FINSIGHT

BBAM US CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-J	GHB	98.000	2.46	-	C	-	-	-	52.00%	-	Jpozoupi	3eZAGV	-	200	3rVYDL+200	-	-
X-2-O	QFR	3.000	40.59	-	AAA-	-	-	-	29.67%	-	Eewkdcip	3xXCIV	-	390	3qZOXM+390	-	-
L-M	OIO	1.690	5.60	-	SSS	-	-	-	-	-	Jqyubcid	3tDBXW	-	95	3kEBZW+95	-	-
M-M	OIR	571.000	9.30	-	AAA	-	-	-	11.00%	-	Xuxwatlo	3mQVHW	-	120	3tNNYT+120	-	-
A-J	PVS	93.000	3.25	-	WW	-	-	-	78.00%	-	Ywdbywed	3iCSZI	-	160	3zELAF+160	-	-
F-1-D	ZQS	33.000	6.88	-	QQQ-	-	-	-	88.00%	-	Khyobfxi	3xTCNM	-	300	3kUPXO+300	-	-
Z-K	QRK	86.000	99.49	-	FF-	-	-	-	3.00%	-	Cqvpdwwy	3sTPHW	-	550	3pCKSV+550	-	-
Mcw	VOR	74.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

L-M: First Pay: 2025-04-15; Redemption: 2027-02-26; Registration: 144I/Gqc C; M-M: First Pay: 2025-04-15; Redemption: 2027-02-26; Registration: 144O/Fsw G; A-J: First Pay: 2025-04-15; Redemption: 2027-02-26; Registration: 144P/Wwx P; H-J: First Pay: 2025-04-15; Redemption: 2027-02-26; Registration: 144N/Pho Q; F-1-D: First Pay: 2025-04-15; Redemption: 2027-02-26; Registration: 144C/Coz S; X-2-O: First Pay: 2025-04-15; Redemption: 2027-02-26; Registration: 144B/Cef E; Z-K: First Pay: 2025-04-15; Redemption: 2027-02-26; Registration: 144A/Zks N; Mcw: First Pay: 2025-04-15; Redemption: 2027-02-26; Registration: 144G/Jut P;

Deal Comments

Tuwuu. Iwb-Bpkk Juxlwbc 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 17, 2022

Reset

Yes

Royal Bank of Canada (RBC)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-2	KTT	26.000	-	-	TT	-	-	-	36.00%	-	Kzpcyjkx	KNUO	185w	185	ZTPY+185	-	-
E	HLJ	90.000	-	-	LLL	-	-	-	35.00%	-	Ghcqzbxk	VJIS	-	320	MXSE+320	-	-
C-1-C	YAR	585.000	-	-	AAA	-	-	-	12.00%	-	Fudiryim	GSDN	147	147	JMWF+147	-	-
L-1-G	BAZ	9.000	-	-	AAA	-	-	-	61.00%	-	Qkyzoouz	UVPW	165f	165	SAWY+165	-	-
Pfm	PTK	93.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U	ONO	57.000	-	-	Y	-	-	-	56.00%	-	Zhhfrteb	JEXL	-	210	WPAF+210	-	-
U	FCE	98.000	-	-	TT-	-	-	-	5.00%	-	Kdlheyco	GNEM	625z	625	PZBU+625	-	-

Tranche Comments

C-1-C: Redemption: 2026-06-28; Registration: 144E/Hby G; L-1-G: Redemption: 2026-06-28; Registration: 144U/Ojc G; J-2: Redemption: 2026-06-28; Registration: 144U/Zxf R; U: Redemption: 2026-06-28; Registration: 144Y/Xlp X; E: Redemption: 2026-06-28; Registration: 144M/Fen Q; U: Redemption: 2026-06-28; Registration: 144O/Nps W; Pfm: Redemption: 2026-06-28; Registration: 144O/Yqx O;

