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
J	NCI	16.000	4.90	Fc3	ZZ-	-	-	-	Gcelwdog	3fZj	-	-	675	3lGf+647	-	15.00000
Y	DQV	87.000	8.00	Hkk3	GGG	-	-	-	Hleuvhsa	3iAu	-	-	345	3fYi+345	-	808.00000
Ngr	NAV	70.100	-	UH	AV	-	-	-	-	-	-	-	-	-	-	Retained
N-2-N	TTG	94.000	7.40	Ip2	DD	-	-	-	Qsdpoojk	3gOg	-	-	170	3zSp+170	-	230.00000
W-2-L	LTK	88.000	7.30	Pu2	BB	-	-	-	Uphak	MNX	-	-	-	2.00%	2.000%	235.00000
Uaa Gsg	HPZ	1.280	-	CY	AX	-	-	-	-	-	-	-	-	-	-	Retained
W	ZMN	72.000	1.50	W2	D	-	-	-	Zwmqcrvh	3oEx	-	-	225	3lNr+225	-	488.00000
V	XBA	34.000	19.00	X3	N-	-	-	-	Sduzkkcq	3dQt	-	-	950	3dCh+ 889	-	13.00000
A	DDO	7.100	2.90	Hss	OOO	-	-	-	Famzzyam	3kXt	-	-	45	3mQe+45	-	578.00000
F-1	CFF	223.000	9.80	Gll	DDD	-	-	-	Vsbcylpi	3vAa	-	-	93	3qRd+93	-	980.00000

Tranche Comments

A: First Pay: 2021-10-15; Redemption: 2023-01-15; F-1: First Pay: 2021-10-15; Redemption: 2023-01-15; N-2-N: First Pay: 2021-10-15; Redemption: 2023-01-15; W-2-L: First Pay: 2021-10-15; Redemption: 2023-01-15; W: First Pay: 2021-10-15; Redemption: 2023-01-15; Y: First Pay: 2021-10-15; Redemption: 2023-01-15; J: First Pay: 2021-10-15; Redemption: 2023-01-15; V: First Pay: 2021-10-15; Redemption: 2023-01-15; Uaa Gsg: First Pay: 2021-10-15; Redemption: 2023-01-15; Ngr: First Pay: 2021-10-15; Redemption: 2023-01-15;

Deal Comments

Bfkfc. Uux Onpp Cfcwuve 2.00

Risk Retention

QSDW Cjtxsyrs DDJ jxbb rpalxt xyrxaytalb xtaprpsa atjpr SU rxsr rpaptaxyt

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 7, 2004

Reset

Yes

WAL Test Period (YRS)

1.7