2014-1(R)

Carlyle Euro CLO DAC (CGMSE) 2014-1(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
M-1A	MTT	95.350	6.10	-	YYY	LLL	12.37%	-	Xzbhkxen	3tWg	-	-	121	3oDl+121	-	258.00000
P-2	GZI	70.000	8.60	-	OO	WW	95.00%	-	Jmlattkf	3aWf	-	-	170	3rRx+170	-	624.00000
VGG	ZQT	77.500	45.70	-	X-	C-	5.56%	-	Ryrvhmez	3jJi	-	-	895	3rJi+845	-	52.00000
B	HPI	54.400	6.60	-	P	L	91.98%	-	Thczmivv	3aCt	-	-	235	3rHq+235	-	772.00000
Y	MOG	4.000	5.80	-	FFF	GGG	-	-	Wwskdysl	3aRw	-	-	90	3dEj+90	-	628.00000
B-1	KOJ	920.200	5.20	-	MMM	LLL	92.62%	-	Tcqzhkqf	3cJs	-	-	121	3dUs+121	-	148.00000
C	BZH	83.500	7.90	-	GGG-	KKK-	17.30%	-	Ouxluziu	3bJt	-	-	350	3fDt+350	-	434.00000
Ndj	WDN	40.000	-	-	CZ	JG	-	-	-	-	-	-	-	-	-	Retained
ALL	PHA	83.200	5.60	-	TT-	KK-	4.90%	-	Vpdbfubi	3tAs	-	-	565	3eNu+565	-	182.00000

Tranche Comments

Y: First Pay: 2025-07-15; Redemption: 2026-10-01; Registration: 144T/Tfs A; B-1: First Pay: 2025-07-15; Redemption: 2026-10-01; Registration: 144V/Ehd V; M-1A: First Pay: 2025-07-15; Redemption: 2026-10-01; Registration: 144T/Cyc X; P-2: First Pay: 2025-07-15; Redemption: 2026-10-01; Registration: 144X/Nzz D; B: First Pay: 2025-07-15; Redemption: 2026-10-01; Registration: 144K/Bqw S; C: First Pay: 2025-07-15; Redemption: 2026-10-01; Registration: 144W/Iut E; ALL: First Pay: 2025-07-15; Redemption: 2026-10-01; Registration: 144V/Oxj K; VGG: First Pay: 2025-07-15; Redemption: 2026-10-01; Registration: 144G/Fzo C; Ndj: First Pay: 2025-07-15; Redemption: 2026-10-01; Registration: 144N/Xyw D;

Deal Comments

Kbnbh. Ijy Dell Lbqnjlo 1.00

Reinvestment Period (YRS)

7.9

Reinvestment Period End Date

Sep 24, 2020

Reset

Yes