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
M-X	TQD	56.000	-	-	S	-	-	-	68.00%	-	Oqrokooj	TLVF	275	275	CVKC+275	-	-
A-Q	XQT	17.000	-	-	KKK	-	-	-	99.00%	-	Ikpyljbz	YYUN	-	180	DHZG+180	-	-
Icpb	ZVM	956.800	-	-	GZ	-	-	-	-	-	-	-	-	-	-	-	Retained
C-2-MM	TOJ	58.000	-	-	QQ	-	-	-	22.00%	-	Xzilwcil	SSWY	215	215	QALW+215	-	-
S-G	IHL	31.000	-	-	LLL-	-	-	-	30.00%	-	Ilwssbaa	-	-	-	-	-	Retained
P-1-2-T	KYR	70.000	-	-	JJJ	-	-	-	88.00%	-	Pjdlczff	SCWC	200	200	CTQV+200	-	-
Q-1-1-Q	XER	954.000	-	-	JJJ	-	-	-	37.00%	-	Sufxelmt	GDEZ	180	180	SDJF+180	-	-

More Details

Tranche Comments

Q-1-1-Q: First Pay: 2024-10-15; Redemption: 2026-07-02; Registration: 144B/Uqi F; A-Q: First Pay: 2024-10-15; Redemption: 2026-07-02; Registration: 144H/Bob O; P-1-2-T: First Pay: 2024-10-15; Redemption: 2026-07-02; Registration: 144E/Tti N; C-2-MM: First Pay: 2024-10-15; Redemption: 2026-07-02; Registration: 144R/Pjt R; M-X: First Pay: 2024-10-15; Redemption: 2026-07-02; Registration: 144K/Dmi D; S-G: First Pay: 2024-10-15; Redemption: 2026-07-02; Registration: 144V/Zjz R; Icpb: First Pay: 2024-10-15; Redemption: 2026-07-02; Registration: 144W/Gks D;

Deal Comments

Ucfcc. Xbu-Omss Fcllbex 2.00

Pricing Speed

20 IIG

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 27, 2004

Carlyle Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F2	LQG	66.000	-	-	GG	FN	-	-	-	-	Pbcuwhdf	3mV	-	220	3oL+220	-	-
P1-1	ITL	129.400	-	-	EEE	DDD	-	-	-	-	Ixjujyxy	3nJ	-	155	3yZ+155	-	-
T	KXJ	13.000	-	-	QQQ-	SB	-	-	-	-	Udbbsyzn	3aQ	-	400	3mX+400	-	-
R1-2	KWV	27.000	-	-	QQQ	YYY	-	-	-	-	Nfshjpyt	3bO	-	178	3rN+178	-	-
W	WMP	15.200	-	-	V	QQ	-	-	-	-	Rqsqeovi	3bT	-	315	3jU+315	-	-
N1-3	WOX	97.000	-	-	EEE	WWW	-	-	-	-	Ptyfc	-	-	-	4.560%	-	-

More Details

Tranche Comments

P1-1: First Pay: 2018-10-15; Redemption: 2020-10-15; R1-2: First Pay: 2018-10-15; Redemption: 2020-10-15; N1-3: First Pay: 2018-10-15; Redemption: 2020-10-15; F2: First Pay: 2018-10-15; Redemption: 2020-10-15; W: First Pay: 2018-10-15; Redemption: 2020-10-15; T: First Pay: 2018-10-15; Redemption: 2020-10-15;

Deal Comments

Xybosjsiosn. Yps Ujyy Zywopoe 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 17, 1994