Bastille Euro CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-2I-S	SOP	81.000	-	-	HH	OO	50.80%	-	Jzvsl	-	-	-	4.700%	-	988.00000
U-2U-K	YGA	81.000	-	-	SS	GG	41.80%	-	Kkpctmfc	3vDu	-	215	3cFb+215	-	564.00000
Axi	AQV	42.100	-	-	QX	AC	-	-	-	-	-	-	-	-	Retained
Z-1-F	CWK	870.000	-	-	CCC	ZZZ	91.00%	-	Uxujpddk	3wRb	-	132	3aUr+132	-	475.00000
Q-V	XJW	53.510	-	-	P	U	10.90%	-	Tbvzvcjf	3tMx	-	275	3tSe+275	-	546.00000
N-T	VLN	5.000	-	-	XXX	HHH	-	-	Oosoytnb	3xXt	-	98	3zIv+98	-	692.00000
V-B	HMO	1.410	-	-	O-	E-	3.60%	-	Xcumhvrh	3yDf	-	925	3aIj+859	-	12.00000
G-N	OSJ	66.900	-	-	PP-	II-	13.00%	-	Fmkkcvxl	3zNo	-	600	3rTk+600	-	312.00000
P-A	ICK	81.650	-	-	WWW-	XXX-	65.20%	-	Icoejunv	3nSw	-	370	3iNv+370	-	484.00000

Tranche Comments

N-T: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144E/Owr M; Z-1-F: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144I/Nhp U; U-2U-K: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144B/Ppn U; L-2I-S: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144Z/Gtd U; Q-V: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144M/Tyw X; P-A: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144V/Brw S; G-N: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144X/Rwb F; V-B: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144C/Ezx A; Axi: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144D/Owq H;

Deal Comments

Apppb. Beg Otvv Qpqfeca 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 21, 2012

Carlyle Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	DYE	939.000	-	Hbb	FFF	-	OOO	-	-	Tsqqxckg	3hJx	-	115	3rJr+115	-	183.00000
T-2	BWQ	38.470	-	Zg2	WW	-	XX	-	-	Tfuya	-	-	-	-	-	257.00000
Cgt	LJR	40.583	-	LB	GM	-	EA	-	-	-	-	-	-	-	-	Retained
Y-1	VVG	50.180	-	Ry2	QQ	-	KK	-	-	Cwcbtoap	3rJl	-	215	3sZw+215	-	613.00000
I	IPG	87.800	-	BU	Y-	-	Z-	-	-	Luqaocqp	3jUz	-	270	3fAb+270	-	867.00000
K	WHT	49.300	-	CS	FFF-	-	EEE-	-	-	Pjlvwbyg	3vHx	-	385	3xQe+385	-	288.00000
Y	ACD	61.300	-	GP	KK-	-	OO-	-	-	Cywovwra	3oJl	-	700	3nEs+670	-	23.00000
Y	IOI	1.800	-	L3	I-	-	GV	-	-	Xbdssizx	3sHh	-	900	3dZu+814	-	51.30000

Tranche Comments

H: First Pay: 2021-07-15; Y-1: First Pay: 2021-07-15; T-2: First Pay: 2021-07-15; I: First Pay: 2021-07-15; K: First Pay: 2021-07-15; Y: First Pay: 2021-07-15; Y: First Pay: 2021-07-15; Cgt: First Pay: 2021-07-15;