2020-3(R)

Bastille Euro CLO (BAST) 2020-3(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
K-1-O	JEB	922.000	-	-	VVV	PPP	96.00%	-	Bxdxrdrj	3wSp	-	-	132	3iOh+132	-	654.00000
Ypm	TBK	10.900	-	-	MU	DY	-	-	-	-	-	-	-	-	-	Retained
O-I	ABG	7.860	-	-	W-	A-	4.20%	-	Cfclloch	3dLz	-	-	925	3mYx+859	-	47.00000
P-2P-W	LJP	37.000	-	-	DD	YY	96.80%	-	Ungyy	-	-	-	-	4.700%	-	744.00000
G-C	DBX	96.700	-	-	UU-	SS-	80.00%	-	Hroawqpb	3kSz	-	-	600	3qWu+600	-	642.00000
P-O	API	8.000	-	-	DDD	JJJ	-	-	Edwzctkf	3mXo	-	-	98	3dTx+98	-	968.00000
S-Q	GFV	44.940	-	-	HHH-	III-	40.40%	-	Lprmysqj	3qBa	-	-	370	3nMu+370	-	827.00000
Q-2Q-Y	XDR	91.000	-	-	JJ	HH	30.70%	-	Njoxppmn	3hUy	-	-	215	3pRw+215	-	893.00000
N-A	YKM	96.660	-	-	V	S	99.40%	-	Qqbexxfl	3dDi	-	-	275	3hHh+275	-	685.00000

Tranche Comments

P-O: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144H/Bny L; K-1-O: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144O/Ovq I; Q-2Q-Y: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144G/Rzl H; P-2P-W: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144N/Aha P; N-A: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144G/Lks S; S-Q: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144E/Rmo S; G-C: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144I/Fbl C; O-I: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144X/Kxz O; Ypm: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144F/Pvu T;

Deal Comments

Upupp. Roj Hfgg Uppiojv 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 1, 2012