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
P	PSS	93.700	-	-	RR-	RR-	69.40%	-	Phbybxxy	3nJm	950g	-	1000	3tFj+763	-	66.00000
E-2 Eeh	WLY	38.900	-	-	IH	FZ	-	-	-	-	-	-	-	-	-	Retained
W-2W	SGY	47.800	-	-	LL	CC	66.00%	-	Yrwckphv	3pRo	350m	-	375	3cQc+375	-	626.00000
A-1 Tifg	IAM	70.000	-	-	KKK	KKK	75.00%	-	Inmlancn	3wJe	-	-	195	3pGn+195	-	630.00000
L	ZPU	77.700	-	-	RRR-	UUU-	30.80%	-	Qmdbamzp	3wVr	625-650	-	680	3vNf+630	-	20.00000
L	OTB	89.100	-	-	O-	H-	3.00%	-	Yrzqkrjf	3yXw	1350-1400	-	1430	3cIp+1076	-	22.00000
M-2J	MXM	13.600	-	-	ZZ	XX	47.00%	-	Saqtd	BCK	-	-	-	6.500%	-	48.00000
N-1 Nag	PSU	2.230	-	-	PN	ZQ	-	-	Hhfrnnyn	3aMy	-	-	-	3gRb+1125	-	-
J-1	APD	635.000	-	-	VVV	JJJ	63.00%	-	Zfrhlxjp	3fCq	-	-	195	3nYu+195	-	908.00000
X	YHN	27.300	-	-	O	Z	22.00%	-	Cmkjptsb	3yRm	450i	-	475	3cPy+475	-	138.00000

Tranche Comments

J-1: First Pay: 2023-04-25; Redemption: 2024-04-25; A-1 Tifg: First Pay: 2023-04-25; Redemption: 2024-04-25; W-2W: First Pay: 2023-04-25; Redemption: 2024-04-25; M-2J: First Pay: 2023-04-25; Redemption: 2024-04-25; X: First Pay: 2023-04-25; Redemption: 2024-04-25; L: First Pay: 2023-04-25; Redemption: 2024-04-25; P: First Pay: 2023-04-25; Redemption: 2024-04-25; L: First Pay: 2023-04-25; Redemption: 2024-04-25; N-1 Nag: First Pay: 2023-04-25; Redemption: 2024-04-25; E-2 Eeh: First Pay: 2023-04-25; Redemption: 2024-04-25;

Deal Comments

Izeze Hqezx 4/25/2024. Myw Wquu Pzlsycx 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 3, 2023

Reset

Yes