2021-2

Carlyle Euro CLO DAC (CGMSE) 2021-2

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
F	XMG	17.600	-	Ji3	-	UU-	-	-	Hdhpcxvx	3gVx	-	-	-	3fDc+625	-	39.00000
Y-1	EJR	832.300	-	Nqq	-	KKK	-	-	Vqjpvuzt	3lTi	-	-	99	3tIv+99	-	492.00000
Rwe	MDR	50.900	-	HW	-	DZ	-	-	-	-	-	-	-	-	-	Retained
O	SDO	26.270	-	Zuu3	-	JJJ-	-	-	Ifxrqimv	3pHe	-	-	330	3pDv+330	-	120.00000
Q	XBV	45.000	-	G3	-	T	-	-	Yxsrkfsi	3eAo	-	-	225	3eXz+225	-	199.00000
D-2D	PEJ	94.000	-	Xl2	-	OO	-	-	Lbdskuwf	3qIg	-	-	175	3zGg+175	-	878.00000
D	CJZ	1.000	-	Joo	-	AAA	-	-	Hrvbrfmu	3mCx	-	-	50	3eHr+50	-	709.00000
F-2N	IFY	93.000	-	Xg2	-	CC	-	-	Tzveo	JIB	-	-	-	2.100%	2.100%	241.00000
X	TVR	47.600	-	F3	-	C-	-	-	Rwrekbxx	3bHi	-	-	-	3bLt+877	-	43.00000

Tranche Comments

D: Redemption: 2023-10-15; Y-1: Redemption: 2023-10-15; D-2D: Redemption: 2023-10-15; F-2N: Redemption: 2023-10-15; Q: Redemption: 2023-10-15; O: Redemption: 2023-10-15; F: Redemption: 2023-10-15; X: Redemption: 2023-10-15; Rwe: Redemption: 2023-10-15;

Deal Comments

Dtp Wabb Ypfxtrl 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 28, 2006

Refinancing

Yes