2021-10(R)

Carlyle US CLO Ltd (CGMS) 2021-10(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Carlyle Group Inc

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
L-1-C	VTZ	672.000	-	Cvv	-	JW	-	-	78.00%	-	Zuhavisg	OQCO	-	131	131	COXJ+131	-	-
T-1-V	ABA	53.000	-	SR	-	QQQ-	-	-	30.00%	-	Fjqwlqjm	JUGA	-	285	285	WYOG+285	-	-
Moj	ZPN	81.600	-	BA	-	LZ	-	-	-	-	-	-	-	-	-	-	-	Retained
V-M	JLQ	27.300	-	IR	-	PP-	-	-	1.00%	-	Vfcpsqag	ALDC	-	625-650	675	IIND+675	-	-
Q-Z	KYI	29.000	-	FM	-	P	-	-	61.00%	-	Cdokpitj	LQSQ	-	190	190	QTVZ+190	-	-
O-2-D	KTR	6.900	-	XV	-	EEE-	-	-	11.40%	-	Jxjhqfkk	DOPD	-	430	430	CBDU+430	-	-
K-2-U	CNY	1.300	-	FQ	-	HHH	-	-	76.10%	-	Uxeuarvk	CCJN	-	155z	157	TAQQ+157	-	-
B-V	TJW	22.300	-	KA	-	GG	-	-	33.00%	-	Gbfwkkmn	ZVPC	-	170	170	PGFU+170	-	-

Tranche Comments

L-1-C: First Pay: 2025-01-20; Redemption: 2026-12-18; Registration: 144K/Ejz D; K-2-U: First Pay: 2025-01-20; Redemption: 2026-12-18; Registration: 144B/Gyu T; B-V: First Pay: 2025-01-20; Redemption: 2026-12-18; Registration: 144Z/Olv R; Q-Z: First Pay: 2025-01-20; Redemption: 2026-12-18; Registration: 144H/Ccf L; T-1-V: First Pay: 2025-01-20; Redemption: 2026-12-18; Registration: 144L/Rlh V; O-2-D: First Pay: 2025-01-20; Redemption: 2026-12-18; Registration: 144D/Zvn D; V-M: First Pay: 2025-01-20; Redemption: 2026-12-18; Registration: 144I/Ydw R; Moj: First Pay: 2025-01-20; Redemption: 2026-12-18; Registration: 144G/Qsc V;

Deal Comments

Yucuu. Rfm Dfvv Ruhvfkd 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 3, 2022