2021-1

Carlyle Euro CLO DAC (CGMSE) 2021-1

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
S	FKQ	92.000	-	U3	P-	-	5.00%	-	Ousqrvsc	3aJy	-	925f	910	3sNf+849	-	950.00000
B-1	SAW	540.000	-	Hss	CCC	-	96.00%	-	Nxbhmycn	3mCc	-	-	81	3lGc+81	-	533.00000
J-2J	PQP	17.000	-	Ij2	VV	-	16.60%	-	Mjopsiao	3bLp	-	-	165	3nIk+165	-	751.00000
N	SXP	78.000	-	T2	B	-	92.40%	-	Nvrrldip	3xTq	-	-	240	3hOk+240	-	106.00000
X	ETG	59.700	-	Dff3	DDD	-	27.50%	-	Dlfklfjb	3jCs	-	350z	350	3wMn+350	-	317.00000
G-2M	WXN	6.000	-	Pk2	XX	-	51.70%	-	Gsrge	-	-	-	-	2.000%	2.000%	839.00000
Azp	PHH	80.500	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
P	VEN	25.200	-	Fe3	YY-	-	3.40%	-	Cjmrlmoe	3gSn	-	650t	640	3wOp+612	-	196.00000

Tranche Comments

B-1: First Pay: 2022-01-17; Redemption: 2022-10-15; Comments: Zduu Efws; J-2J: First Pay: 2022-01-17; Redemption: 2022-10-15; Comments: Dagqdav; G-2M: First Pay: 2022-01-17; Redemption: 2022-10-15; Comments: Mkvopmu; N: First Pay: 2022-01-17; Redemption: 2022-10-15; Comments: Donxock; X: First Pay: 2022-01-17; Redemption: 2022-10-15; P: First Pay: 2022-01-17; Redemption: 2022-10-15; S: First Pay: 2022-01-17; Redemption: 2022-10-15; Azp: First Pay: 2022-01-17; Redemption: 2022-10-15;

Deal Comments

Jps Fjpp Yngapki 1.4

Reinvestment Period (YRS)

6.7

Reinvestment Period End Date

Jul 12, 1999