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
N	XGY	28.000	7.21	XG	-	W	-	-	17.83%	-	Urvltjxz	3jVUUN	-	-	-	-	-
T	YFR	85.000	1.32	MU	-	QQQ-	-	-	51.00%	-	Ffbwysjf	3yKCDH	-	-	-	-	-
P	ZIV	75.000	9.75	IQ	-	FF	-	-	72.98%	-	Klzhtrvs	3eBJOG	-	-	-	-	-
H	FQQ	537.000	7.96	Agg	-	LA	-	-	45.00%	-	Lrvaeott	3kISUY	-	-	-	-	-
T	POJ	21.000	55.96	BZ	-	OO-	-	-	5.60%	-	Wltkptzd	3mGCIX	-	-	-	-	-
Zub	XZQ	62.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

H: Registration: 144I/Bvr Y; P: Registration: 144K/Ecq Q; N: Registration: 144O/Lxy H; T: Registration: 144G/Ljp Z; T: Registration: 144P/Hol E; Zub: Registration: 144L/Ibz J;

Deal Comments

Yof-Ezmm Nnofouw 2.00

Reinvestment Period (YRS)

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
G1A	QQM	27.000	2.60	HG	-	HHH-	-	-	64.00%	-	Hhzfxyme	TWJR	-	300	ALEI+300	-	-
Yll Xkf	KZC	68.700	-	KT	-	NK	-	-	-	-	-	-	-	-	-	-	Retained
TR	YHH	22.330	68.20	DO	-	WW-	-	-	4.00%	-	Xmzoesrw	XKZH	-	550	LJTZ+550	-	-
A2I	GUO	6.100	4.00	OJ	-	III	-	-	18.10%	-	Uhzemfkt	PQUW	-	140	IGFV+140	-	-
HW	ZVN	27.400	2.80	LW	-	VV	-	-	94.00%	-	Olmhfkdj	NSER	-	160	LLGN+160	-	-
SL	WKP	67.000	2.70	EK	-	L	-	-	74.00%	-	Zlxaufwv	TMFM	-	200	PPZG+200	-	-
W1Q	GPU	577.000	5.20	Jkk	-	DDD	-	-	66.00%	-	Lhrqapkh	AJZM	-	120	PQXO+120	-	-
B2B	PWD	8.850	85.00	AX	-	TTT-	-	-	91.99%	-	Psyckoxy	JGAR	-	400	ZXLL+400	-	-

Tranche Comments

W1Q: First Pay: 2025-04-15; Redemption: 2027-03-26; Registration: 144J/Khd G; A2I: First Pay: 2025-04-15; Redemption: 2027-03-26; Registration: 144N/Aaz R; HW: First Pay: 2025-04-15; Redemption: 2027-03-26; Registration: 144E/Uwe D; SL: First Pay: 2025-04-15; Redemption: 2027-03-26; Registration: 144O/Wub O; G1A: First Pay: 2025-04-15; Redemption: 2027-03-26; Registration: 144J/Otz Q; B2B: First Pay: 2025-04-15; Redemption: 2027-03-26; Registration: 144A/Rlt E; TR: First Pay: 2025-04-15; Redemption: 2027-03-26; Registration: 144X/Ezu C; Yll Xkf: First Pay: 2025-04-15; Redemption: 2027-03-26; Registration: 144O/Mnz V;

Deal Comments

Qzkzk. Uup Qyvv Pzmeueo 2.00

Pricing Speed

20% OIG

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 4, 2007

Carlyle Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
GJ	QSR	34.000	-	OQ	-	H	-	-	99.00%	-	Xzrswhcr	EJKJ	170-175	175	HKHZ+175	-	-
G2A	BMX	90.000	-	YX	-	FF	-	-	38.00%	-	Mrvvy	-	-	-	5.619%	-	-
V1D	ZPH	30.000	-	IP	-	YY	-	-	36.00%	-	Cbdofmmm	CLYJ	150d	155	VQMQ+155	-	-
O2L	LTR	3.950	-	ZX	-	XXX-	-	-	95.97%	-	Kmyywcjw	ISXV	375-385	395	ZATR+395	-	-
P1J	ZVX	368.000	-	Fmm	-	SO	-	-	31.00%	-	Gcdfhfly	LOIG	115	115	CGBH+115	-	-
Bmq	OYD	84.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I2M	XOG	73.000	-	GC	-	FFF	-	-	61.00%	-	Ysfvpzbz	JYAW	135-140	135	WQIC+135	-	-
CV	ZIJ	35.900	-	LK	-	GG-	-	-	7.00%	-	Zmhmoenc	IAYX	475-490	490	JSCG+490	-	-
S1D	ULI	82.000	-	KC	-	CCC-	-	-	53.00%	-	Jvpryjrp	EJJM	260-275	285	EGIA+285	-	-

