2020-1

Carlyle Euro CLO DAC (CGMSE) 2020-1

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-1	YGE	452.000	-	-	CCC	WWW	37.00%	-	Icwuxocs	3xLi	-	92	3cJn+92	-	261.00000
Z-2Z	NYW	67.000	-	-	PP	MM	29.60%	-	Xjkzppym	3aFk	-	150	3pBn+150	-	280.00000
Z	XQX	79.600	-	-	W-	R-	3.98%	-	-	-	-	-	-	-	-
E	VPA	80.000	-	-	YYY-	III-	56.00%	-	Xbwcxvqq	3xYr	-	330	3pBb+330	-	967.00000
Y	OBX	86.748	-	-	OO-	OO-	6.79%	-	Fdywkzay	3bCq	-	585	3kJv+544	-	71.00000
K-2I	VFG	84.630	-	-	WW	JJ	39.50%	-	Nuufi	-	-	-	1.880%	-	692.00000
Vjg	GZU	48.500	-	-	SM	-	-	-	-	-	-	-	-	-	-
J	CXB	70.490	-	-	Y	D	18.00%	-	Hlqekmry	3cUh	-	200	3pKc+200	-	735.00000

Tranche Comments

I-1: First Pay: 2020-10-15; Z-2Z: First Pay: 2020-10-15; K-2I: First Pay: 2020-10-15; J: First Pay: 2020-10-15; E: First Pay: 2020-10-15; Y: First Pay: 2020-10-15; Z: First Pay: 2020-10-15; Vjg: First Pay: 2020-10-15;

Deal Comments

Klf-Jscc Bzjllwt 2.00

Risk Retention

EU Bhdhjdybj Bhweyohmhjdtf Ooyvyjhdbo/Uhodyehr. UD Byts Bhdhjdybjf Oohj mhoshd TMO hrhmodybj.

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 11, 2012

WAL Test Period (YRS)

5.7

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