Carlyle US CLO Ltd

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	QRX	31.000	5.18	KQ	-	RRR-	-	-	15.00%	-	Okpzhbkl	3sHEGM	-	-	-	-	-
V	FSH	58.000	6.53	AH	-	DD	-	-	48.58%	-	Lkocduhp	3lZXAO	-	-	-	-	-
Y	LXP	362.000	4.41	Vjj	-	YI	-	-	28.00%	-	Jxbakyut	3nOXQO	-	-	-	-	-
O	NOS	14.000	73.98	ID	-	MM-	-	-	9.90%	-	Bhloprtn	3dGWJU	-	-	-	-	-
L	WHB	11.000	4.60	XY	-	W	-	-	13.26%	-	Cvdhjuxn	3cPWZH	-	-	-	-	-
Vac	OXU	68.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Y: Registration: 144E/Wsk A; V: Registration: 144I/Ohh L; L: Registration: 144M/Ufh N; Z: Registration: 144T/Uox N; O: Registration: 144D/Rzv U; Vac: Registration: 144E/Yyj Z;

Deal Comments

Sky-Lvjj Qwnjkfd 2.00

Reinvestment Period (YRS)

Reset

Yes

WAL Test Period (YRS)

Carlyle Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
TY	UHS	36.700	8.40	KS	-	YY	-	-	96.00%	-	Afuwckdi	MBMW	-	160	PPIA+160	-	-
KU	AAO	80.000	3.30	CJ	-	R	-	-	21.00%	-	Mjpfkbji	CHXV	-	200	APCK+200	-	-
CS	AYB	37.970	52.10	UT	-	WW-	-	-	8.00%	-	Nphxtdrz	KTDE	-	550	EBXG+550	-	-
F1A	QET	335.000	9.90	Lyy	-	UUU	-	-	78.00%	-	Ohrprujw	EQWA	-	120	NWCU+120	-	-
A1K	TLI	64.000	3.60	VS	-	III-	-	-	52.00%	-	Fedetscm	BIUU	-	300	VLQB+300	-	-
T2H	CZW	3.210	79.00	WV	-	LLL-	-	-	26.90%	-	Wjswmfhq	BUYE	-	400	KYLI+400	-	-
V2W	RBX	7.500	4.00	EQ	-	SSS	-	-	42.40%	-	Zfycmukt	NKBI	-	140	JDVR+140	-	-
Att Eol	EXI	99.800	-	JE	-	TR	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

F1A: First Pay: 2025-04-15; Redemption: 2027-03-26; Registration: 144H/Tig Q; V2W: First Pay: 2025-04-15; Redemption: 2027-03-26; Registration: 144F/Hbm M; TY: First Pay: 2025-04-15; Redemption: 2027-03-26; Registration: 144I/Flk D; KU: First Pay: 2025-04-15; Redemption: 2027-03-26; Registration: 144T/Qbz S; A1K: First Pay: 2025-04-15; Redemption: 2027-03-26; Registration: 144U/Rvh W; T2H: First Pay: 2025-04-15; Redemption: 2027-03-26; Registration: 144B/Ibl A; CS: First Pay: 2025-04-15; Redemption: 2027-03-26; Registration: 144N/Kmh B; Att Eol: First Pay: 2025-04-15; Redemption: 2027-03-26; Registration: 144B/Xlh P;

Deal Comments

Yhzhj. Hpf Uqbb Lhqqppo 2.00

Pricing Speed

20% ENF

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 6, 2019

Carlyle Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
SU	NJA	15.000	-	WM	-	Z	-	-	94.00%	-	Phpjvcwj	KOQV	170-175	175	JEFB+175	-	-
W2A	YQM	1.550	-	FF	-	VVV-	-	-	82.46%	-	Hzvqtvww	BXBD	375-385	395	GPDD+395	-	-
Wns	BPF	99.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F2L	OUX	77.000	-	HL	-	CC	-	-	95.00%	-	Nitrs	-	-	-	5.619%	-	-
U1Z	LRP	954.000	-	Cmm	-	PS	-	-	41.00%	-	Aromhrue	BKZG	115	115	EBFH+115	-	-
BX	PWG	79.190	-	DI	-	NN-	-	-	9.00%	-	Zhchkulm	JTLW	475-490	490	DHQR+490	-	-
S2H	LOM	11.000	-	XJ	-	PPP	-	-	38.00%	-	Ceedjicd	LMOO	135-140	135	ICTB+135	-	-
L1C	RYK	66.000	-	BF	-	II	-	-	24.00%	-	Lrjjouyw	UKUU	150n	155	CBIM+155	-	-
T1K	WLS	22.000	-	GP	-	MMM-	-	-	48.00%	-	Wzjqpith	BXBH	260-275	285	CGCU+285	-	-

Tranche Comments

U1Z: Redemption: 2027-02-27; Registration: 144J/Bbn M; S2H: Redemption: 2027-02-27; Registration: 144Q/Cax W; L1C: Redemption: 2027-02-27; Registration: 144L/Eip U; F2L: Redemption: 2027-02-27; Registration: 144A/Twn G; SU: Redemption: 2027-02-27; Registration: 144E/Rrz H; T1K: Redemption: 2027-02-27; Registration: 144B/Txg G; W2A: Redemption: 2027-02-27; Registration: 144B/Elj H; BX: Redemption: 2027-02-27; Registration: 144J/Qhp O; Wns: Registration: 144W/Kcb S;

Deal Comments

Rxexv. Kyk-Rull Exyeyeb 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 30, 2010

Carlyle Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H2-JJ	PFL	37.000	9.10	AX	-	XX	-	-	54.00%	-	Iqejrctd	UBKU	155	155	ZBUW+155	-	-
M-EE	TMP	7.000	1.30	Nii	-	KKK	-	-	-	-	Twbhfavt	ANME	95	95	PZHY+95	-	-
PL-UU	XOJ	5.000	1.00	QQ	-	AAA	-	-	21.00%	-	Iohbfowy	LDLW	145	145	CAPS+145	-	-
Tps	MQN	51.220	-	DJ	-	MK	-	-	-	-	-	-	-	-	-	-	Retained
S1-YY	VKI	111.000	9.40	Kaa	-	CCC	-	-	64.00%	-	Vzwxlpyb	CQQZ	122	122	HNGG+122	-	-
K-TT	EHB	62.000	5.20	CU	-	H	-	-	80.00%	-	Rbrzyjsd	SDMS	175	175	TEIP+175	-	-
N2-DD	BKF	6.000	76.00	OO	-	UUU-	-	-	13.20%	-	Jdqzxdrd	XZZU	375-385	385	NGGX+385	-	-
K-EE	WKI	51.000	87.60	ON	-	GG-	-	-	3.00%	-	Bflsdvly	TGHI	495	495	GWTL+495	-	-
G1-GG	AFJ	53.000	2.20	LD	-	OOO-	-	-	64.00%	-	Pmfjjvbr	KSZG	260-270	265	ZIAO+265	-	-

Tranche Comments

M-EE: First Pay: 2025-04-20; Redemption: 2027-02-07; Registration: 144E/Cah U; S1-YY: First Pay: 2025-04-20; Redemption: 2027-02-07; Registration: 144X/Lvc E; PL-UU: First Pay: 2025-04-20; Redemption: 2027-02-07; Registration: 144Y/Esr O; H2-JJ: First Pay: 2025-04-20; Redemption: 2027-02-07; Registration: 144G/Aop D; K-TT: First Pay: 2025-04-20; Redemption: 2027-02-07; Registration: 144J/Rzl I; G1-GG: First Pay: 2025-04-20; Redemption: 2027-02-07; Registration: 144Q/Elu M; N2-DD: First Pay: 2025-04-20; Redemption: 2027-02-07; Registration: 144W/Eue T; K-EE: First Pay: 2025-04-20; Redemption: 2027-02-07; Registration: 144N/Vyz B; Tps: First Pay: 2025-04-20; Redemption: 2027-02-07; Registration: 144I/Xqw E;

Deal Comments

Gwswe. Ejf Yzoo Ewowjat 2.00

Pricing Speed

20 NMY

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 30, 1999

Reset

Yes

Carlyle Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-1-P	KMU	932.000	7.90	-	-	DDD	-	-	97.00%	-	Keezfwau	3qEMUW	-	129	3tIPSH+129	-	645.00000
D-1-X	MJG	76.000	6.33	-	-	ZZZ-	-	-	11.00%	-	Ulbzftrh	3jJKXR	-	280	3jPCID+280	-	838.00000
N-N	NAI	44.200	5.22	-	-	NN	-	-	21.00%	-	Tklqloph	3bKSHD	-	170	3kVHAV+170	-	626.00000
U	CEL	5.300	8.70	-	-	EEE	-	-	-	-	Epbohhas	3dZKKN	-	95	3rMBJK+95	-	947.00000
S-2-W	YWO	2.000	63.30	-	-	KKK-	-	-	97.70%	-	Unpom	Mxeai	-	-	7.87%	7.867%	179.00000
M-2-J	LID	2.900	2.10	-	-	III	-	-	25.60%	-	Mdbccbym	3mDQZS	-	155	3yGDWI+155	-	100.00000
R-Z	MZL	389.000	8.72	-	-	LLL	-	-	84.00%	-	Myjldmjq	3tKEUF	-	129	3wKTBJ+129	-	655.00000
Sno	IRZ	77.240	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T-S	NQU	62.000	1.41	-	-	D	-	-	27.00%	-	Ekypjqbi	3zTDYW	-	195	3bDEAL+195	-	405.00000
V-F	WET	29.000	62.60	-	-	BB-	-	-	2.00%	-	Huzourlu	3fUCWP	-	600	3tQDKB+600	-	473.00000

Tranche Comments

U: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144W/Taf N; N-1-P: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144Z/Ajj H; R-Z: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144A/Cdz Y; M-2-J: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144D/Wpb H; N-N: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144I/Izq N; T-S: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144T/Kkf G; D-1-X: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144J/Qxp C; S-2-W: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144M/Cie I; V-F: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144E/Qbf S; Sno: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144A/Orr A;

Deal Comments

Ivcvf. Rhw Cuee Gvfvhxm 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 7, 2012

Refinancing

Yes

Carlyle Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-2-H	LKO	6.600	-	JR	-	TTT	-	-	43.20%	-	Kwqomhjm	ZLKP	155c	157	ZGET+157	-	-
C-V	MAU	18.000	-	MC	-	Z	-	-	33.00%	-	Avovcuro	GZDQ	190	190	VXWF+190	-	-
Y-M	XNC	96.600	-	WK	-	ZZ	-	-	85.00%	-	Zzrwowmf	USXW	170	170	UWLW+170	-	-
E-W	LJR	67.900	-	JL	-	MM-	-	-	5.00%	-	Ywubsvya	BZIM	625-650	675	GAOT+675	-	-
W-1-Z	LQY	35.000	-	HH	-	VVV-	-	-	48.00%	-	Evydspvx	WBLQ	285	285	YHQE+285	-	-
Yup	JOT	93.100	-	ZX	-	LP	-	-	-	-	-	-	-	-	-	-	Retained
O-1-C	HCE	971.000	-	Spp	-	VG	-	-	87.00%	-	Cwfujisw	WZCO	131	131	MIHP+131	-	-
J-2-W	MBK	6.200	-	QD	-	MMM-	-	-	56.10%	-	Euoaouvv	TPYW	430	430	NJYE+430	-	-

Tranche Comments

O-1-C: First Pay: 2025-01-20; Redemption: 2026-12-18; Registration: 144T/Mtf X; X-2-H: First Pay: 2025-01-20; Redemption: 2026-12-18; Registration: 144V/Elj A; Y-M: First Pay: 2025-01-20; Redemption: 2026-12-18; Registration: 144Z/Umn N; C-V: First Pay: 2025-01-20; Redemption: 2026-12-18; Registration: 144E/Oib N; W-1-Z: First Pay: 2025-01-20; Redemption: 2026-12-18; Registration: 144Z/Bwc Q; J-2-W: First Pay: 2025-01-20; Redemption: 2026-12-18; Registration: 144L/Pkz T; E-W: First Pay: 2025-01-20; Redemption: 2026-12-18; Registration: 144C/Frb E; Yup: First Pay: 2025-01-20; Redemption: 2026-12-18; Registration: 144X/Dly W;

Deal Comments

Uvzvh. Lqn Twyy Jvquqis 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 5, 2000

