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
D-1	MGV	933.000	-	-	AAA	BBB	62.00%	-	Olchspky	3qZi	-	-	195	3tOu+195	-	565.00000
R	GMX	71.500	-	-	Z-	J-	7.00%	-	Zcjavvho	3dIf	1350-1400	-	1430	3jOy+1076	-	64.00000
P-1 Ppi	YQZ	8.300	-	-	GI	LE	-	-	Pvxfhxfs	3xDg	-	-	-	3wHj+1125	-	-
S-2S	HPE	21.200	-	-	YY	XX	76.00%	-	Dshvsrfj	3zGn	350i	-	375	3zVt+375	-	678.00000
E	TUZ	50.300	-	-	YYY-	UUU-	60.60%	-	Hphuxkrd	3kKm	625-650	-	680	3nJn+630	-	66.00000
V-2Y	ENX	67.600	-	-	PP	BB	12.00%	-	Mokta	VEJ	-	-	-	6.500%	-	81.00000
T-2 Tir	MAS	23.400	-	-	JE	ZV	-	-	-	-	-	-	-	-	-	Retained
Z-1 Glph	CSY	16.000	-	-	ZZZ	III	77.00%	-	Cbfavyyg	3lMr	-	-	195	3mOp+195	-	596.00000
M	ZHB	40.100	-	-	QQ-	KK-	89.77%	-	Dvelkcjg	3sIs	950e	-	1000	3kAp+763	-	43.00000
U	EUD	58.800	-	-	Y	J	23.00%	-	Tmlzlcin	3zWc	450z	-	475	3dUw+475	-	736.00000

Tranche Comments

D-1: First Pay: 2023-04-25; Redemption: 2024-04-25; Z-1 Glph: First Pay: 2023-04-25; Redemption: 2024-04-25; S-2S: First Pay: 2023-04-25; Redemption: 2024-04-25; V-2Y: First Pay: 2023-04-25; Redemption: 2024-04-25; U: First Pay: 2023-04-25; Redemption: 2024-04-25; E: First Pay: 2023-04-25; Redemption: 2024-04-25; M: First Pay: 2023-04-25; Redemption: 2024-04-25; R: First Pay: 2023-04-25; Redemption: 2024-04-25; P-1 Ppi: First Pay: 2023-04-25; Redemption: 2024-04-25; T-2 Tir: First Pay: 2023-04-25; Redemption: 2024-04-25;

Deal Comments

Bmymx Lbxmc 4/25/2024. Iho Lbzz Rmqzhhc 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 13, 2002

Refinancing

Yes