2021-2(R)

Carlyle US CLO Ltd (CGMS) 2021-2(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
T2T	KYD	5.480	-	QZ	-	WWW-	-	-	44.62%	-	Kbejdqcf	AATM	-	375-385	395	VVZA+395	-	-
I1C	LJM	95.000	-	WN	-	UU	-	-	74.00%	-	Guexfold	WATI	-	150s	155	WBDF+155	-	-
X1X	LEA	69.000	-	SC	-	ZZZ-	-	-	69.00%	-	Tezwmscz	SONF	-	260-275	285	BINY+285	-	-
Idl	WOJ	17.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
IE	RIK	82.000	-	ZZ	-	G	-	-	28.00%	-	Lwrzpojk	MOUI	-	170-175	175	UMWB+175	-	-
TQ	JLO	32.210	-	LY	-	VV-	-	-	4.00%	-	Dfxyzzvo	SUZZ	-	475-490	490	NAPC+490	-	-
A1C	HCE	553.000	-	Lvv	-	JN	-	-	65.00%	-	Qxfeoppb	AZAD	-	115	115	NSAF+115	-	-
F2X	OCV	18.000	-	SD	-	OOO	-	-	64.00%	-	Zshxyeuy	ESVP	-	135-140	135	QXVP+135	-	-
Y2Z	WOE	44.000	-	JY	-	LL	-	-	82.00%	-	Ykzuq	-	-	-	-	5.619%	-	-

Tranche Comments

A1C: Redemption: 2027-02-27; Registration: 144T/Anb H; F2X: Redemption: 2027-02-27; Registration: 144U/Npg N; I1C: Redemption: 2027-02-27; Registration: 144C/Apf A; Y2Z: Redemption: 2027-02-27; Registration: 144M/Txi N; IE: Redemption: 2027-02-27; Registration: 144I/Fli F; X1X: Redemption: 2027-02-27; Registration: 144K/Ome Y; T2T: Redemption: 2027-02-27; Registration: 144X/Tkn B; TQ: Redemption: 2027-02-27; Registration: 144L/Jrd N; Idl: Registration: 144O/Jfr E;

Deal Comments

Dbbbz. Qth-Cjpp Tbtcthy 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 23, 2023