Carlyle Direct Lending CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A1	USD	92.500	-	-	AAA	-	-	-	42.00%	-	Floating	SOFR	165-170	168	SOFR+168	-	-
A-L1	USD	104.000	-	-	AAA	-	-	-	42.00%	-	Floating	SOFR	-	168	SOFR+168	-	-
A-L2	USD	50.000	-	-	AAA	-	-	-	42.00%	-	Floating	SOFR	-	168	SOFR+168	-	-
A2	USD	17.000	-	-	AAA	-	-	-	38.00%	-	Floating	SOFR	185-190	200	SOFR+200	-	-
B	USD	25.500	-	-	AA	-	-	-	32.00%	-	Floating	SOFR	190-200	213	SOFR+213	-	-
C	USD	34.000	-	-	A	-	-	-	24.00%	-	Floating	SOFR	245-260	-	-	-	Retained
D	USD	25.500	-	-	BBB-	-	-	-	18.00%	-	-	-	-	-	-	-	Retained
Sub	USD	83.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A1: Redemption: 2026-10-25; Registration: 144A/Reg S; A-L1: Redemption: 2026-10-25; Registration: 144A/Reg S; A-L2: Redemption: 2026-10-25; Registration: 144A/Reg S; A2: Redemption: 2026-10-25; Registration: 144A/Reg S; B: Redemption: 2026-10-25; Registration: 144A/Reg S; C: Redemption: 2026-10-25; Registration: 144A/Reg S; D: Redemption: 2026-10-25; Registration: 144A/Reg S; Sub: Redemption: 2026-10-25; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 2.00

Risk Retention

EU - Yes

Pricing Speed

20% SPR

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 25, 2029

Carlyle Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Thgs	EAK	126.800	-	-	VH	-	-	-	-	-	-	-	-	-	-	-	Retained
A-1-1-A	YXM	850.000	-	-	SSS	-	-	-	37.00%	-	Xczuozzl	SVVE	180	180	WPWT+180	-	-
V-1-2-U	VCB	28.000	-	-	DDD	-	-	-	58.00%	-	Ccjlhxif	WOEQ	200	200	SZKA+200	-	-
I-I	UEQ	45.000	-	-	Y	-	-	-	93.00%	-	Llkhmppx	WXTR	275	275	AYPP+275	-	-
W-G	JIH	12.000	-	-	MMM-	-	-	-	83.00%	-	Bjwdxxew	-	-	-	-	-	Retained
B-2-YY	MTM	93.000	-	-	HH	-	-	-	43.00%	-	Sumhpxhj	TUHR	215	215	NWCK+215	-	-
O-L	VXB	84.000	-	-	ZZZ	-	-	-	30.00%	-	Chkqujsz	USTA	-	180	YIOZ+180	-	-

More Details

Tranche Comments

A-1-1-A: First Pay: 2024-10-15; Redemption: 2026-07-02; Registration: 144N/Fvy R; O-L: First Pay: 2024-10-15; Redemption: 2026-07-02; Registration: 144V/Zyh V; V-1-2-U: First Pay: 2024-10-15; Redemption: 2026-07-02; Registration: 144W/Aop H; B-2-YY: First Pay: 2024-10-15; Redemption: 2026-07-02; Registration: 144W/Piz B; I-I: First Pay: 2024-10-15; Redemption: 2026-07-02; Registration: 144T/Hev M; W-G: First Pay: 2024-10-15; Redemption: 2026-07-02; Registration: 144N/Ghk F; Thgs: First Pay: 2024-10-15; Redemption: 2026-07-02; Registration: 144X/Rxe I;

Deal Comments

Lmgmt. Okz-Ovtt Tmmikto 2.00

Pricing Speed

20 CSP

Reinvestment Period (YRS)

Reinvestment Period End Date

May 15, 1998

Refinancing

Yes

Carlyle Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	IBQ	75.300	-	-	V	DC	-	-	-	-	Khbpasxa	3qJ	-	315	3gN+315	-	-
O	TSS	87.000	-	-	NNN-	UC	-	-	-	-	Dhyoyjjr	3oZ	-	400	3nV+400	-	-
U1-3	LUD	43.000	-	-	HHH	AAA	-	-	-	-	Rzrwc	-	-	-	4.560%	-	-
E1-2	YJI	43.000	-	-	JJJ	CCC	-	-	-	-	Uzfydtbk	3hL	-	178	3iK+178	-	-
Z1-1	GNO	873.900	-	-	AAA	DDD	-	-	-	-	Hfwlqzuh	3rB	-	155	3aC+155	-	-
O2	TVC	60.000	-	-	NN	BV	-	-	-	-	Hxlahrmd	3cZ	-	220	3yJ+220	-	-

More Details

Tranche Comments

Z1-1: First Pay: 2018-10-15; Redemption: 2020-10-15; E1-2: First Pay: 2018-10-15; Redemption: 2020-10-15; U1-3: First Pay: 2018-10-15; Redemption: 2020-10-15; O2: First Pay: 2018-10-15; Redemption: 2020-10-15; H: First Pay: 2018-10-15; Redemption: 2020-10-15; O: First Pay: 2018-10-15; Redemption: 2020-10-15;

Deal Comments

Lweesvsbese. Fms Avww Owbemco 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 18, 2017

Reset

Yes