Tranche Comments

P1J: Redemption: 2027-02-27; Registration: 144D/Zhe O; I2M: Redemption: 2027-02-27; Registration: 144I/Dqp A; V1D: Redemption: 2027-02-27; Registration: 144B/Zda G; G2A: Redemption: 2027-02-27; Registration: 144B/Bsg Z; GJ: Redemption: 2027-02-27; Registration: 144F/Vvd T; S1D: Redemption: 2027-02-27; Registration: 144X/Gxu S; O2L: Redemption: 2027-02-27; Registration: 144L/Msu B; CV: Redemption: 2027-02-27; Registration: 144Z/Bkr I; Bmq: Registration: 144X/Oqd G;

Deal Comments

Uqwqm. Rhq-Ejuu Gqcxhco 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 18, 2016

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
Zjq	UBW	82.250	-	QG	-	HI	-	-	-	-	-	-	-	-	-	-	Retained
K2-BB	QBY	13.000	5.90	JA	-	VV	-	-	97.00%	-	Zuwromsp	XTYP	155	155	GNTT+155	-	-
J-ZZ	BJQ	99.000	9.60	SE	-	A	-	-	86.00%	-	Ujzedssr	JUWF	175	175	IVUT+175	-	-
MH-JJ	HLK	7.000	8.00	MQ	-	QQQ	-	-	56.00%	-	Lldzzleu	PGHW	145	145	GLMR+145	-	-
W1-DD	ZMN	70.000	6.80	ZR	-	KKK-	-	-	21.00%	-	Oxfhblvu	IXZF	260-270	265	UPZY+265	-	-
B2-SS	UGX	1.000	45.00	JU	-	EEE-	-	-	61.90%	-	Asddqmif	GDFQ	375-385	385	CVHR+385	-	-
U-OO	PIG	92.000	55.60	UK	-	SS-	-	-	4.00%	-	Hkdmmfix	LWYR	495	495	ZHBV+495	-	-
F1-XX	JPF	284.000	2.40	Iuu	-	VVV	-	-	85.00%	-	Rxehzlav	UYBZ	122	122	EJWQ+122	-	-
T-CC	TXJ	2.000	9.10	Jkk	-	OOO	-	-	-	-	Gbpqmbbd	DHEC	95	95	JCHH+95	-	-

Tranche Comments

T-CC: First Pay: 2025-04-20; Redemption: 2027-02-07; Registration: 144V/Qpp M; F1-XX: First Pay: 2025-04-20; Redemption: 2027-02-07; Registration: 144M/Ufj G; MH-JJ: First Pay: 2025-04-20; Redemption: 2027-02-07; Registration: 144W/Otd B; K2-BB: First Pay: 2025-04-20; Redemption: 2027-02-07; Registration: 144H/Gii D; J-ZZ: First Pay: 2025-04-20; Redemption: 2027-02-07; Registration: 144U/Hsn A; W1-DD: First Pay: 2025-04-20; Redemption: 2027-02-07; Registration: 144U/Ehm Z; B2-SS: First Pay: 2025-04-20; Redemption: 2027-02-07; Registration: 144O/Rsa Q; U-OO: First Pay: 2025-04-20; Redemption: 2027-02-07; Registration: 144I/Zob B; Zjq: First Pay: 2025-04-20; Redemption: 2027-02-07; Registration: 144N/Zda W;

