Bastille Euro CLO (BAST) 2020-3(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G-1-ROEG985.000--ZZZVVV25.00%-Whurzmfi3mIw-1323iMf+132-125.00000
I-2I-YDIK33.000--ZZHH32.10%-Meucydzo3gLg-2153tDk+215-540.00000
W-VCHH7.000--CCCSSS--Lycphlva3wGq-983aZr+98-258.00000
D-YDOG37.950--LL14.50%-Hcbzbpld3xTo-2753hAk+275-841.00000
X-DCLC56.990--RRR-OOO-90.40%-Zldsmmad3sMf-3703vJq+370-130.00000
W-2G-FQZY59.000--EESS55.60%-Zyayt---4.700%-484.00000
S-MFAZ46.600--SS-LL-10.00%-Imjwlymd3dZd-6003yOk+600-622.00000
NykEXB76.300--HBUJ--------Retained
C-XQUY7.910--Z-R-6.10%-Luzuykng3oFy-9253oUi+859-93.00000
Tranche Comments
W-V: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144W/Tpb A; G-1-R: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144D/Bsc L; I-2I-Y: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144Y/Hft D; W-2G-F: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144N/Zsh R; D-Y: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144B/Bad N; X-D: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144X/Dti B; S-M: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144P/Gpa W; C-X: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144D/Hji F; Nyk: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144G/Xrj V;
Deal Comments
Rsvso. Aqs Nagg Vsoiqic 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Nov 8, 2001

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan