FINSIGHT

BBAM US CLO

Deals

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
F	FMH	85.000	50.89	-	VV-	-	-	-	9.13%	-	Qkwxrytr	3uMWFF	535-550	-	550	3uCWZK+550	-	262.00000
D-1	CZG	736.000	1.10	-	OOO	-	-	-	23.00%	-	Fumopifd	3hTPWB	136	-	136	3oXEVV+136	-	384.00000
E-1	WSU	85.000	1.35	-	ZZZ-	-	-	-	85.50%	-	Newculqv	3yYYQM	300-310	-	300	3zHXVQ+300	-	426.00000
Fjf	ZSF	39.340	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U-2	WPZ	5.000	6.33	-	VVV	-	-	-	33.00%	-	Eesbxxhw	3lQTOB	155-160	-	170	3vUKKG+170	-	670.00000
Z	BZU	64.000	7.70	-	DD	-	-	-	56.00%	-	Njqkhdum	3iEUFA	170-175	-	180	3aIAVO+180	-	407.00000
R	VFE	39.000	9.67	-	A	-	-	-	69.00%	-	Ohmalacq	3eBWCT	190-200	-	205	3jAINC+205	-	333.00000
G-2	NOS	7.000	19.10	-	YYY-	-	-	-	67.00%	-	Uwqdohlc	3hAMGU	-	-	435	3hMIKN+435	-	237.00000

Tranche Comments

D-1: First Pay: 2026-01-25; Redemption: 2027-07-25; Registration: 144A/Fbh V; U-2: First Pay: 2026-01-25; Redemption: 2027-07-25; Registration: 144K/Hze M; Z: First Pay: 2026-01-25; Redemption: 2027-07-25; Registration: 144K/Oci R; R: First Pay: 2026-01-25; Redemption: 2027-07-25; Registration: 144L/Wzl I; E-1: First Pay: 2026-01-25; Redemption: 2027-07-25; Registration: 144N/Hbe Q; G-2: First Pay: 2026-01-25; Redemption: 2027-07-25; Registration: 144A/Cwg L; F: First Pay: 2026-01-25; Redemption: 2027-07-25; Registration: 144A/Dhw J; Fjf: First Pay: 2026-01-25; Redemption: 2027-07-25; Registration: 144G/Hhe Y;

Deal Comments

Nkp-Xgnn Yovvkqx 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 1, 2014