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
G	ASG	61.100	-	-	GGG-	RRR-	-	-	Jhmokpwx	3cRh	Ror jt Rocn 500o	-	600	3nPw+600	-	583.00000
U	PYW	79.400	-	-	KK-	RR-	-	-	Fzcduiub	3eGr	875j	-	925	3aLj+832	-	65.00000
F	IDZ	684.200	-	-	III	JJJ	-	-	Jplzyaka	3nCi	-	-	180	3kHj+180	-	675.00000
D-2	MCV	7.000	-	-	AA	LL	-	-	Ovbmi	-	260o	-	-	6.700%	-	576.00000
L-1	YOU	17.900	-	-	SS	II	-	-	Tyrsxqzr	3dEu	260b	-	320	3jBq+320	-	239.00000
H	SJW	40.100	-	-	D	J	-	-	Kfykeynf	3lNj	Pwb nj Kwmc 300s	-	400	3dFq+400	-	397.00000
L	GWZ	57.000	-	-	C-	X-	-	-	Qkwsxaae	3zJd	-	-	-	-	-	-
Hho	DKH	78.630	-	-	KL	HP	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

F: First Pay: 2024-08-15; Redemption: 2025-11-15; Registration: 144L/Cnb U; L-1: First Pay: 2024-08-15; Redemption: 2025-11-15; Registration: 144O/Hpy V; D-2: First Pay: 2024-08-15; Redemption: 2025-11-15; Registration: 144M/Xtv Z; H: First Pay: 2024-08-15; Redemption: 2025-11-15; Registration: 144C/Rks E; G: First Pay: 2024-08-15; Redemption: 2025-11-15; Registration: 144U/Goc P; U: First Pay: 2024-08-15; Redemption: 2025-11-15; Registration: 144I/Jjt S; L: First Pay: 2024-08-15; Redemption: 2025-11-15; Registration: 144Y/Zmm O; Hho: First Pay: 2024-08-15; Redemption: 2025-11-15; Registration: 144O/Dhb P;

Deal Comments

Xyw Jqmm Zmhkywl 2.00

Reinvestment Period (YRS)

9.1