2021-3

Carlyle Euro CLO DAC (CGMSE) 2021-3

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
U	OBJ	62.600	-	-	I	W	-	-	Nrbcvtmy	3kTn	-	-	215	3cUf+215	-	180.00000
Q	ZNW	97.900	-	-	P-	U-	-	-	Bbfupumu	3oOo	-	-	965	3bWr+913	-	54.40000
A-1	YJP	918.000	-	-	III	TTT	-	-	Xxkwomry	3qLw	-	-	95	3pIa+95	-	938.00000
R-2M	ZBI	22.000	-	-	RR	OO	-	-	Wypel	OIG	-	-	-	2.100%	2.100%	592.00000
Y	MDK	25.700	-	-	ZZZ-	WWW-	-	-	Rtkcwtzu	3tWg	-	-	350	3sEd+350	-	180.00000
O-2O	OFD	30.000	-	-	EE	AA	-	-	Oybxsirc	3jMp	-	-	170	3cXd+170	-	614.00000
Dqv	ECN	90.800	-	-	LD	VQ	-	-	-	-	-	-	-	-	-	45.00000
H	OUO	79.600	-	-	EE-	RR-	-	-	Vvcetkzg	3aLx	-	-	660	3jKe+646	-	22.00000

Tranche Comments

A-1: First Pay: 2022-08-15; Redemption: 2024-01-06; O-2O: First Pay: 2022-08-15; Redemption: 2024-01-06; R-2M: First Pay: 2022-08-15; Redemption: 2024-01-06; U: First Pay: 2022-08-15; Redemption: 2024-01-06; Y: First Pay: 2022-08-15; Redemption: 2024-01-06; H: First Pay: 2022-08-15; Redemption: 2024-01-06; Q: First Pay: 2022-08-15; Redemption: 2024-01-06; Dqv: First Pay: 2022-08-15; Redemption: 2024-01-06;

Deal Comments

Jca Lmtt Oafrctx 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 24, 2009

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Jul 5, 2020