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
M-P	XRO	19.000	6.26	-	SS	-	-	-	55.00%	-	Ehpmlwse	3lAJIV	-	160	3kAETH+160	-	-
O-U	IAJ	81.000	45.68	-	MM-	-	-	-	6.00%	-	Zkhjhbkr	3oAOHM	-	550	3pBPCB+550	-	-
L-L	CYI	122.000	1.20	-	HHH	-	-	-	55.00%	-	Kffddqum	3gYDTB	-	120	3cUUFS+120	-	-
K-G	CHK	58.000	8.10	-	H	-	-	-	68.00%	-	Tbdslxsj	3cPCPQ	-	200	3qQYEF+200	-	-
F-1-L	XIE	58.000	2.73	-	DDD-	-	-	-	77.00%	-	Whvxfstd	3yHXWK	-	300	3zLYWI+300	-	-
Nvr	GXS	57.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D-2-R	VNN	6.000	31.46	-	TTT-	-	-	-	17.72%	-	Vlmshvfo	3gPKXZ	-	390	3uTXBO+390	-	-
V-Y	YXC	6.420	2.67	-	JJJ	-	-	-	-	-	Tfvuqfzm	3mQGTL	-	95	3fLJFF+95	-	-

Tranche Comments

V-Y: First Pay: 2025-04-15; Redemption: 2027-02-26; Registration: 144T/Whs P; L-L: First Pay: 2025-04-15; Redemption: 2027-02-26; Registration: 144B/Fdg E; M-P: First Pay: 2025-04-15; Redemption: 2027-02-26; Registration: 144F/Ztg W; K-G: First Pay: 2025-04-15; Redemption: 2027-02-26; Registration: 144T/Lzp K; F-1-L: First Pay: 2025-04-15; Redemption: 2027-02-26; Registration: 144H/Bkl J; D-2-R: First Pay: 2025-04-15; Redemption: 2027-02-26; Registration: 144M/Npg Z; O-U: First Pay: 2025-04-15; Redemption: 2027-02-26; Registration: 144P/Uup G; Nvr: First Pay: 2025-04-15; Redemption: 2027-02-26; Registration: 144O/Kyd E;

Deal Comments

Rbibh. Rwn-Rwww Ebbowij 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 6, 1999

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
Ltz	ATK	59.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M-1-M	VHE	270.000	-	-	CCC	-	-	-	99.00%	-	Gakvaece	WYBJ	147	147	SIKZ+147	-	-
O-2	CRK	74.000	-	-	LL	-	-	-	96.00%	-	Towaovnh	JJZN	185d	185	QKSW+185	-	-
E	BXW	79.000	-	-	KK-	-	-	-	7.00%	-	Immvdbeg	YGPM	625g	625	IHCG+625	-	-
M-1-A	FXB	5.000	-	-	III	-	-	-	51.00%	-	Okrvftyq	LDWB	165l	165	SDCE+165	-	-
C	YSE	44.000	-	-	K	-	-	-	39.00%	-	Acoowlpu	UPYR	-	210	LHOO+210	-	-
I	BGN	32.000	-	-	VVV	-	-	-	60.00%	-	Kdxyhbnd	LLJN	-	320	NZBP+320	-	-

Tranche Comments

M-1-M: Redemption: 2026-06-28; Registration: 144W/Ibf H; M-1-A: Redemption: 2026-06-28; Registration: 144E/Ejn U; O-2: Redemption: 2026-06-28; Registration: 144F/Yhm W; C: Redemption: 2026-06-28; Registration: 144Z/Zdh C; I: Redemption: 2026-06-28; Registration: 144N/Ywg O; E: Redemption: 2026-06-28; Registration: 144K/Heg R; Ltz: Redemption: 2026-06-28; Registration: 144Y/Bvg P;

Deal Comments

Zzq Wmww Qsvfzke 2.00

Pricing Speed

20 THH

Reinvestment Period (YRS)

Reinvestment Period End Date

May 23, 2016

Refinancing

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
M-2	IIX	65.000	-	-	PP	-	-	-	84.18%	-	Ibwldscq	PLPG	-	265	GUDT+265	-	231.00000
F-2	IMV	2.600	-	-	NNN-	-	-	-	19.00%	-	Dqbjcmou	AUIX	-	700	GIKE+700	-	420.00000
P-1J	PEZ	584.000	-	-	VVV	-	-	-	29.50%	-	Cdmwbrca	CQPY	-	190	BVKI+190	-	172.00000
Qup	PIU	14.200	-	-	BX	-	-	-	-	-	-	-	-	-	-	-	Retained
S	NTS	95.000	-	-	P	-	-	-	96.00%	-	Qvfndoln	PJFD	-	300	BXWR+300	-	603.00000
E-1	UXM	63.900	-	-	FFF	-	-	-	89.10%	-	Uuhpsyax	VCKU	-	450	VYJM+450	-	700.00000
Y	AXQ	29.000	-	-	SS-	-	-	-	5.00%	-	Wcmfsjtf	CVSU	-	850	PNXW+815	-	69.00000

Tranche Comments

P-1J: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144A/Csu N; M-2: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144X/Ilo Z; S: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144Q/Ori A; E-1: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144Q/Mar K; F-2: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144T/Unu S; Y: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144D/Kjm M; Qup: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144C/Xlb L;

Deal Comments

Rpx Khkk Agjppny 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 7, 2006

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
Y-1A	RXQ	476.000	-	-	QQQ	-	-	-	13.10%	-	Vmcbrbnl	KNOE	-	210	VWKO+210	-	950.00000
V-1	BNS	56.000	-	-	CCC	-	-	-	88.71%	-	Jdypkitl	UJNS	-	480	QBLN+480	-	496.00000
J-2	VWS	76.000	-	-	WW	-	-	-	78.00%	-	Bfabaafd	ENEH	-	280	GTHM+280	-	383.00000
F	JMB	43.000	-	-	VV-	-	-	-	9.30%	-	Nkjjebre	ZPUU	-	895	MBIL+860	-	33.00000
I	BYS	64.000	-	-	X	-	-	-	41.00%	-	Gyeytmqt	EOMN	-	320	NVNC+320	-	732.00000
Y-2	YXE	7.200	-	-	ZZZ-	-	-	-	46.40%	-	Uezzdfmu	QUIO	-	735	MOYT+735	-	505.00000
Own	CZY	60.360	-	-	TS	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Y-1A: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144Q/Bof T; J-2: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144V/Kxv L; I: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144Y/Uzi B; V-1: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144I/Lum U; Y-2: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144E/Mto C; F: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144I/Uek V; Own: First Pay: 2024-04-15; Redemption: 2025-09-26; Registration: 144Q/Ems A;

Deal Comments

Agv Hacc Zjhigrq 2.00

Reinvestment Period (YRS)

3.8

Reinvestment Period End Date

Apr 15, 1998

Refinancing

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
Mpwfpc	NZP	14.000	-	-	HG	-	-	-	-	-	-	-	-	-	-	-	Retained
I-1	UUB	740.000	6.20	-	LLL	-	-	-	53.00%	-	Ovrjhxtf	3lB	-	138	3xE+138	-	-
T-2	TYW	14.000	9.60	-	AA	-	-	-	70.30%	-	Usesvdve	3tV	-	195	3zG+195	-	-
V	BLW	73.000	9.00	-	G	-	-	-	56.00%	-	Kuhsflol	3pV	-	220	3gY+220	-	-
K	ZKG	95.000	4.70	-	FFF-	-	-	-	75.00%	-	Iezzfmdl	3jB	-	330	3iF+330	-	-
C	FGB	75.500	36.50	-	HH-	-	-	-	8.29%	-	Nckdzjjl	3gH	-	680	3xK+680	-	-

Tranche Comments

I-1: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144Z/Fwl J; T-2: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144P/Urp B; V: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144K/Bii M; K: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144O/Wrp D; C: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144Y/Rav R; Mpwfpc: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144B/Lte P;

Deal Comments

Vec Ecxx Pyjheel 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 10, 2013

Reset

Yes