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
Y-1	ZQE	185.370	6.40	-	OOO	VVV	38.18%	-	Dshsjfxg	3iEg	-	-	121	3pZt+121	-	181.00000
VDD	QUV	24.600	99.20	-	B-	R-	2.62%	-	Cyqjoiul	3gPj	-	-	895	3lZc+845	-	84.00000
F-1R	OQA	35.980	2.20	-	WWW	VVV	78.98%	-	Pufulbrf	3bVy	-	-	121	3wRq+121	-	883.00000
K	VOI	9.000	1.80	-	XXX	WWW	-	-	Edzeouhc	3gOm	-	-	90	3zLg+90	-	287.00000
NJJ	OBS	28.700	3.80	-	JJ-	AA-	6.54%	-	Crewtswz	3mVv	-	-	565	3zCd+565	-	635.00000
E	BHH	14.100	4.30	-	X	R	95.47%	-	Bzkpzpfw	3tGb	-	-	235	3tJa+235	-	265.00000
H-2	QHQ	68.000	5.80	-	RR	UU	48.00%	-	Jubrfhrj	3iNy	-	-	170	3gGz+170	-	672.00000
V	NOA	87.500	7.10	-	TTT-	RRR-	37.40%	-	Cjfhwmzp	3oRr	-	-	350	3lEt+350	-	984.00000
Seu	TUG	20.000	-	-	AG	EM	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

K: First Pay: 2025-07-15; Redemption: 2026-10-01; Registration: 144T/Ypf Y; Y-1: First Pay: 2025-07-15; Redemption: 2026-10-01; Registration: 144G/Coj U; F-1R: First Pay: 2025-07-15; Redemption: 2026-10-01; Registration: 144U/Mvq H; H-2: First Pay: 2025-07-15; Redemption: 2026-10-01; Registration: 144Y/Aoj W; E: First Pay: 2025-07-15; Redemption: 2026-10-01; Registration: 144G/Jzo X; V: First Pay: 2025-07-15; Redemption: 2026-10-01; Registration: 144Q/Mrx E; NJJ: First Pay: 2025-07-15; Redemption: 2026-10-01; Registration: 144A/Feb K; VDD: First Pay: 2025-07-15; Redemption: 2026-10-01; Registration: 144H/Eqv Q; Seu: First Pay: 2025-07-15; Redemption: 2026-10-01; Registration: 144Q/Fka I;

Deal Comments

Ibube. Ame Ltxx Rbqjmok 1.00

Reinvestment Period (YRS)

3.8

Reinvestment Period End Date

Dec 8, 2006