2022-4

Carlyle US CLO Ltd (CGMS) 2022-4

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
Z-2	LHM	64.000	-	-	-	VV	-	-	69.77%	-	Azyxc	-	-	-	290	5.657%	5.657%	970.00000
Ohl	UGH	46.770	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T-2	RIO	56.300	-	Szz	-	-	-	-	63.00%	-	Npemjvml	DCVL	-	-	225	AYTJ+225	-	262.00000
P	QMG	34.160	-	-	-	FF-	-	-	8.00%	-	Wewbxqot	EUCD	-	-	900	HJAL+815	-	85.00000
J-1	AYF	65.795	-	-	-	PP	-	-	45.12%	-	Sfpjchvn	PGFE	-	-	300	EPGQ+300	-	334.00000
E	QNA	59.724	-	-	-	TTT	-	-	42.40%	-	Dldaaxqc	ZOYK	-	535	555	AWMO+509	-	92.00000
T-1	WOP	366.000	-	Frr	-	KKK	-	-	19.00%	-	Jjobejkt	ENWD	-	-	210	TQHG+210	-	569.00000
L	IOI	48.400	-	B3	-	-	-	-	24.73%	-	Mlcjrwpy	PWNW	-	-	350	XUTI+350	-	448.00000

Tranche Comments

T-1: First Pay: 2023-01-25; Redemption: 2024-07-25; Registration: 144O/Czf X; T-2: First Pay: 2023-01-25; Redemption: 2024-07-25; Registration: 144O/Ohr J; J-1: First Pay: 2023-01-25; Redemption: 2024-07-25; Registration: 144G/Gri A; Z-2: First Pay: 2023-01-25; Redemption: 2024-07-25; Registration: 144L/Htc I; L: First Pay: 2023-01-25; Redemption: 2024-07-25; Registration: 144U/Taf F; E: First Pay: 2023-01-25; Redemption: 2024-07-25; Registration: 144N/Flg C; P: First Pay: 2023-01-25; Redemption: 2024-07-25; Registration: 144X/Vcp Z; Ohl: First Pay: 2023-01-25; Redemption: 2024-07-25; Registration: 144T/Ljc Q;

Deal Comments

Svg Ubkk Qanuvuf 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 21, 2019

WAL Test Period (YRS)

WAL Test Period End Date

Dec 1, 2020