Bastille Euro CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-2L-W	YSO	76.000	-	-	AA	PP	73.50%	-	Jdkoszfp	3xGp	-	215	3eBj+215	-	847.00000
M-C	EGP	7.540	-	-	U-	O-	3.10%	-	Ieryevhn	3hZx	-	925	3yXr+859	-	91.00000
O-Z	KCP	70.600	-	-	XX-	LL-	57.00%	-	Mfdpfcsw	3kBw	-	600	3qKq+600	-	213.00000
M-1-P	EUE	995.000	-	-	EEE	AAA	78.00%	-	Jcpfjajo	3kBc	-	132	3qYi+132	-	443.00000
F-G	HHS	66.770	-	-	SSS-	FFF-	52.90%	-	Qlffzlmy	3cMr	-	370	3eEw+370	-	568.00000
B-F	DXT	75.330	-	-	M	A	90.30%	-	Jjzrzmeb	3fIn	-	275	3qQs+275	-	247.00000
Onx	ODC	34.400	-	-	VA	NG	-	-	-	-	-	-	-	-	Retained
J-J	ECV	3.000	-	-	LLL	MMM	-	-	Acykyzaq	3dPz	-	98	3eWd+98	-	132.00000
I-2X-T	FEO	23.000	-	-	EE	SS	72.70%	-	Haonk	-	-	-	4.700%	-	392.00000

Tranche Comments

J-J: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144M/Niz Q; M-1-P: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144Z/Fdp A; L-2L-W: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144T/Ypn E; I-2X-T: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144C/Nrx B; B-F: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144U/Hxk B; F-G: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144D/Kcf K; O-Z: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144J/Nhb Y; M-C: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144P/Ouj F; Onx: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144T/Kcg G;

Deal Comments

Qumub. Vbe Xhyy Cuuvbyg 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 4, 2023

Reset

Yes

Carlyle Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Fiu	JLP	90.894	-	DR	UI	-	JV	-	-	-	-	-	-	-	-	Retained
R-1	FOE	67.810	-	Rd2	CC	-	FF	-	-	Mpyueung	3hKp	-	215	3gBk+215	-	940.00000
R	DDF	271.000	-	Nkk	SSS	-	BBB	-	-	Choucqsr	3qHq	-	115	3lEn+115	-	117.00000
V-2	QKN	62.590	-	Yg2	AA	-	QQ	-	-	Gwwlt	-	-	-	-	-	672.00000
V	ZZV	77.800	-	PK	E-	-	J-	-	-	Bzrupqkv	3dSp	-	270	3hNn+270	-	466.00000
M	ZAO	45.300	-	KU	OO-	-	EE-	-	-	Nfhdksqv	3mRj	-	700	3hKd+670	-	69.00000
Y	ZNZ	5.200	-	S3	I-	-	PR	-	-	Nvrdkvdo	3dUj	-	900	3xCj+814	-	20.30000
C	FJO	66.600	-	LV	OOO-	-	LLL-	-	-	Pyvkyrqv	3fNg	-	385	3aSc+385	-	676.00000

Tranche Comments

R: First Pay: 2021-07-15; R-1: First Pay: 2021-07-15; V-2: First Pay: 2021-07-15; V: First Pay: 2021-07-15; C: First Pay: 2021-07-15; M: First Pay: 2021-07-15; Y: First Pay: 2021-07-15; Fiu: First Pay: 2021-07-15;