2025-2

Carlyle Euro CLO DAC (CGMSE) 2025-2

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
K-1K	APR	624.000	7.40	-	PPP	TTT	70.00%	-	Hpsrktcc	3iYt	-	-	134	3qQz+134	-	693.00000
V	NLP	46.000	4.40	-	CC-	RR-	9.60%	-	Kwwjxplw	3cMl	-	-	590	3mXz+590	-	600.00000
Y	MOI	66.000	62.40	-	M-	N-	2.60%	-	Xsqeculy	3iNg	-	-	900	3aKi+851	-	54.00000
E-1Q	VPJ	9.000	9.70	-	OOO	EEE	72.00%	-	Ohupmvjv	3kWq	-	-	170	3kUx+170	-	113.00000
S	CXW	92.100	7.80	-	KKK-	MMM-	24.00%	-	Gdibaobi	3mFj	-	-	320	3rZt+320	-	211.00000
W	NVS	82.600	4.30	-	E	S	21.60%	-	Yuwxcwev	3yFn	-	-	235	3wUm+235	-	808.00000
Css	OZG	43.500	-	-	CG	NQ	-	-	-	-	-	-	-	-	-	Retained
K-2	SQV	10.600	5.50	-	XX	LL	59.17%	-	Lhmvmxpl	3xOd	-	-	195	3eSh+195	-	191.00000

Tranche Comments

K-1K: First Pay: 2026-01-15; Redemption: 2027-02-04; Registration: 144T/Mys I; E-1Q: First Pay: 2026-01-15; Redemption: 2027-02-04; Registration: 144W/Yle B; K-2: First Pay: 2026-01-15; Redemption: 2027-02-04; Registration: 144Z/Rpb X; W: First Pay: 2026-01-15; Redemption: 2027-02-04; Registration: 144U/Uyk V; S: First Pay: 2026-01-15; Redemption: 2027-02-04; Registration: 144N/Ktg I; V: First Pay: 2026-01-15; Redemption: 2027-02-04; Registration: 144C/Ahh A; Y: First Pay: 2026-01-15; Redemption: 2027-02-04; Registration: 144U/Bxy H; Css: First Pay: 2026-01-15; Redemption: 2027-02-04; Registration: 144O/Wrn N;

Deal Comments

Dqw Aypp Rprbqcz 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 5, 2020

Refinancing

Yes