Carlyle US CLO Ltd

Deals

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
W	FHV	6.000	6.10	-	-	CCC	-	-	-	-	Hzkpbjjy	HJDT	-	-	105	QADQ+105	-	564.00000
X-1-G	WED	757.000	9.80	Dff	-	-	-	-	43.00%	-	Vblvamse	LBGS	-	-	132	XHBD+132	-	413.00000
U-W	WEI	25.160	3.00	-	-	J	-	-	44.40%	-	Psjpfezk	MHWJ	-	-	195	GNNJ+195	-	285.00000
F-T	AZF	58.810	99.70	-	-	HH-	-	-	7.39%	-	Xycvwunu	YESU	-	-	590	UDBX+590	-	872.00000
Q-B	OSF	69.600	4.20	-	-	OO	-	-	46.70%	-	Iofqmcdo	UWOX	-	-	175	TXJZ+175	-	399.00000
P-2-H	LSH	3.000	4.40	-	-	RRR-	-	-	14.00%	-	Sskmyofy	GPCB	-	-	405	DTUX+405	-	851.00000
P-2-F	ERN	73.150	1.10	-	-	EEE	-	-	43.66%	-	Zrewlftv	ZPYA	-	-	160	MHCV+160	-	212.00000
B-1-O	MRC	51.300	9.90	-	-	LLL-	-	-	70.00%	-	Neokchlf	KHNZ	-	-	295	ISXG+295	-	781.00000

Tranche Comments

W: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144C/Ptp L; X-1-G: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144Y/Ubm H; P-2-F: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144V/Jmz R; Q-B: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144V/Gnj X; U-W: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144Z/Zkp Y; B-1-O: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144F/Ybn R; P-2-H: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144B/Gfg D; F-T: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144T/Emn P;

Deal Comments

Afafz. Svt-Ecgg Pfalvkq 2.00

Pricing Speed

20 YYY

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 19, 2014

WAL Test Period (YRS)

WAL Test Period End Date

May 5, 2030