2017-1(R)

Carlyle Euro CLO DAC (CGMSE) 2017-1(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Carlyle Group Inc

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
U-2-U	JDJ	62.000	5.30	Qv2	KK	-	-	-	Bdxwhiju	3mZl	-	-	170	3bFf+170	-	854.00000
I	AVV	92.000	64.00	I3	J-	-	-	-	Yvvpybhq	3dZt	-	-	950	3bPk+ 889	-	93.00000
Xvt	BCZ	20.700	-	KU	MJ	-	-	-	-	-	-	-	-	-	-	Retained
A	ZZL	23.000	2.90	Vq3	ZZ-	-	-	-	Ajelxjun	3zOe	-	-	675	3fVi+647	-	33.00000
V	TSA	81.000	4.00	Vaa3	YYY	-	-	-	Odcvjyhe	3yNy	-	-	345	3nTz+345	-	865.00000
T	ZCC	8.500	3.20	Dee	SSS	-	-	-	Jumekjjp	3iTs	-	-	45	3gJp+45	-	455.00000
A-2-X	ZEV	20.000	4.30	Ct2	QQ	-	-	-	Jqtwc	VMX	-	-	-	2.00%	2.000%	751.00000
Q	QQN	13.000	4.90	Z2	C	-	-	-	Fbdmcfqk	3jNx	-	-	225	3bQd+225	-	305.00000
Ivv Wyl	PBO	3.610	-	LD	QE	-	-	-	-	-	-	-	-	-	-	Retained
E-1	CQW	660.000	5.90	Ett	OOO	-	-	-	Cfyytpsi	3mMa	-	-	93	3rTh+93	-	690.00000

Tranche Comments

T: First Pay: 2021-10-15; Redemption: 2023-01-15; E-1: First Pay: 2021-10-15; Redemption: 2023-01-15; U-2-U: First Pay: 2021-10-15; Redemption: 2023-01-15; A-2-X: First Pay: 2021-10-15; Redemption: 2023-01-15; Q: First Pay: 2021-10-15; Redemption: 2023-01-15; V: First Pay: 2021-10-15; Redemption: 2023-01-15; A: First Pay: 2021-10-15; Redemption: 2023-01-15; I: First Pay: 2021-10-15; Redemption: 2023-01-15; Ivv Wyl: First Pay: 2021-10-15; Redemption: 2023-01-15; Xvt: First Pay: 2021-10-15; Redemption: 2023-01-15;

Deal Comments

Zyxye. Aon Ttkk Qyaloef 2.00

Risk Retention

BXRJ Nmxcinri RRA tcgg rmjtcy nnrcrnyjtg cyjmrmij mymmr XF rcio rmjmyjcny

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 24, 2016

WAL Test Period (YRS)

7.8