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
W-S	PMI	10.000	5.96	-	PP	-	-	-	46.00%	-	Ouzdslog	3qNHMX	145-155	-	160	3cGVKB+160	-	-
I-M	HIQ	85.000	7.23	-	S	-	-	-	32.00%	-	Bscxticx	3pCIPY	175-185	-	200	3qVWDO+200	-	-
Q-1-K	UHW	99.000	2.98	-	SSS-	-	-	-	33.00%	-	Kmyocsiw	3lXEZP	280-290	-	300	3uSIYK+300	-	-
J-2-Z	IMQ	9.000	75.95	-	HHH-	-	-	-	26.44%	-	Txpuhiic	3nUTXX	380-390	-	390	3yEQSG+390	-	-
F-X	FCO	89.000	48.23	-	SS-	-	-	-	3.00%	-	Ijyppvve	3qDPTW	500-525	-	550	3sKNSC+550	-	-
Hod	TMP	29.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q-V	FQC	910.000	5.40	-	HHH	-	-	-	86.00%	-	Bzwyhcoz	3iPLCX	120-122	-	120	3tJLZJ+120	-	-
X-K	JYS	2.690	3.94	-	FFF	-	-	-	-	-	Lrjyefrm	3nEXBB	90-95	-	95	3pPTYM+95	-	-

Tranche Comments

X-K: First Pay: 2025-04-15; Redemption: 2027-02-26; Registration: 144Z/Bbt I; Q-V: First Pay: 2025-04-15; Redemption: 2027-02-26; Registration: 144E/Ttr L; W-S: First Pay: 2025-04-15; Redemption: 2027-02-26; Registration: 144P/Wfk N; I-M: First Pay: 2025-04-15; Redemption: 2027-02-26; Registration: 144Z/Ory X; Q-1-K: First Pay: 2025-04-15; Redemption: 2027-02-26; Registration: 144H/Lhe L; J-2-Z: First Pay: 2025-04-15; Redemption: 2027-02-26; Registration: 144G/Gie O; F-X: First Pay: 2025-04-15; Redemption: 2027-02-26; Registration: 144H/Bjs P; Hod: First Pay: 2025-04-15; Redemption: 2027-02-26; Registration: 144W/Hcr O;

Deal Comments

Bcucw. Ytz-Bzbb Wcvqtcm 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 14, 2016

Reset

Yes