2021-5(R)

Carlyle US CLO Ltd (CGMS) 2021-5(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
Y-N	IYW	52.520	4.00	-	-	P	-	-	81.30%	-	Kpewvexe	UIWO	-	-	195	KVPW+195	-	869.00000
S-1-R	YWG	667.000	9.30	Bgg	-	-	-	-	29.00%	-	Zqqewlnu	XBSP	-	-	132	EXKK+132	-	751.00000
Q-2-Z	VHT	8.000	3.90	-	-	JJJ-	-	-	15.00%	-	Gkiqtjid	BBSK	-	-	405	HAEK+405	-	821.00000
R	IQO	7.000	6.20	-	-	AAA	-	-	-	-	Ihfdpdqe	HVZI	-	-	105	PAYE+105	-	967.00000
N-2-C	WIC	99.570	4.10	-	-	HHH	-	-	27.69%	-	Lwzptvih	VMBJ	-	-	160	QLJV+160	-	476.00000
G-C	GNW	75.600	4.30	-	-	NN	-	-	64.40%	-	Gsrkujfj	NQKU	-	-	175	TIOZ+175	-	642.00000
M-1-G	LQJ	89.400	4.50	-	-	UUU-	-	-	51.00%	-	Jmywsopf	VDTH	-	-	295	BGUX+295	-	693.00000
I-K	QVF	72.410	72.10	-	-	DD-	-	-	6.91%	-	Orlqtlqw	WIHS	-	-	590	KJCB+590	-	397.00000

Tranche Comments

R: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144M/Bsf K; S-1-R: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144H/Nwk B; N-2-C: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144E/Mjn G; G-C: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144H/Wvj P; Y-N: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144X/Uvd Z; M-1-G: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144M/Ioy Y; Q-2-Z: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144T/Kmz A; I-K: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144U/Vpp Q;

Deal Comments

Sovow. Jhq-Kkcc Cosohcf 2.00

Pricing Speed

20 CUR

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 2, 2004

WAL Test Period (YRS)

WAL Test Period End Date

Jul 28, 2013