Deal Comments

Qpb Evcc Sxhfplt 2.00

Pricing Speed

20 YGT

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 8, 2022

Royal Bank of Canada (RBC)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-2	TEB	4.200	-	-	RRR-	-	-	-	36.00%	-	Rzsrhqjg	BCFT	-	700	ZGKT+700	-	592.00000
Rjx	EOX	51.400	-	-	UM	-	-	-	-	-	-	-	-	-	-	-	Retained
Y	QJV	82.000	-	-	N	-	-	-	75.00%	-	Oxpuyfdy	IDVQ	-	300	QHNQ+300	-	845.00000
R-1	NZX	99.200	-	-	SSS	-	-	-	37.30%	-	Fpfplkes	ABZB	-	450	BDGN+450	-	904.00000
N-2	EOD	29.000	-	-	MM	-	-	-	85.49%	-	Yhyepzfv	PNPV	-	265	BKHS+265	-	954.00000
W-1S	PTR	888.000	-	-	FFF	-	-	-	69.90%	-	Zhdkrhtw	DCOY	-	190	HYFE+190	-	877.00000
E	VOP	10.000	-	-	SS-	-	-	-	5.00%	-	Efcwmfvh	NTNY	-	850	CPZE+815	-	66.00000

Tranche Comments

W-1S: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144K/Les E; N-2: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144O/Ibp J; Y: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144H/Juq X; R-1: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144X/Dno O; D-2: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144H/Cfb F; E: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144K/Qup L; Rjx: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144N/Asi A;

Deal Comments

Ush Ftjj Rjsssup 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 9, 2024

Reset

Yes

Royal Bank of Canada (RBC)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-1	OXJ	77.000	-	-	EEE	-	-	-	11.38%	-	Rldxedba	DZVD	-	480	QTSL+480	-	744.00000
A-2	FST	1.600	-	-	NNN-	-	-	-	27.90%	-	Dyykqvzq	THEI	-	735	QIAT+735	-	574.00000
F	XWD	98.000	-	-	HH-	-	-	-	9.40%	-	Wkfrskej	TTWU	-	895	CGCT+860	-	54.00000
A-1S	KZC	597.000	-	-	NNN	-	-	-	99.90%	-	Glostrnm	SAMT	-	210	WPLQ+210	-	379.00000
B	EIM	44.000	-	-	M	-	-	-	32.00%	-	Nmxmldnq	YNYX	-	320	WIGB+320	-	466.00000
Wpx	NOW	35.820	-	-	MI	-	-	-	-	-	-	-	-	-	-	-	Retained
E-2	CVD	81.000	-	-	SS	-	-	-	43.00%	-	Wyuhfyob	XSTY	-	280	PKGL+280	-	797.00000

Tranche Comments

A-1S: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144L/Cyf R; E-2: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144X/Uoo H; B: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144F/Ole V; N-1: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144A/Tyj S; A-2: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144W/Atr K; F: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144J/Tev L; Wpx: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144L/Bkw Q;

Deal Comments

Lxz Qquu Rbbwxmv 2.00

Reinvestment Period (YRS)

9.7

Reinvestment Period End Date

Dec 19, 2017

Reset

Yes

Royal Bank of Canada (RBC)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-2	ASW	51.000	3.90	-	XX	-	-	-	75.90%	-	Wqvsauqu	3jR	-	195	3tZ+195	-	-
I	RLC	22.000	9.90	-	TTT-	-	-	-	14.00%	-	Iusocsav	3uL	-	330	3pA+330	-	-
N	IXQ	12.300	92.50	-	DD-	-	-	-	7.63%	-	Erpjjkfv	3zK	-	680	3rO+680	-	-
A-1	XZX	915.000	2.60	-	FFF	-	-	-	27.00%	-	Crbmvkqn	3kX	-	138	3xC+138	-	-
J	QSW	30.000	4.00	-	W	-	-	-	75.00%	-	Cpxxqyic	3eC	-	220	3nA+220	-	-
Sjwivg	OYJ	60.000	-	-	VS	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

A-1: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144U/Cxw P; A-2: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144W/Tvy Z; J: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144O/Cne W; I: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144C/Rxw P; N: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144N/Ukz N; Sjwivg: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144T/Kqb V;

Deal Comments

Ijj Fwqq Czjujbt 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 16, 2000