2022-5

Carlyle Euro CLO DAC (CGMSE) 2022-5

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
X-1 Dqjt	GDJ	46.000	-	-	MMM	KKK	52.00%	-	Oqutrkti	3cUz	-	-	195	3gYe+195	-	450.00000
M	APL	14.900	-	-	K-	E-	8.00%	-	Rxpvaunz	3aIv	1350-1400	-	1430	3vPc+1076	-	18.00000
Z-2 Zji	MKO	61.400	-	-	QH	VU	-	-	-	-	-	-	-	-	-	Retained
A	BGF	35.300	-	-	YY-	XX-	71.79%	-	Fhryvdct	3tQf	950x	-	1000	3wSt+763	-	91.00000
B-1	FCQ	181.000	-	-	BBB	GGG	73.00%	-	Qphzahtd	3jAr	-	-	195	3dIb+195	-	569.00000
T-2T	QJM	26.600	-	-	NN	FF	89.00%	-	Bbwdrzuz	3fEb	350r	-	375	3xXj+375	-	930.00000
Y	WUA	70.700	-	-	III-	SSS-	26.60%	-	Jbsesifp	3nGl	625-650	-	680	3vGo+630	-	62.00000
C-1 Chk	WTR	2.340	-	-	MW	WJ	-	-	Whzsmcyg	3xNp	-	-	-	3dRe+1125	-	-
Y	AWW	10.300	-	-	E	I	33.00%	-	Gpmrvvvu	3qEq	450k	-	475	3pZb+475	-	934.00000
I-2M	YLP	90.600	-	-	SS	RR	24.00%	-	Sqaao	CYT	-	-	-	6.500%	-	99.00000

Tranche Comments

B-1: First Pay: 2023-04-25; Redemption: 2024-04-25; X-1 Dqjt: First Pay: 2023-04-25; Redemption: 2024-04-25; T-2T: First Pay: 2023-04-25; Redemption: 2024-04-25; I-2M: First Pay: 2023-04-25; Redemption: 2024-04-25; Y: First Pay: 2023-04-25; Redemption: 2024-04-25; Y: First Pay: 2023-04-25; Redemption: 2024-04-25; A: First Pay: 2023-04-25; Redemption: 2024-04-25; M: First Pay: 2023-04-25; Redemption: 2024-04-25; C-1 Chk: First Pay: 2023-04-25; Redemption: 2024-04-25; Z-2 Zji: First Pay: 2023-04-25; Redemption: 2024-04-25;

Deal Comments

Igygf Dvfgl 4/25/2024. Stl Ivoo Jgletzl 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 29, 1996