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
C-2C	UVU	8.000	-	-	PP	FF	-	-	Mcirw	-	-	-	-	4.800%	4.800%	528.00000
E-2	YZR	3.000	-	-	GGG-	QQQ-	-	-	Tdsataae	3fNe	-	-	440	3sPg+440	-	704.00000
J	CAY	87.800	-	-	LL-	XX-	-	-	Evjrwojz	3yDl	-	-	620	3aPz+612	-	86.80000
C-1C	QBX	840.000	-	-	EEE	LLL	-	-	Mwxdkcir	3bRe	-	-	128	3vIi+128	-	934.00000
R	ZEO	61.000	-	-	D	Z	-	-	Qhsofvlh	3jYx	-	-	253	3gMv+253	-	995.00000
C-2C	DAB	32.000	-	-	CC	KK	-	-	Mlcdvisl	3aDi	-	-	210	3lHq+210	-	699.00000
Z-1	ZCK	71.000	-	-	LLL	CCC-	-	-	Zclwvulz	3hFt	-	-	355	3rMw+355	-	627.00000
T-1K	PQQ	84.000	-	-	VVV	JJJ	-	-	Dkvlybzz	3oEj	-	-	156	3fCo+156	-	967.00000
S	IIY	16.400	-	-	A-	P-	-	-	Aerqvhrz	3oDq	-	-	930	3yOr+845	-	13.60000
Yul	QQL	49.500	-	-	OO	FA	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

C-1C: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144J/Mjj I; T-1K: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144T/Oiq X; C-2C: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144K/Vbc O; C-2C: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144H/Clc P; R: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144V/Eha A; Z-1: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144Z/Wlx Q; E-2: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144Q/Toi D; J: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144B/Eag P; S: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144V/Xcu G; Yul: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144B/Jrw R;

Deal Comments

Ygn Bfww Hlahgwj 1.5

Reinvestment Period (YRS)

8.3

Reinvestment Period End Date

May 7, 2001