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
H-2-O	ASF	4.600	-	DW	-	NNN-	-	-	39.30%	-	Lkjxxblc	DYFW	-	430	430	UKCK+430	-	-
B-2-U	TLI	2.200	-	AW	-	UUU	-	-	38.90%	-	Ljsrxdlo	DXAF	-	155s	157	HQBZ+157	-	-
U-1-R	IKR	96.000	-	WG	-	AAA-	-	-	57.00%	-	Ibuhuvbm	CKDV	-	285	285	ZKED+285	-	-
L-T	EEW	17.800	-	DO	-	YY-	-	-	4.00%	-	Cwdmltla	JSQH	-	625-650	675	HEIZ+675	-	-
I-1-L	OXP	571.000	-	Lss	-	LC	-	-	43.00%	-	Dkmmmduq	XGDX	-	131	131	DZBO+131	-	-
Ixf	RGQ	14.400	-	FO	-	XF	-	-	-	-	-	-	-	-	-	-	-	Retained
F-S	NLH	29.000	-	CZ	-	Q	-	-	93.00%	-	Cumccwcw	KEZC	-	190	190	ZWDF+190	-	-
C-O	YMN	72.400	-	QD	-	UU	-	-	80.00%	-	Ckelqpwq	ZGPP	-	170	170	PTSP+170	-	-

Tranche Comments

I-1-L: First Pay: 2025-01-20; Redemption: 2026-12-18; Registration: 144X/Umn R; B-2-U: First Pay: 2025-01-20; Redemption: 2026-12-18; Registration: 144U/Lvt G; C-O: First Pay: 2025-01-20; Redemption: 2026-12-18; Registration: 144E/Kli N; F-S: First Pay: 2025-01-20; Redemption: 2026-12-18; Registration: 144F/Yxm W; U-1-R: First Pay: 2025-01-20; Redemption: 2026-12-18; Registration: 144V/Jzq V; H-2-O: First Pay: 2025-01-20; Redemption: 2026-12-18; Registration: 144G/Qyr I; L-T: First Pay: 2025-01-20; Redemption: 2026-12-18; Registration: 144H/Wkm A; Ixf: First Pay: 2025-01-20; Redemption: 2026-12-18; Registration: 144Y/Wyy B;

Deal Comments

Jbkbc. Fom Ktjj Tbjpovz 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 30, 2021

Refinancing

Yes

Reset

Yes