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
Q	SMX	2.000	6.70	-	MMM	OOO	-	-	Bxdvoyul	3vAu	-	-	90	3gPc+90	-	826.00000
QLL	JSF	85.200	1.70	-	OO-	GG-	2.62%	-	Svkuzcjk	3gIg	-	-	565	3gWt+565	-	676.00000
Hnf	YXZ	49.000	-	-	FR	XY	-	-	-	-	-	-	-	-	-	Retained
Z-1C	VXT	57.450	7.40	-	SSS	FFF	22.93%	-	Nlyuocit	3kDy	-	-	121	3wOj+121	-	477.00000
N-1	MFJ	112.990	5.10	-	PPP	CCC	89.92%	-	Geevctft	3qUv	-	-	121	3kEv+121	-	989.00000
V	DAN	64.600	2.20	-	D	H	89.27%	-	Faskacji	3mSw	-	-	235	3rYv+235	-	453.00000
M	PBA	83.300	5.30	-	LLL-	III-	42.70%	-	Jcecyobt	3hUo	-	-	350	3hIr+350	-	125.00000
D-2	NXT	51.000	6.50	-	II	RR	62.00%	-	Usczfuhg	3vVu	-	-	170	3kGy+170	-	623.00000
AXX	YIP	19.700	53.60	-	D-	V-	8.85%	-	Spbljqbp	3qPw	-	-	895	3fBg+845	-	53.00000

Tranche Comments

Q: First Pay: 2025-07-15; Redemption: 2026-10-01; Registration: 144K/Czz H; N-1: First Pay: 2025-07-15; Redemption: 2026-10-01; Registration: 144K/Ztq O; Z-1C: First Pay: 2025-07-15; Redemption: 2026-10-01; Registration: 144X/Ajo V; D-2: First Pay: 2025-07-15; Redemption: 2026-10-01; Registration: 144G/Dhc G; V: First Pay: 2025-07-15; Redemption: 2026-10-01; Registration: 144C/Dle V; M: First Pay: 2025-07-15; Redemption: 2026-10-01; Registration: 144N/Yrd O; QLL: First Pay: 2025-07-15; Redemption: 2026-10-01; Registration: 144I/Fxg F; AXX: First Pay: 2025-07-15; Redemption: 2026-10-01; Registration: 144F/Qsb T; Hnf: First Pay: 2025-07-15; Redemption: 2026-10-01; Registration: 144W/Fbt Q;

Deal Comments

Jquqc. Zgw Agkk Kqkegfp 1.00

Reinvestment Period (YRS)

8.1

Reinvestment Period End Date

Dec 26, 1999