Bastille Euro CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Cex	YUQ	98.600	-	-	KO	JP	-	-	-	-	-	-	-	-	Retained
G-1-A	GUF	790.000	-	-	JJJ	WWW	62.00%	-	Lcwfjtvy	3fXf	-	132	3bOj+132	-	727.00000
S-L	NLR	7.710	-	-	Z-	U-	2.90%	-	Pumasbyo	3pZy	-	925	3gXc+859	-	98.00000
D-E	LYC	22.150	-	-	L	P	20.30%	-	Wzqbwwab	3jDg	-	275	3kEn+275	-	499.00000
I-M	HQO	9.000	-	-	JJJ	JJJ	-	-	Ibfuxyyo	3nZp	-	98	3vCy+98	-	902.00000
W-O	AHY	82.700	-	-	PP-	ZZ-	28.00%	-	Huxdqwvq	3fPs	-	600	3aTc+600	-	849.00000
K-2F-B	PXM	94.000	-	-	AA	OO	18.40%	-	Wyxzj	-	-	-	4.700%	-	982.00000
S-2S-Z	KCV	65.000	-	-	NN	ZZ	38.90%	-	Qkbjebuo	3qQc	-	215	3rJq+215	-	273.00000
N-U	TXF	18.600	-	-	III-	UUU-	89.40%	-	Aqzchjnp	3lKn	-	370	3mXc+370	-	713.00000

Tranche Comments

I-M: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144N/Esb S; G-1-A: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144B/Oad U; S-2S-Z: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144H/Aai E; K-2F-B: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144E/Tag E; D-E: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144L/Ouh D; N-U: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144K/Wuq E; W-O: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144X/Gig V; S-L: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144Z/Pmd O; Cex: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144V/Qvg D;

Deal Comments

Ebjbg. Req Ijss Xbcheci 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 22, 2019

Carlyle Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R-2	SGD	68.840	-	Mz2	MM	-	FF	-	-	Oilxz	-	-	-	-	-	701.00000
Cqh	QOR	63.385	-	YJ	YK	-	TW	-	-	-	-	-	-	-	-	Retained
D	AIV	47.100	-	XR	H-	-	J-	-	-	Xyzhwjdx	3nDd	-	270	3eKk+270	-	596.00000
F	FZN	49.300	-	AG	SS-	-	ZZ-	-	-	Dbyzevix	3nEw	-	700	3cTv+670	-	92.00000
O	CCP	2.800	-	F3	Z-	-	TX	-	-	Odoywoog	3jYk	-	900	3yIa+814	-	82.80000
J	SZX	483.000	-	Kjj	JJJ	-	ZZZ	-	-	Ifokfhae	3mJi	-	115	3zSi+115	-	824.00000
U-1	AQS	71.360	-	Iw2	TT	-	VV	-	-	Tldzlbxn	3vPn	-	215	3tCq+215	-	466.00000
D	HJV	54.300	-	OG	VVV-	-	TTT-	-	-	Csclubno	3kGi	-	385	3vKy+385	-	891.00000

Tranche Comments

J: First Pay: 2021-07-15; U-1: First Pay: 2021-07-15; R-2: First Pay: 2021-07-15; D: First Pay: 2021-07-15; D: First Pay: 2021-07-15; F: First Pay: 2021-07-15; O: First Pay: 2021-07-15; Cqh: First Pay: 2021-07-15;