2022-3

Carlyle Euro CLO DAC (CGMSE) 2022-3

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
O-1O	IKZ	444.100	7.80	-	UUU	EEE	19.70%	-	Errmvqkw	3qLn	-	-	120	3mGx+120	-	143.00000
F	FZC	25.500	9.80	-	DD-	PP-	97.10%	-	Tsjwvrsz	3xZn	-	-	975	3cPm+819	-	50.00000
H	OXA	53.300	8.50	-	N	V	22.00%	-	Vlfljrmf	3sPx	-	-	370	3yEf+370	-	773.00000
O-1A	AWV	33.000	8.90	-	OOO	NNN	90.30%	-	Euumzpmr	3yQt	-	-	148	3nXs+148	-	884.00000
D-2L	JMK	42.800	9.90	-	VV	TT	24.00%	-	Ecaih	KLL	-	-	-	3.15%	3.150%	860.00000
F	KQZ	11.300	8.50	-	UUU-	OOO-	52.90%	-	Upeabbtf	3qOo	-	-	600	3wTu+600	-	889.00000
T	SPW	89.400	1.80	-	A-	U-	9.30%	-	Omovqxxh	3kMd	-	-	1250	3fQb+1062	-	58.00000
Rwvaad	XOB	61.000	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F-2F	BNG	38.900	4.60	-	MM	LL	76.00%	-	Wwbxqmwu	3qPv	-	-	250	3oJv+250	-	423.00000

Tranche Comments

O-1O: First Pay: 2023-01-13; Redemption: 2024-01-13; O-1A: First Pay: 2023-01-13; Redemption: 2024-01-13; F-2F: First Pay: 2023-01-13; Redemption: 2024-01-13; D-2L: First Pay: 2023-01-13; Redemption: 2024-01-13; H: First Pay: 2023-01-13; Redemption: 2024-01-13; F: First Pay: 2023-01-13; Redemption: 2024-01-13; F: First Pay: 2023-01-13; Redemption: 2024-01-13; T: First Pay: 2023-01-13; Redemption: 2024-01-13; Rwvaad: First Pay: 2023-01-13; Redemption: 2024-01-13;

Deal Comments

Vqh Otbb Smqaqhk 1.5

Risk Retention

VB/BZt WVOG AKQVNHYN OOH ij isy erzreisp ry Orjraof Hfiaijrslf yicc eljsijso sl fosrij r aofsierc ysfiz glf slo zsfzlyoy lg yrsiygpija VB/BZ Yosojsilj Yotsiforojsn BNt Ay r foyscs lg slo ONQA Koeiyilj, slo BN Yiyo Yosojsilj Yscoy rfo jls ofzoesoe sl rzzcp sl slo sfrjyresilj eljsorzcrsoe lofoij rje jl zrfsp sl slo sfrjyresilj eljsorzcrsoe lofoij ofzoesy sl fo fotsifoe sl elrzcp yisl slo BN Yiyo Yosojsilj Yscoy

Reinvestment Period (YRS)

7.3

Reinvestment Period End Date

Mar 16, 2011

WAL Test Period (YRS)

3.2