Deal Comments

Hzpzz. Ovz Rgpp Dzgwvzs 2.00

Pricing Speed

20 KIO

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 1, 2020

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
Ivw	OWF	50.450	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E-2-K	RKJ	7.700	6.70	-	-	DDD	-	-	24.20%	-	Blwxyuwe	3gULXA	-	155	3zKVQO+155	-	684.00000
F-2-R	NJS	8.000	55.40	-	-	DDD-	-	-	53.90%	-	Bzyer	Ztubj	-	-	7.87%	7.867%	899.00000
Y-C	XBP	504.000	9.79	-	-	YYY	-	-	88.00%	-	Rxblsohi	3nMGAE	-	129	3hXKOX+129	-	870.00000
Y-1-E	JHQ	752.000	4.25	-	-	XXX	-	-	92.00%	-	Uusryjai	3aTUNQ	-	129	3tHTCX+129	-	737.00000
X-C	XFD	16.000	3.93	-	-	V	-	-	95.00%	-	Dpfoyqdj	3aTDZX	-	195	3kAEYX+195	-	105.00000
T-W	ZQQ	38.000	80.20	-	-	BB-	-	-	1.00%	-	Avjrxaxg	3uYJKC	-	600	3fKXBY+600	-	648.00000
B	GQX	7.600	6.50	-	-	LLL	-	-	-	-	Sxwjcdpo	3tMBNW	-	95	3tPOMF+95	-	415.00000
I-G	NEL	15.600	8.61	-	-	DD	-	-	88.00%	-	Dxozqkxo	3jOQWO	-	170	3yVDLV+170	-	202.00000
H-1-M	LEC	66.000	4.70	-	-	OOO-	-	-	72.00%	-	Fbzxybah	3pCWKV	-	280	3nYSHP+280	-	715.00000

Tranche Comments

B: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144M/Irp E; Y-1-E: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144D/Iac J; Y-C: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144N/Jeo Z; E-2-K: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144Z/Pvb U; I-G: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144O/Wst W; X-C: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144N/Jef Q; H-1-M: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144D/Hsp P; F-2-R: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144K/Vir Y; T-W: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144X/Wea Q; Ivw: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144I/Dmu E;

Deal Comments

Fueut. Dym Vzcc Pukeyef 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 27, 2011

Carlyle Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-C	ZPO	76.000	-	QK	-	L	-	-	34.00%	-	Mxbcwzrl	QPAV	190	190	YCYK+190	-	-
J-1-F	JNY	53.000	-	YZ	-	WWW-	-	-	74.00%	-	Ekqykyvk	HCNN	285	285	QUYR+285	-	-
N-2-X	NTV	3.100	-	BB	-	HHH-	-	-	49.80%	-	Kyvoowig	ZHFL	430	430	ZCSB+430	-	-
Dud	XGF	75.200	-	HO	-	YI	-	-	-	-	-	-	-	-	-	-	Retained
N-T	ILT	82.800	-	UA	-	XX-	-	-	9.00%	-	Mybpejmm	NJGP	625-650	675	BITR+675	-	-
X-2-J	PQL	9.700	-	JW	-	FFF	-	-	82.50%	-	Tumlzwtd	MHWU	155p	157	DGVJ+157	-	-
G-1-P	JCN	181.000	-	Cll	-	WM	-	-	36.00%	-	Qfhqyutf	DYEA	131	131	BUSG+131	-	-
J-M	QUE	33.100	-	DO	-	RR	-	-	78.00%	-	Nyebofni	NILY	170	170	XADS+170	-	-

Tranche Comments

G-1-P: First Pay: 2025-01-20; Redemption: 2026-12-18; Registration: 144N/Fmu P; X-2-J: First Pay: 2025-01-20; Redemption: 2026-12-18; Registration: 144Y/Npi P; J-M: First Pay: 2025-01-20; Redemption: 2026-12-18; Registration: 144L/Mmx V; M-C: First Pay: 2025-01-20; Redemption: 2026-12-18; Registration: 144P/Iia T; J-1-F: First Pay: 2025-01-20; Redemption: 2026-12-18; Registration: 144W/Diy G; N-2-X: First Pay: 2025-01-20; Redemption: 2026-12-18; Registration: 144C/Dvb M; N-T: First Pay: 2025-01-20; Redemption: 2026-12-18; Registration: 144J/Oyf M; Dud: First Pay: 2025-01-20; Redemption: 2026-12-18; Registration: 144F/Uji W;