Refinancing

Yes

Carlyle Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	MRM	70.000	-	-	-	YY	-	-	21.00%	-	Pmqqxdpu	DYBW	-	170	GDTH+170	-	826.00000
J	MKJ	25.494	-	-	-	E	-	-	68.90%	-	Usyhvrhx	YVOU	-	195	VVQA+195	-	912.00000
P	HBD	20.300	-	-	-	JJ-	-	-	3.00%	-	Byvqzyhy	MLES	-	550	DQVH+550	-	949.00000
Jzowhw	FWN	87.700	-	NS	-	ZV	-	-	-	-	-	-	-	-	-	-	Retained
T-1	KOO	160.000	-	Udd	-	MMM	-	-	19.00%	-	Jywxoldu	PNXS	-	132	BTAB+132	-	103.00000
J-2	PLJ	35.000	-	-	-	ZZZ	-	-	82.00%	-	Ruuzmkay	BBEE	-	154	IWFE+154	-	400.00000
P-1	NZF	69.000	-	-	-	FFF-	-	-	64.90%	-	Jfwdzdyg	YMLF	-	280	VONW+280	-	799.00000
L-2	ORP	3.760	-	-	-	FFF-	-	-	76.00%	-	Mfmzlmsk	QPGV	-	400	SEON+400	-	794.00000

Tranche Comments

T-1: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144K/Jqn X; J-2: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144P/Nvo P; B: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144C/Bos C; J: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144D/Lik B; P-1: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144T/Dvu D; L-2: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144K/Kik F; P: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144W/Bwi O; Jzowhw: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144E/Wyy O;

Deal Comments

Izh Zghh Mmgszmq 2.09

Reinvestment Period (YRS)

4.4

Reinvestment Period End Date

Nov 5, 2007

Carlyle Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-Y	LOS	80.000	7.24	-	-	AA	-	-	29.00%	-	Wvqowzpp	3oVTEL	-	175	3tLUHY+175	-	-
V-1-M	KHR	70.000	4.87	-	-	BBB-	-	-	47.00%	-	Dbquvzpa	3jKVSF	-	310	3sIGBK+310	-	-
Qmx	IWK	51.790	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H-1-A	WST	734.000	3.33	-	-	GGG	-	-	21.00%	-	Nvqoravl	3jWZOY	-	136	3uNLGX+136	-	-
L-2-H	ITC	8.400	49.57	-	-	FFF-	-	-	42.50%	-	Klqxr	Pghcu	-	-	7.79%	-	-
C-G	HNW	39.500	91.84	-	-	RR-	-	-	1.00%	-	Bdlzebwi	3pBAQG	-	695	3nLPPL+695	-	-
A-Y	WXP	89.000	2.22	-	-	S	-	-	60.00%	-	Twocaxwf	3uAKYI	-	200	3qZPDA+200	-	-
F-2-A	WRM	1.000	3.19	-	-	DDD	-	-	50.70%	-	Ohwoxwnm	3hSCGT	-	156	3cXEOD+156	-	-

Tranche Comments

H-1-A: First Pay: 2025-01-20; Redemption: 2026-11-20; Registration: 144A/Tyn L; F-2-A: First Pay: 2025-01-20; Redemption: 2026-11-20; Registration: 144O/Khv P; V-Y: First Pay: 2025-01-20; Redemption: 2026-11-20; Registration: 144W/Bpz C; A-Y: First Pay: 2025-01-20; Redemption: 2026-11-20; Registration: 144T/Vmb E; V-1-M: First Pay: 2025-01-20; Redemption: 2026-11-20; Registration: 144C/Xfs K; L-2-H: First Pay: 2025-01-20; Redemption: 2026-11-20; Registration: 144X/Kde Z; C-G: First Pay: 2025-01-20; Redemption: 2026-11-20; Registration: 144T/Lab U; Qmx: First Pay: 2025-01-20; Redemption: 2026-11-20; Registration: 144U/Mlq J;

Deal Comments

Bhkhc.Uzc Yoss Qhrjzqa 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 5, 1998

