Bastille Euro CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-1-D	QAD	528.000	-	-	LLL	TTT	94.00%	-	Pwplhbil	3zVh	-	132	3dXk+132	-	572.00000
E-2E-N	ENO	68.000	-	-	RR	NN	96.60%	-	Tqfppjyw	3oYw	-	215	3wJc+215	-	569.00000
S-C	JIM	2.000	-	-	MMM	BBB	-	-	Rpzvbwku	3iGz	-	98	3eFh+98	-	846.00000
M-F	EGA	97.990	-	-	Y	S	15.10%	-	Wfyvhdsb	3oMb	-	275	3fSb+275	-	506.00000
Qoy	AYN	18.600	-	-	VB	YM	-	-	-	-	-	-	-	-	Retained
V-G	GZG	6.830	-	-	J-	S-	5.90%	-	Wpvyldxg	3oPy	-	925	3sSu+859	-	75.00000
W-T	GKM	93.920	-	-	QQQ-	AAA-	98.80%	-	Xzkjwhca	3mVt	-	370	3wIk+370	-	484.00000
Z-Y	IHG	62.200	-	-	PP-	PP-	96.00%	-	Kdccymlx	3zYm	-	600	3lIn+600	-	188.00000
E-2G-I	JEE	14.000	-	-	AA	HH	16.40%	-	Suxsx	-	-	-	4.700%	-	323.00000

Tranche Comments

S-C: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144J/Lsn D; X-1-D: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144C/Omy L; E-2E-N: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144J/Lic B; E-2G-I: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144H/Zdz Y; M-F: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144U/Pxz G; W-T: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144C/Oqq M; Z-Y: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144K/Hih J; V-G: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144C/Dpj V; Qoy: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144M/Krm V;

Deal Comments

Gzjzv. Lzz Bjkk Pzyczft 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 27, 2012

Reset

Yes

Carlyle Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	NCC	94.300	-	HW	M-	-	F-	-	-	Jccflvlt	3hSl	-	270	3eVt+270	-	898.00000
Uui	QKG	17.675	-	BW	DI	-	CJ	-	-	-	-	-	-	-	-	Retained
U	VGT	65.100	-	JJ	QQ-	-	QQ-	-	-	Ochrotmz	3iIv	-	700	3lSh+670	-	53.00000
V-1	ASA	16.480	-	Oj2	SS	-	YY	-	-	Ryxyyyvx	3wEz	-	215	3kBf+215	-	960.00000
I	ECF	24.400	-	DN	YYY-	-	ZZZ-	-	-	Yfbrstqv	3mUi	-	385	3jBc+385	-	760.00000
G	AJH	381.000	-	Vgg	DDD	-	GGG	-	-	Zkjkjero	3wLt	-	115	3pSt+115	-	239.00000
I-2	TWF	73.690	-	Ra2	PP	-	FF	-	-	Zuxfl	-	-	-	-	-	132.00000
L	SSL	3.900	-	K3	L-	-	KC	-	-	Nccqkrkv	3nEm	-	900	3pMq+814	-	55.10000

Tranche Comments

G: First Pay: 2021-07-15; V-1: First Pay: 2021-07-15; I-2: First Pay: 2021-07-15; Q: First Pay: 2021-07-15; I: First Pay: 2021-07-15; U: First Pay: 2021-07-15; L: First Pay: 2021-07-15; Uui: First Pay: 2021-07-15;