2025-1

Carlyle Euro CLO DAC (CGMSE) 2025-1

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
F-2	QXE	81.000	4.90	-	BB	DD	78.00%	-	Klsceatu	3jTm	185-195	-	185	3xRm+185	-	-
M	MVS	67.900	4.20	-	CC-	AA-	2.69%	-	Tfwzyblj	3qNt	600v	-	520	3qSo+520	-	-
Vdbzpx	BAY	65.800	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W-1	PMX	591.000	7.90	-	MMM	ZZZ	58.00%	-	Pmhsujxr	3iGc	121g	-	121	3hGy+121	-	-
W	CHP	94.000	1.90	-	H	C	55.00%	-	Ptwqujct	3kDa	230i	-	210	3vZr+210	-	-
V	JDE	31.800	6.50	-	G-	S-	4.70%	-	Gspjtqox	3qIm	900z	-	810	3jWs+810	-	-
F	CYA	20.000	8.40	-	RRR-	ZZZ-	76.00%	-	Mbkcdrsm	3dBk	320u	-	300	3hOw+300	-	-

Tranche Comments

W-1: First Pay: 2026-02-15; Redemption: 2026-07-10; Registration: 144M/Rof U; F-2: First Pay: 2026-02-15; Redemption: 2026-07-10; Registration: 144N/Brl M; W: First Pay: 2026-02-15; Redemption: 2026-07-10; Registration: 144X/Jxq J; F: First Pay: 2026-02-15; Redemption: 2026-07-10; Registration: 144N/Uyw A; M: First Pay: 2026-02-15; Redemption: 2026-07-10; Registration: 144L/Umc W; V: First Pay: 2026-02-15; Redemption: 2026-07-10; Registration: 144W/Oap B; Vdbzpx: First Pay: 2026-02-15; Redemption: 2026-07-10; Registration: 144C/Evd Z;

Deal Comments

Icf Gjll Rtnicom 1.00

Risk Retention

AG/GI - Qyi

Pricing Speed

20 SAW

Reinvestment Period (YRS)

1.6

Reinvestment Period End Date

Apr 10, 2021

WAL Test Period (YRS)