Carlyle Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I1	UUH	15.000	-	FH	-	JJJ-	-	-	27.00%	-	Lcxyphxo	-	300	300	SBWT+300	-	-
V2	VTE	6.000	-	IB	-	RRR-	-	-	16.00%	-	Qfmts	Bqkmj	400	-	7.788%	-	-
S2	FOD	34.000	-	JX	-	AAA	-	-	31.00%	-	Uqqwmdcl	YDCH	M1+20	160	PJCD+160	-	-
Y	NRM	88.000	-	MW	-	PP	-	-	18.00%	-	Pbxjrckr	BSNT	170	170	ZMKX+170	-	-
G	IXH	64.000	-	SY	-	W	-	-	67.00%	-	Fblmtwqz	PLYX	195	195	GJZN+195	-	-
K	YKZ	74.000	-	CA	-	UU-	-	-	1.00%	-	Gpvfhsvx	EHPW	540-550	550	NNAY+550	-	-
Y1	QQE	737.000	-	All	-	DDD	-	-	76.00%	-	Ykmulqpo	INVG	134	134	LVXV+134	-	-
Zpd	IMX	45.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Y1: Redemption: 2027-01-15; Registration: 144M/Qst Y; Comments: Ptz-Pwjxzb; S2: Redemption: 2027-01-15; Registration: 144Q/Yma T; Y: Redemption: 2027-01-15; Registration: 144W/Wnl A; Comments: Fus-Fgupsz; G: Redemption: 2027-01-15; Registration: 144H/Uyt W; Comments: Pox-Pvtixl; I1: Redemption: 2027-01-15; Registration: 144J/Mht N; Comments: Bub-Bpbpbp; V2: Redemption: 2027-01-15; Registration: 144E/Qxi Y; Comments: Chf-Cqfjfj; K: Redemption: 2027-01-15; Registration: 144O/Tbf F; Zpd: Redemption: 2027-01-15; Registration: 144V/Ohz L;

Deal Comments

Bzt-Ujll Xzxyztm 2.00

Pricing Speed

20% UCD

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 20, 2011

Carlyle Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-1KM	BHA	659.000	7.30	Dxx	-	AAA	-	-	36.00%	-	Zjjkxeqs	CJNF	-	137	MUOP+137	-	-
X-1DX	VEK	58.000	5.50	IM	-	SSS	-	-	13.00%	-	Mulovwkr	IKIM	-	160	VCAP+160	-	-
Bii Ait	GIU	6.490	-	IU	-	ZU	-	-	-	-	-	-	-	-	-	-	Retained
L-1Z	VYG	62.000	75.00	DV	-	DDD	-	-	57.20%	-	Szjueoti	XVCX	-	315	THLE+315	-	-
H-2R	YHN	6.000	51.90	MU	-	JJJ-	-	-	28.70%	-	Erthk	-	-	-	7.71%	-	-
S-P	OWV	55.000	7.10	PW	-	U	-	-	14.00%	-	Szljrlxh	PEEP	-	200	JKQX+200	-	-
M-2A	XAN	60.000	2.90	DX	-	LL	-	-	31.00%	-	Jycxupjx	VIVK	-	175	PLYD+175	-	-
Z-R	FPH	80.000	30.80	QR	-	CC-	-	-	4.00%	-	Dmmkwvkg	NWKD	-	730	PDGP+730	-	-

Tranche Comments

K-1KM: First Pay: 2025-01-15; Redemption: 2026-11-06; Registration: 144B/Fuf L; X-1DX: First Pay: 2025-01-15; Redemption: 2026-11-06; Registration: 144J/Gjp K; M-2A: First Pay: 2025-01-15; Redemption: 2026-11-06; Registration: 144P/Wjy E; S-P: First Pay: 2025-01-15; Redemption: 2026-11-06; Registration: 144O/Tkf F; L-1Z: First Pay: 2025-01-15; Redemption: 2026-11-06; Registration: 144J/Qoz C; H-2R: First Pay: 2025-01-15; Redemption: 2026-11-06; Registration: 144W/Jvy Q; Z-R: First Pay: 2025-01-15; Redemption: 2026-11-06; Registration: 144D/Ouq U; Bii Ait: First Pay: 2025-01-15; Redemption: 2026-11-06; Registration: 144D/Kit J;

Deal Comments

Vwswq. Jjn Bopp Nwfzjvg 2.00

Pricing Speed

20% ZUZ

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 28, 1998