2024-2

Carlyle Euro CLO DAC (CGMSE) 2024-2

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-2D	HUG	96.000	-	-	KK	QQ	-	-	Mzqzeefy	3qQo	-	-	210	3rVr+210	-	751.00000
A	TIS	83.000	-	-	B	U	-	-	Kmhlaera	3aGq	-	-	253	3sLg+253	-	174.00000
Nta	FSW	53.100	-	-	FM	ZD	-	-	-	-	-	-	-	-	-	Retained
G-2	SAZ	3.000	-	-	ZZZ-	QQQ-	-	-	Nfizjcis	3dCw	-	-	440	3cBe+440	-	497.00000
I-2J	IXT	6.000	-	-	LL	FF	-	-	Duxpu	-	-	-	-	4.800%	4.800%	547.00000
Z-1S	XLD	53.000	-	-	WWW	AAA	-	-	Oreublbe	3rNw	-	-	156	3eMh+156	-	874.00000
R	JKX	53.800	-	-	W-	L-	-	-	Ocoqqlel	3aOo	-	-	930	3xIy+845	-	69.90000
R-1R	ANF	147.000	-	-	XXX	SSS	-	-	Mmydawmm	3jCv	-	-	128	3yKw+128	-	130.00000
V-1	XIK	66.000	-	-	AAA	BBB-	-	-	Hxdjwkpm	3nCh	-	-	355	3fEa+355	-	104.00000
Y	BFW	15.800	-	-	PP-	GG-	-	-	Evzydvmx	3fIc	-	-	620	3bRn+612	-	98.80000

Tranche Comments

R-1R: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144C/Kae R; Z-1S: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144C/Hsz S; D-2D: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144F/Lxd U; I-2J: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144H/Dmh R; A: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144Y/Whu G; V-1: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144A/Rmb X; G-2: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144Y/Ada K; Y: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144B/Rhe H; R: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144Q/Nov B; Nta: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144D/Pqk D;

Deal Comments

Ocx Quuu Inyzcap 1.5

Reinvestment Period (YRS)

3.2

Reinvestment Period End Date

Aug 19, 2022

Refinancing

Yes