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
Z-1	MSD	490.000	2.50	Ibb	FFF	-	-	-	Syjqtraw	3pWk	-	-	93	3wIa+93	-	609.00000
E	WNK	9.600	7.20	Nzz	III	-	-	-	Rprzyyxn	3aZb	-	-	45	3eIp+45	-	847.00000
J	THL	58.000	6.40	Ru3	TT-	-	-	-	Rdmuhdav	3gBe	-	-	675	3cCo+647	-	66.00000
N	YVO	74.000	38.00	O3	Y-	-	-	-	Gpccbxvo	3iAm	-	-	950	3lJb+ 889	-	23.00000
Xkk Dlq	CFL	5.750	-	ZH	WY	-	-	-	-	-	-	-	-	-	-	Retained
Jyr	YSK	16.300	-	CC	GD	-	-	-	-	-	-	-	-	-	-	Retained
A	ALS	72.000	9.00	Bzz3	PPP	-	-	-	Kbyzwsnj	3kCv	-	-	345	3yUm+345	-	697.00000
P	XFF	36.000	9.20	S2	O	-	-	-	Fywrekvx	3wMd	-	-	225	3jWk+225	-	449.00000
P-2-P	BOA	84.000	8.60	Tl2	LL	-	-	-	Hlfrvxns	3tIh	-	-	170	3iGe+170	-	325.00000
H-2-P	QFY	80.000	3.30	Nl2	NN	-	-	-	Mfqnb	VZW	-	-	-	2.00%	2.000%	458.00000

Tranche Comments

E: First Pay: 2021-10-15; Redemption: 2023-01-15; Z-1: First Pay: 2021-10-15; Redemption: 2023-01-15; P-2-P: First Pay: 2021-10-15; Redemption: 2023-01-15; H-2-P: First Pay: 2021-10-15; Redemption: 2023-01-15; P: First Pay: 2021-10-15; Redemption: 2023-01-15; A: First Pay: 2021-10-15; Redemption: 2023-01-15; J: First Pay: 2021-10-15; Redemption: 2023-01-15; N: First Pay: 2021-10-15; Redemption: 2023-01-15; Xkk Dlq: First Pay: 2021-10-15; Redemption: 2023-01-15; Jyr: First Pay: 2021-10-15; Redemption: 2023-01-15;

Deal Comments

Zmcmf. Evk Sktt Pmjhvjq 2.00

Risk Retention

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Reinvestment Period (YRS)

Reinvestment Period End Date

May 14, 2017

Reset

Yes

WAL Test Period (YRS)

9.2