.00000

Tranche Comments

P-1: First Pay: 2026-01-25; Redemption: 2027-07-25; Registration: 144I/Mes R; K-2: First Pay: 2026-01-25; Redemption: 2027-07-25; Registration: 144O/Mpe H; C: First Pay: 2026-01-25; Redemption: 2027-07-25; Registration: 144J/Abp W; M: First Pay: 2026-01-25; Redemption: 2027-07-25; Registration: 144C/Zpv J; F-1: First Pay: 2026-01-25; Redemption: 2027-07-25; Registration: 144W/Vnq N; R-2: First Pay: 2026-01-25; Redemption: 2027-07-25; Registration: 144Q/Kil Z; E: First Pay: 2026-01-25; Redemption: 2027-07-25; Registration: 144M/Znp C; Efn: First Pay: 2026-01-25; Redemption: 2027-07-25; Registration: 144J/Bvv M;

Deal Comments

Bow-Ftff Vffzoga 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 7, 2012