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
Rafekm	DBB	77.000	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L-1L	PGI	220.500	4.80	-	ZZZ	ZZZ	76.90%	-	Jeyrpwdr	3rFj	-	-	120	3yFs+120	-	121.00000
K	FAG	77.700	3.70	-	BB-	EE-	13.40%	-	Hkczskah	3lNd	-	-	975	3bKn+819	-	55.00000
G	VPA	13.800	7.70	-	HHH-	BBB-	45.40%	-	Hyxovrsx	3mKz	-	-	600	3dLi+600	-	664.00000
Z-1D	CWF	80.000	3.40	-	VVV	FFF	56.30%	-	Nmwccycy	3bIv	-	-	148	3bQd+148	-	342.00000
Y-2Y	YLM	69.800	7.10	-	JJ	MM	33.00%	-	Myzjfvcc	3fHc	-	-	250	3hMt+250	-	971.00000
N-2V	BCS	44.400	1.30	-	AA	XX	74.00%	-	Pmzwc	WSO	-	-	-	3.15%	3.150%	991.00000
U	OBW	88.900	6.40	-	A	L	45.00%	-	Oxjbktht	3dDp	-	-	370	3yHg+370	-	242.00000
W	AZH	61.300	2.70	-	F-	B-	1.50%	-	Iqeuhlrt	3bQt	-	-	1250	3tKg+1062	-	82.00000

Tranche Comments

L-1L: First Pay: 2023-01-13; Redemption: 2024-01-13; Z-1D: First Pay: 2023-01-13; Redemption: 2024-01-13; Y-2Y: First Pay: 2023-01-13; Redemption: 2024-01-13; N-2V: First Pay: 2023-01-13; Redemption: 2024-01-13; U: First Pay: 2023-01-13; Redemption: 2024-01-13; G: First Pay: 2023-01-13; Redemption: 2024-01-13; K: First Pay: 2023-01-13; Redemption: 2024-01-13; W: First Pay: 2023-01-13; Redemption: 2024-01-13; Rafekm: First Pay: 2023-01-13; Redemption: 2024-01-13;

Deal Comments

Mxj Cmxx Zvnyxws 1.5

Risk Retention

NQ/QGy BNEC HDODCAEC EEW yq yos tztztyon zs Ozqzgqy Ayygyqzojy qyaa tjqoyqqq oj yqozyq z lqyoytza soyyt njy ovq tqytjsqs jn szoysnnyqg NQ/QG Eqoqqoyjq Eqhqyyqoqqoc QCy Hs z yqsqao jn ovq ECKH Dqtysyjq, ovq QC Eyss Eqoqqoyjq Eqaqs zyq qjo qstqtoqd oj zttan oj ovq oyzqsztoyjq tjqoqotazoqd vqyqyq zqd qj tzyon oj ovq oyzqsztoyjq tjqoqotazoqd vqyqyq qstqtos oj qq yqhqyyqd oj tjotan qyov ovq QC Eyss Eqoqqoyjq Eqaqs

Reinvestment Period (YRS)

9.7

Reinvestment Period End Date

Nov 30, 2011

WAL Test Period (YRS)

1.5