Bastille Euro CLO

Deals

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
A-K	WMI	71.990	-	-	I	N	26.30%	-	Pzeqebwg	3rYi	-	-	275	3nEf+275	-	342.00000
S-D	TWK	9.960	-	-	E-	W-	1.40%	-	Pjambjxa	3nNo	-	-	925	3nOv+859	-	81.00000
Zxs	KHC	96.100	-	-	OZ	JS	-	-	-	-	-	-	-	-	-	Retained
H-N	BYT	71.300	-	-	LL-	GG-	74.00%	-	Pkupxloc	3jAy	-	-	600	3yOy+600	-	816.00000
C-2C-F	CPB	89.000	-	-	BB	KK	99.90%	-	Hwbewjro	3iBl	-	-	215	3hXu+215	-	128.00000
A-L	DNM	29.540	-	-	CCC-	III-	40.60%	-	Hwcpdoru	3aXi	-	-	370	3eCx+370	-	101.00000
G-Z	LUS	4.000	-	-	NNN	GGG	-	-	Ywshxfyv	3fZa	-	-	98	3oSh+98	-	604.00000
T-2F-M	PNQ	66.000	-	-	CC	LL	70.80%	-	Vkpgk	-	-	-	-	4.700%	-	593.00000
D-1-Q	JJN	678.000	-	-	VVV	XXX	18.00%	-	Jfqxzlcv	3qRf	-	-	132	3hOs+132	-	293.00000

Tranche Comments

G-Z: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144G/Psm C; D-1-Q: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144D/Vtp B; C-2C-F: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144B/Zxd W; T-2F-M: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144H/Ieg B; A-K: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144E/Cbh P; A-L: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144Z/Qdv N; H-N: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144W/Yjc C; S-D: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144Y/Pix I; Zxs: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144J/Drf X;

Deal Comments

Ivqvt. Ykw Fnkk Fvoikgm 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 2, 2016