Bastille Euro CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	EUR	186.000	-	Aaa	AAA	-	AAA	-	-	Floating	3mEu	-	115	3mEu+115	-	100.00000
B-1	EUR	11.850	-	Aa2	AA	-	AA	-	-	Floating	3mEu	-	215	3mEu+215	-	100.00000
B-2	EUR	15.150	-	Aa2	AA	-	AA	-	-	Fixed	-	-	-	-	-	100.00000
C	EUR	31.800	-	NR	A-	-	A-	-	-	Floating	3mEu	-	270	3mEu+270	-	100.00000
D	EUR	13.800	-	NR	BBB-	-	BBB-	-	-	Floating	3mEu	-	385	3mEu+385	-	100.00000
E	EUR	14.400	-	NR	BB-	-	BB-	-	-	Floating	3mEu	-	700	3mEu+670	-	98.00000
F	EUR	6.800	-	B3	B-	-	NR	-	-	Floating	3mEu	-	900	3mEu+814	-	94.50000
Sub	EUR	21.425	-	NR	NR	-	NR	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A: First Pay: 2021-07-15; B-1: First Pay: 2021-07-15; B-2: First Pay: 2021-07-15; C: First Pay: 2021-07-15; D: First Pay: 2021-07-15; E: First Pay: 2021-07-15; F: First Pay: 2021-07-15; Sub: First Pay: 2021-07-15;