XI(R)

Battalion CLO (BATLN) XI(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-R	USD	400.000	-	Aaa	-	-	-	-	37.98%	-	Floating	3mL	115	115	3mL+115	-	-
B-R	USD	87.000	-	Aa2	-	-	-	-	24.50%	-	Floating	3mL	175a	175	3mL+172	-	-
C-R	USD	32.000	-	A2	-	-	-	-	19.53%	-	Floating	3mL	225-235	240	3mL+240	-	-
D-R	USD	40.500	-	Baa3	-	-	-	-	13.26%	-	Floating	3mL	-	365	3mL+365	-	-
E-R	USD	26.000	-	Ba3	-	-	-	-	9.22%	-	Floating	3mL	-	700	3mL+685	-	-

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Tranche Comments

A-R: First Pay: 2021-07-24; Redemption: 2023-04-24; B-R: First Pay: 2021-07-24; Redemption: 2023-04-24; C-R: First Pay: 2021-07-24; Redemption: 2023-04-24; D-R: First Pay: 2021-07-24; Redemption: 2023-04-24; E-R: First Pay: 2021-07-24; Redemption: 2023-04-24;

Deal Comments

Reset. Non Call Period: 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 24, 2026

Reset

Yes