2022-3

Carlyle US CLO Ltd (CGMS) 2022-3

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	USD	202.000	4.60	Aaa	-	-	-	-	37.00%	-	Floating	3mL	-	195	3mL+195	-	-
A-L	USD	50.000	4.60	Aaa	-	-	-	-	37.00%	-	Floating	3mL	-	195	3mL+195	-	-
B	USD	51.600	6.40	-	-	AA	-	-	24.10%	-	Floating	3mL	-	265	3mL+265	-	-
C-1	USD	19.400	6.80	-	-	A+	-	-	19.25%	-	Floating	3mL	-	317	3mL+317	-	-
C-2	USD	3.400	7.00	-	-	A	-	-	18.40%	-	Floating	3mL	-	405	3mL+405	-	-
D	USD	23.600	7.40	-	-	BBB-	-	-	12.50%	-	Floating	3mL	-	425	3mL+425	-	-
E	USD	14.800	7.90	-	-	BB-	-	-	8.80%	-	Floating	3mL	-	800	3mL+781	-	-
F	USD	1.000	8.20	B3	-	-	-	-	8.55%	-	-	-	-	-	-	-	Retained
Eq	USD	32.200	-	NR	-	NR	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

D: First Pay: 2023-01-20; Redemption: 2023-07-27; Registration: 144A/Reg S; C-1: First Pay: 2023-01-20; Redemption: 2023-07-27; Registration: 144A/Reg S; C-2: First Pay: 2023-01-20; Redemption: 2023-07-27; Registration: 144A/Reg S; B: First Pay: 2023-01-20; Redemption: 2023-07-27; Registration: 144A/Reg S; F: First Pay: 2023-01-20; Redemption: 2023-07-27; Registration: 144A/Reg S; A: First Pay: 2023-01-20; Redemption: 2023-07-27; Registration: 144A/Reg S; E: First Pay: 2023-01-20; Redemption: 2023-07-27; Registration: 144A/Reg S; A-L: First Pay: 2023-01-20; Redemption: 2023-07-27; Registration: 144A/Reg S; Eq: First Pay: 2023-01-20; Redemption: 2023-07-27; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 20, 2025

Research

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