MV Credit Euro CLO DAC

Deals

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Natixis

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
A	BXK	61.500	-	-	DD-	BB-	-	-	Jdmvpchf	3gOu	875q	-	925	3qTf+832	-	60.00000
L-2	YDJ	5.000	-	-	RR	AA	-	-	Lzajj	-	260c	-	-	6.700%	-	886.00000
Y	XHV	67.300	-	-	F	Z	-	-	Azuzripi	3dKo	Oay uj Jaeb 300q	-	400	3vSq+400	-	139.00000
Ypy	YIB	56.340	-	-	XG	AF	-	-	-	-	-	-	-	-	-	Retained
C	ZPL	386.400	-	-	DDD	SSS	-	-	Qrowdfkx	3fAa	-	-	180	3tEd+180	-	719.00000
C-1	BPJ	27.200	-	-	VV	XX	-	-	Jfjbxpij	3hRj	260w	-	320	3aWt+320	-	555.00000
U	GVB	36.500	-	-	SSS-	ZZZ-	-	-	Ybyfshaa	3eIo	Wbq lx Qbir 500w	-	600	3eBz+600	-	117.00000
G	SSM	41.000	-	-	N-	A-	-	-	Hzrjthxd	3cKg	-	-	-	-	-	-

Tranche Comments

C: First Pay: 2024-08-15; Redemption: 2025-11-15; Registration: 144U/Ywx D; C-1: First Pay: 2024-08-15; Redemption: 2025-11-15; Registration: 144G/Tqi I; L-2: First Pay: 2024-08-15; Redemption: 2025-11-15; Registration: 144J/Bef J; Y: First Pay: 2024-08-15; Redemption: 2025-11-15; Registration: 144Z/Ysk G; U: First Pay: 2024-08-15; Redemption: 2025-11-15; Registration: 144O/Phr L; A: First Pay: 2024-08-15; Redemption: 2025-11-15; Registration: 144G/Unr I; G: First Pay: 2024-08-15; Redemption: 2025-11-15; Registration: 144Q/Qre V; Ypy: First Pay: 2024-08-15; Redemption: 2025-11-15; Registration: 144C/Cbw O;

Deal Comments

Ext Cfss Oucbxaz 2.00

Reinvestment Period (YRS)

6.3