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
N	XZH	5.100	3.70	Eoo	ZZZ	-	-	-	Tqfksvxf	3iYe	-	-	45	3dIl+45	-	879.00000
O	QKE	49.000	64.00	U3	F-	-	-	-	Sidjfqni	3xDf	-	-	950	3sMc+ 889	-	88.00000
Pgg Apm	IMF	3.610	-	XL	ZJ	-	-	-	-	-	-	-	-	-	-	Retained
U-2-U	QGR	31.000	2.30	Cd2	HH	-	-	-	Jvmjxhkr	3cGv	-	-	170	3yUe+170	-	367.00000
I	FMG	56.000	5.60	K2	M	-	-	-	Topopkwd	3xHw	-	-	225	3yIj+225	-	253.00000
Jry	FHP	24.800	-	PF	YD	-	-	-	-	-	-	-	-	-	-	Retained
F-1	DOT	890.000	5.60	Xrr	ZZZ	-	-	-	Lwuzjbir	3pXu	-	-	93	3gLr+93	-	893.00000
V	MST	54.000	2.40	Eq3	ZZ-	-	-	-	Ezhrjdzq	3gUd	-	-	675	3oWv+647	-	58.00000
L-2-F	AEM	65.000	2.80	Bu2	ZZ	-	-	-	Enrop	AGJ	-	-	-	2.00%	2.000%	820.00000
T	FVP	28.000	1.00	Xvv3	RRR	-	-	-	Rmqbtqpr	3hJf	-	-	345	3hLu+345	-	699.00000

Tranche Comments

N: First Pay: 2021-10-15; Redemption: 2023-01-15; F-1: First Pay: 2021-10-15; Redemption: 2023-01-15; U-2-U: First Pay: 2021-10-15; Redemption: 2023-01-15; L-2-F: First Pay: 2021-10-15; Redemption: 2023-01-15; I: First Pay: 2021-10-15; Redemption: 2023-01-15; T: First Pay: 2021-10-15; Redemption: 2023-01-15; V: First Pay: 2021-10-15; Redemption: 2023-01-15; O: First Pay: 2021-10-15; Redemption: 2023-01-15; Pgg Apm: First Pay: 2021-10-15; Redemption: 2023-01-15; Jry: First Pay: 2021-10-15; Redemption: 2023-01-15;

Deal Comments

Hsmsb. Gys Sgmm Nsqoyiz 2.00

Risk Retention

NWMF Kysgbmfb MMP rgss fiqpgt ymfgzmtqps gtqifibq ttyif WE fgbc fiqitqgmt

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 13, 2019

WAL Test Period (YRS)

3.8