Apidos CLO (APID) XXXIX

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD307.5006.39Aaa----38.50%-Floating3mL-1303mL+130-100.00000
A-2USD12.5007.81Aaa----36.00%-Floating3mL-1503mL+150-100.00000
B-1USD40.0008.39Aa2----24.00%-Floating3mL-1903mL+190-100.00000
B-2USD20.0008.39Aa2----24.00%-Fixed---3.77%3.770%100.00000
CUSD30.0009.14A2----18.00%-Floating3mL-2253mL+225-100.00000
DUSD30.0009.71Baa3----12.00%-Floating3mL-3353mL+335-100.00000
EUSD20.00010.27Ba3----8.00%-Floating3mL-7003mL+700-100.00000
SubUSD47.815--------------Retained
Tranche Comments
A-1: First Pay: 2022-10-21; Redemption: 2024-03-31; A-2: First Pay: 2022-10-21; Redemption: 2024-03-31; B-1: First Pay: 2022-10-21; Redemption: 2024-03-31; B-2: First Pay: 2022-10-21; Redemption: 2024-03-31; C: First Pay: 2022-10-21; Redemption: 2024-03-31; D: First Pay: 2022-10-21; Redemption: 2024-03-31; E: First Pay: 2022-10-21; Redemption: 2024-03-31; Sub: First Pay: 2022-10-21; Redemption: 2024-03-31;
Deal Comments
Non Call Period: 2.00
Risk Retention
The transaction is intended to comply with EU and US risk retention requirements
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 21, 2027
Research
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