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
U	KNH	14.500	7.20	-	LLL-	RRR-	65.20%	-	Pwwsavii	3eKp	-	-	350	3lLw+350	-	265.00000
Bee	XXW	83.000	-	-	PE	QC	-	-	-	-	-	-	-	-	-	Retained
G-1C	ZWL	58.100	2.20	-	VVV	JJJ	87.98%	-	Dbwwkeyf	3mKg	-	-	121	3zWj+121	-	216.00000
P	TPM	1.000	5.50	-	HHH	ZZZ	-	-	Aymxvkml	3vBy	-	-	90	3wAs+90	-	604.00000
WAA	ZDD	92.500	5.80	-	SS-	RR-	6.90%	-	Czqmyskn	3qCt	-	-	565	3bAq+565	-	582.00000
IVV	CCP	44.100	49.60	-	Y-	J-	1.61%	-	Cdjxejrs	3fWc	-	-	895	3kKb+845	-	71.00000
E-2	WWQ	10.000	5.60	-	CC	AA	59.00%	-	Zxmfdvwn	3oNu	-	-	170	3tXy+170	-	191.00000
N	VFV	98.600	7.80	-	X	G	32.60%	-	Pflucvve	3bJy	-	-	235	3yBk+235	-	868.00000
U-1	VNS	646.840	3.80	-	AAA	SSS	73.75%	-	Hwfpwcke	3lMz	-	-	121	3bTf+121	-	181.00000

Tranche Comments

P: First Pay: 2025-07-15; Redemption: 2026-10-01; Registration: 144O/Cai I; U-1: First Pay: 2025-07-15; Redemption: 2026-10-01; Registration: 144T/Ity H; G-1C: First Pay: 2025-07-15; Redemption: 2026-10-01; Registration: 144U/Rlm G; E-2: First Pay: 2025-07-15; Redemption: 2026-10-01; Registration: 144B/Mtk X; N: First Pay: 2025-07-15; Redemption: 2026-10-01; Registration: 144T/Kxx L; U: First Pay: 2025-07-15; Redemption: 2026-10-01; Registration: 144G/Vbn S; WAA: First Pay: 2025-07-15; Redemption: 2026-10-01; Registration: 144U/Nrw H; IVV: First Pay: 2025-07-15; Redemption: 2026-10-01; Registration: 144J/Fly J; Bee: First Pay: 2025-07-15; Redemption: 2026-10-01; Registration: 144O/Ofy D;

Deal Comments

Vufuw. Icm Ugss Durtcmn 1.00

Reinvestment Period (YRS)

3.2

Reinvestment Period End Date

Apr 17, 2019