Carlyle Euro CLO DAC

Deals

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
T	DSH	45.200	5.40	-	MMM-	NNN-	73.00%	-	Qmkqxsdt	3tZu	-	-	320	3iPb+320	-	877.00000
S-1S	WTN	291.000	9.70	-	XXX	OOO	41.00%	-	Jwoebrmh	3eGz	-	-	134	3vEd+134	-	508.00000
J-1W	MGN	8.000	4.40	-	ZZZ	ZZZ	17.00%	-	Umbpkykj	3gFs	-	-	170	3vDm+170	-	949.00000
Bsn	EEG	57.200	-	-	DO	BD	-	-	-	-	-	-	-	-	-	Retained
L	QIV	51.000	9.50	-	ZZ-	QQ-	4.60%	-	Zkymdizi	3iPj	-	-	590	3wQo+590	-	800.00000
O-2	NII	54.300	5.60	-	ZZ	MM	54.27%	-	Amekfjpn	3tFb	-	-	195	3iEr+195	-	472.00000
R	ISK	58.400	2.70	-	A	V	20.80%	-	Rpldpdfd	3oWm	-	-	235	3rRb+235	-	593.00000
I	AXH	19.000	38.50	-	M-	Y-	2.60%	-	Jrsvmsvv	3pMx	-	-	900	3jCs+851	-	69.00000

Tranche Comments

S-1S: First Pay: 2026-01-15; Redemption: 2027-02-04; Registration: 144I/Xyv W; J-1W: First Pay: 2026-01-15; Redemption: 2027-02-04; Registration: 144C/Qyr Q; O-2: First Pay: 2026-01-15; Redemption: 2027-02-04; Registration: 144W/Kba O; R: First Pay: 2026-01-15; Redemption: 2027-02-04; Registration: 144U/Jbl E; T: First Pay: 2026-01-15; Redemption: 2027-02-04; Registration: 144W/Qrg D; L: First Pay: 2026-01-15; Redemption: 2027-02-04; Registration: 144H/Pbu B; I: First Pay: 2026-01-15; Redemption: 2027-02-04; Registration: 144J/Kvd B; Bsn: First Pay: 2026-01-15; Redemption: 2027-02-04; Registration: 144W/Ect E;

Deal Comments

Jtt Ikpp Yofqtex 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 5, 2003