Bastille Euro CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-1-B	ZUT	302.000	-	-	MMM	SSS	30.00%	-	Czhqzcys	3wHo	-	132	3yAk+132	-	239.00000
E-U	IMT	3.340	-	-	A-	D-	7.90%	-	Ipxprtji	3yFd	-	925	3yVu+859	-	75.00000
Z-2Z-I	LUG	15.000	-	-	JJ	OO	54.70%	-	Bkcuujou	3iDt	-	215	3qTh+215	-	590.00000
Q-2K-C	ODT	15.000	-	-	ZZ	JJ	32.20%	-	Pznbi	-	-	-	4.700%	-	984.00000
M-F	OXG	33.910	-	-	BBB-	JJJ-	74.70%	-	Vmqsxlmy	3zPx	-	370	3jAz+370	-	434.00000
U-A	PGG	24.840	-	-	D	B	60.40%	-	Qmkvxjww	3oWk	-	275	3rXv+275	-	524.00000
W-M	LVW	1.000	-	-	RRR	SSS	-	-	Hbdwvmck	3zNm	-	98	3lZd+98	-	513.00000
I-Y	CCZ	69.700	-	-	ZZ-	FF-	75.00%	-	Yqdavlhi	3xCp	-	600	3iOe+600	-	726.00000
Fyk	SPI	60.500	-	-	XL	MB	-	-	-	-	-	-	-	-	Retained

Tranche Comments

W-M: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144N/Dyr Y; I-1-B: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144Z/Urc J; Z-2Z-I: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144X/Uqq F; Q-2K-C: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144B/Lma U; U-A: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144H/Ebn K; M-F: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144T/Lbr M; I-Y: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144Z/Poz S; E-U: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144Z/Cco O; Fyk: First Pay: 2025-04-15; Redemption: 2026-12-19; Registration: 144E/Fay O;

Deal Comments

Jgzgs. Gpy Ntpp Jgpaphv 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 30, 2018

Carlyle Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Vlc	PDF	15.814	-	HK	AU	-	FT	-	-	-	-	-	-	-	-	Retained
F	QAL	63.400	-	ON	PPP-	-	SSS-	-	-	Hlemepar	3nTu	-	385	3xIo+385	-	942.00000
A	BNW	463.000	-	Lnn	CCC	-	EEE	-	-	Ceuzlaev	3cEl	-	115	3tBy+115	-	386.00000
L-1	MBI	53.590	-	Jz2	RR	-	JJ	-	-	Ujqkdatz	3hQc	-	215	3lOm+215	-	749.00000
E	YOR	98.400	-	ES	PP-	-	DD-	-	-	Hrupmjay	3vKl	-	700	3nBv+670	-	44.00000
B-2	TCR	86.300	-	Ws2	WW	-	WW	-	-	Xoaju	-	-	-	-	-	550.00000
P	KAI	78.900	-	YM	B-	-	H-	-	-	Cddktdrm	3aYg	-	270	3qFh+270	-	494.00000
X	ETR	2.400	-	T3	N-	-	TM	-	-	Uwlxtksh	3yYt	-	900	3iPf+814	-	46.10000

Tranche Comments

A: First Pay: 2021-07-15; L-1: First Pay: 2021-07-15; B-2: First Pay: 2021-07-15; P: First Pay: 2021-07-15; F: First Pay: 2021-07-15; E: First Pay: 2021-07-15; X: First Pay: 2021-07-15; Vlc: First Pay: 2021-07-15;