FINSIGHT

Parliament CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	USD	258.750	2.90	-	AAA	-	-	-	43.00%	-	Floating	3mL	-	135	3mL+135	-	100.00000
B	USD	47.250	4.60	-	AA	-	-	-	32.00%	-	Floating	3mL	-	170	3mL+170	-	100.00000
C	USD	31.500	4.80	-	A	-	-	-	25.00%	-	Floating	3mL	-	255	3mL+255	-	100.00000
D	USD	24.750	5.00	-	BBB	-	-	-	20.00%	-	Floating	3mL	-	370	3mL+370	-	100.00000
Sub	USD	86.120	-	-	NR	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Deal Comments

Non Call Period: 0.8

Risk Retention

It is expected that on the Closing Date, the Retention Holder will represent and undertake to hold, the European Retained Interest on the terms set out in the Risk Retention letter

Reinvestment Period (YRS)

1.3

Refinancing

Yes