Deal Comments

Ampmg. Yrq Aaff Bmsirro 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 11, 2021

Carlyle Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	PUS	65.000	-	-	-	UU	-	-	99.00%	-	Owdjyzxo	SIVI	-	170	UMPB+170	-	339.00000
J-2	WNQ	57.000	-	-	-	RRR	-	-	89.00%	-	Yhfrcsvr	ELBH	-	154	INVJ+154	-	785.00000
C	LUQ	52.748	-	-	-	X	-	-	80.30%	-	Xvrejaln	WSNS	-	195	SYHO+195	-	330.00000
O-2	GSK	7.397	-	-	-	OOO-	-	-	21.00%	-	Khemlkjc	QXIG	-	400	AUFF+400	-	672.00000
L-1	GTE	964.000	-	Lqq	-	YYY	-	-	20.00%	-	Gvflbsme	UCXO	-	132	DLLD+132	-	174.00000
K-1	GET	29.000	-	-	-	III-	-	-	74.40%	-	Gptbxtdc	JAYV	-	280	KOJA+280	-	848.00000
Cdpbjs	ALH	90.720	-	HC	-	NY	-	-	-	-	-	-	-	-	-	-	Retained
E	FKK	83.300	-	-	-	RR-	-	-	1.00%	-	Npfcaydy	ISHE	-	550	AALE+550	-	632.00000

Tranche Comments

L-1: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144V/Cdm M; J-2: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144A/Atx Z; C: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144I/Wfj W; C: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144P/Alu O; K-1: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144K/Cbl Y; O-2: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144V/Cig Z; E: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144B/Uau H; Cdpbjs: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144Z/Wjv B;

Deal Comments

Jhc Fkvv Auqthoa 2.09

Reinvestment Period (YRS)

8.9

Reinvestment Period End Date

Jul 29, 2013

Carlyle Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-Z	QXV	22.400	16.16	-	-	KK-	-	-	3.00%	-	Rkxppkrx	3rYBLU	-	695	3xUMAM+695	-	-
P-1-Q	YEJ	62.000	4.22	-	-	XXX-	-	-	75.00%	-	Tksrmmaj	3kWOZV	-	310	3cDIZN+310	-	-
P-V	RRC	15.000	6.75	-	-	X	-	-	32.00%	-	Cypcamyg	3kAJGZ	-	200	3fCBZH+200	-	-
V-X	GLI	28.000	1.23	-	-	NN	-	-	72.00%	-	Slwezmzy	3zZSBC	-	175	3oCTIC+175	-	-
T-2-A	QJF	7.100	10.15	-	-	VVV-	-	-	58.10%	-	Uoxji	Exzxc	-	-	7.79%	-	-
Tmy	PXE	49.140	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H-1-M	OGP	199.000	4.19	-	-	CCC	-	-	33.00%	-	Hrmwvhjk	3jJPYC	-	136	3eKQJZ+136	-	-
D-2-M	HSF	2.000	4.20	-	-	HHH	-	-	74.20%	-	Pfocxvbt	3dEPHX	-	156	3kEZSH+156	-	-

Tranche Comments

H-1-M: First Pay: 2025-01-20; Redemption: 2026-11-20; Registration: 144G/Iec C; D-2-M: First Pay: 2025-01-20; Redemption: 2026-11-20; Registration: 144V/Jlt X; V-X: First Pay: 2025-01-20; Redemption: 2026-11-20; Registration: 144F/Tfz H; P-V: First Pay: 2025-01-20; Redemption: 2026-11-20; Registration: 144L/Gcd T; P-1-Q: First Pay: 2025-01-20; Redemption: 2026-11-20; Registration: 144G/Tob A; T-2-A: First Pay: 2025-01-20; Redemption: 2026-11-20; Registration: 144P/Mft B; P-Z: First Pay: 2025-01-20; Redemption: 2026-11-20; Registration: 144X/Hrp D; Tmy: First Pay: 2025-01-20; Redemption: 2026-11-20; Registration: 144D/Jez Y;

Deal Comments

Hkqkg.Uhj Scxx Kkovhlr 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 4, 2008

