Pikes Peak CLO (PIPK) 8(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-K	VLM	8.000	6.60	Vll	-	-	-	-	-	-	Whfuxjhy	PMTL	-	112	AAPH+112	-	156.00000
K-U	JZR	39.000	3.10	Wcc	-	LLL	-	-	76.00%	-	Zydvbprh	VZGT	-	133	HVEW+133	-	749.00000
C-2-W	YHY	5.000	8.20	-	-	DDD	-	-	26.00%	-	Cuofqkqq	BCAE	-	158	XIFH+158	-	782.00000
K-M	PKW	89.000	4.70	-	-	SS	-	-	39.00%	-	Nclhcejz	GZUP	-	175	LQFJ+175	-	426.00000
M-Y	QOA	48.000	5.80	-	-	H	-	-	40.00%	-	Gqojuhft	QVVH	-	195	UVUW+195	-	197.00000
X-2-R	LQS	4.130	81.00	-	-	HHH-	-	-	17.00%	-	Yrxylhuk	UXFY	-	395	DKKP+395	-	648.00000
J-I	GGI	90.300	62.80	-	-	EE-	-	-	8.00%	-	Iehystvd	AWQF	-	575	VEWI+575	-	325.00000
U-1-G	ENW	70.600	3.70	-	-	PPP	-	-	12.20%	-	Gfvsadic	VGGR	-	290	UGWV+290	-	517.00000
Y-1-H	ORJ	570.000	3.80	Drr	-	OOO	-	-	45.00%	-	Qhehvszo	TQFX	-	133	AAUL+133	-	110.00000

Tranche Comments

W-K: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144D/Pal N; Y-1-H: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144N/Acv J; K-U: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144M/Gnz L; C-2-W: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144I/Fmb N; K-M: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144N/Ckz C; M-Y: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144G/Evg Q; U-1-G: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144N/Hqc U; X-2-R: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144G/Buh R; J-I: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144K/Ycw U;

Deal Comments

Lwywp. Fvt Xjee Qwvuvji 2.00

Risk Retention

XH - Ddh

Pricing Speed

20 WXF

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 1, 2011

WAL Test Period (YRS)

WAL Test Period End Date

Sep 17, 2024