2020-3

Bastille Euro CLO (BAST) 2020-3

Class	CCY	SZE(M)	WAL	MO	SP	FI	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-2	XWT	93.920	-	Lq2	YY	-	UU	-	-	Ohkha	-	-	-	-	-	486.00000
R	EVI	19.500	-	CQ	ZZZ-	-	PPP-	-	-	Nyluhljd	3zMk	-	385	3pYl+385	-	615.00000
Z	LWJ	6.500	-	K3	A-	-	GL	-	-	Dpyweara	3kCu	-	900	3sPl+814	-	63.20000
Sug	OYT	93.692	-	YP	NR	-	MO	-	-	-	-	-	-	-	-	Retained
C	IIL	207.000	-	Yss	III	-	III	-	-	Hrzablpn	3zLs	-	115	3kAc+115	-	250.00000
A	NJS	13.400	-	LG	GG-	-	TT-	-	-	Tfwpqama	3cCq	-	700	3iSw+670	-	95.00000
H-1	XUC	99.130	-	Tb2	RR	-	VV	-	-	Nczldiig	3pDg	-	215	3dDw+215	-	875.00000
W	APD	98.200	-	QG	Y-	-	G-	-	-	Xvocvffi	3eZh	-	270	3xKy+270	-	995.00000

Tranche Comments

C: First Pay: 2021-07-15; H-1: First Pay: 2021-07-15; O-2: First Pay: 2021-07-15; W: First Pay: 2021-07-15; R: First Pay: 2021-07-15; A: First Pay: 2021-07-15; Z: First Pay: 2021-07-15; Sug: First Pay: 2021-07-15;