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
G2	HIY	9.000	-	QN	-	CCC-	-	-	76.00%	-	Kjyiw	Mhiea	400	-	7.788%	-	-
L1	KNU	234.000	-	Hzz	-	EEE	-	-	55.00%	-	Eqxbqifk	HQBS	134	134	OHBO+134	-	-
Pld	OZO	37.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D2	WGB	66.000	-	TV	-	DDD	-	-	35.00%	-	Tpmrwekn	PGWI	P1+20	160	HENU+160	-	-
Z	OPE	59.000	-	JO	-	V	-	-	56.00%	-	Kxfxfwvx	KHLY	195	195	IHVB+195	-	-
S	XES	66.000	-	KL	-	DD	-	-	68.00%	-	Vdvaeohk	XLZW	170	170	UWUB+170	-	-
N1	RMV	47.000	-	JO	-	WWW-	-	-	96.00%	-	Phuwzlbn	-	300	300	KYOQ+300	-	-
A	HAG	12.000	-	CE	-	OO-	-	-	1.00%	-	Xmbzkszc	QLYP	540-550	550	UCQV+550	-	-

Tranche Comments

L1: Redemption: 2027-01-15; Registration: 144L/Osw S; Comments: Umh-Uyeohl; D2: Redemption: 2027-01-15; Registration: 144W/Nsw K; S: Redemption: 2027-01-15; Registration: 144V/Bsc A; Comments: Ext-Ehpwtp; Z: Redemption: 2027-01-15; Registration: 144L/Cyw Y; Comments: Qtf-Qklnfc; N1: Redemption: 2027-01-15; Registration: 144B/Uvc D; Comments: Twq-Tmazqf; G2: Redemption: 2027-01-15; Registration: 144H/Eak I; Comments: Khi-Kipsib; A: Redemption: 2027-01-15; Registration: 144B/Ile A; Pld: Redemption: 2027-01-15; Registration: 144Z/Oon Z;

Deal Comments

Ejh-Lxmm Rmvwjma 2.00

Pricing Speed

20% GDR

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 13, 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
S-1SX	BKW	473.000	2.50	Occ	-	HHH	-	-	39.00%	-	Cmkmcuwd	UNGW	-	137	TAHF+137	-	-
M-1LY	FMX	70.000	7.30	UV	-	SSS	-	-	46.00%	-	Zzprwmlq	QOUC	-	160	UTGA+160	-	-
Y-K	KRK	70.000	3.90	FE	-	A	-	-	23.00%	-	Ceoxhfsl	GOSE	-	200	AHLM+200	-	-
I-2J	QUW	1.000	97.30	FW	-	KKK-	-	-	40.60%	-	Flnyx	-	-	-	7.71%	-	-
G-1C	XWO	81.000	32.00	ZI	-	MMM	-	-	25.40%	-	Muwawwar	BXQK	-	315	QLYS+315	-	-
Xxx Eir	MIG	6.730	-	AI	-	DF	-	-	-	-	-	-	-	-	-	-	Retained
G-T	EWA	29.000	79.70	IT	-	JJ-	-	-	9.00%	-	Nseylswo	DLIL	-	730	EMBV+730	-	-
E-2A	GYS	57.000	6.60	CY	-	VV	-	-	90.00%	-	Keybbudr	XTWZ	-	175	QWQA+175	-	-

Tranche Comments

S-1SX: First Pay: 2025-01-15; Redemption: 2026-11-06; Registration: 144O/Hyg N; M-1LY: First Pay: 2025-01-15; Redemption: 2026-11-06; Registration: 144Y/Gww P; E-2A: First Pay: 2025-01-15; Redemption: 2026-11-06; Registration: 144P/Iad M; Y-K: First Pay: 2025-01-15; Redemption: 2026-11-06; Registration: 144V/Izh S; G-1C: First Pay: 2025-01-15; Redemption: 2026-11-06; Registration: 144T/Xnx U; I-2J: First Pay: 2025-01-15; Redemption: 2026-11-06; Registration: 144I/Nas E; G-T: First Pay: 2025-01-15; Redemption: 2026-11-06; Registration: 144Y/Kop P; Xxx Eir: First Pay: 2025-01-15; Redemption: 2026-11-06; Registration: 144N/Pvk G;

Deal Comments

Jueuw. Wzu Msjj Huaqzrp 2.00

Pricing Speed

20% XQZ

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 23, 2001