Carlyle Investor Conference Presentation Deck slide image

Carlyle Investor Conference Presentation Deck

Reconciliation for Total Segment Information, continued RECONCILIATION OF TOTAL INVESTMENTS ATTRIBUTABLE TO THE CARLYLE GROUP INC. (Dollars in millions) INVESTMENTS, EXCLUDING PERFORMANCE ALLOCATIONS Less: Amounts attributable to non-controlling interests in Consolidated Funds Plus: Investments in Consolidated Funds, eliminated in consolidation. Less: Strategic equity method investments in NGP Management¹ Less: Investment in NGP general partners accrued performance allocations 1 Less: Mark-to-Market gains associated with strategic equity menthod investments in Fortitude Re² TOTAL INVESTMENTS ATTRIBUTABLE TO THE CARLYLE GROUP INC. Less: CLO loans and other borrowings attributable to The Carlyle Group Inc. 3 TOTAL INVESTMENTS ATTRIBUTABLE TO THE CARLYLE GROUP INC., NET OF CLO LOANS AND OTHER BORROWINGS 03/31/20 $ 2,639.0 (191.8) 63.1 (379.3) (539.1) 1,591.9 (305.2) $ 1,286.7 RECONCILIATION OF ACCRUED PERFORMANCE ALLOCATIONS (Dollars in millions) ACCRUED PERFORMANCE ALLOCATIONS, NET OF ACCRUED GIVEBACK OBLIGATIONS Plus: Accrued performance allocations from NGP Carry Funds4 Less: Accrued performance allocation-related expense Plus: Receivable for giveback obligation from current and former employees Less: Deferred taxes on accrued performance allocations Less: Net accrued performance allocations attributable to non-controlling interests in consolidated entities NET ACCRUED PERFORMANCE REVENUES BEFORE TIMING DIFFERENCES Plus: Timing differences between the period when accrued performance allocations are realized and the period they are collected/distributed NET ACCRUED PERFORMANCE REVENUES ATTRIBUTABLE TO THE CARLYLE GROUP INC. (3) Of the $322.8 million in CLO loans and other borrowings as of March 31, 2020, $305.2 million are collateralized by investments attributable to The Carlyle Group Inc. (4) Accrued performance allocations are presented as an investment in the U.S. GAAP balance sheet. 03/31/20 $ 2,729.7 (1) The Company has equity interests in NGP Management Company, L.L.C. ("NGP Management"), the general partners of certain carry funds advised by NGP, and principal investments in certain NGP funds. These equity interests are accounted for as investments under the equity method of accounting. Total investments attributable to The Carlyle Group Inc. excludes the strategic equity method investment in NGP Management and investments in the general partners of certain NGP carry funds. (2) The adjusted strategic equity method investment in Fortitude Re of $538.8 million includes $129.8 million of adjusted net income for the period from closing through March 31, 2020, and excludes $539.1 million of unrealized mark-to-market gains associated with our pro rata share of the changes in fair value of embedded derivatives related to certain reinsurance contracts included in Fortitude Re's U.S. GAAP financial statements. (1,502.3) 1.4 (40.4) (1.7) 1,186.7 14.1 $ 1,200.8 24
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