2022-6

Carlyle US CLO Ltd (CGMS) 2022-6

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
O	KXM	653.000	-	Grr	-	-	-	-	79.00%	-	Nuybupvw	HNJK	-	225	225	XLOK+225	-	417.00000
C-1	TBO	82.500	-	-	-	ZZ	-	-	11.70%	-	Qwmutkqc	GXLX	-	300d	300	GUTK+300	-	196.00000
J-2	XXG	9.000	-	-	-	WW	-	-	11.70%	-	Brpyu	AVDZ	-	300	300	6.808%	6.808%	452.00000
G	JOB	64.200	-	-	-	OO-	-	-	33.00%	-	Wmjqyamw	PSZL	-	950-960	975	DLCD+863	-	65.00000
K	MTK	91.800	-	-	-	M	-	-	35.10%	-	Ydhvkpzi	IPLZ	-	400p	400	ASHA+400	-	507.00000
H	BGW	84.600	-	-	-	QQQ-	-	-	82.10%	-	Hykmwpff	BZJQ	-	560m	600	NWPE+570	-	82.50000
Epv	AZU	97.790	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

O: First Pay: 2023-07-25; Redemption: 2023-10-25; Registration: 144V Pdrw; C-1: First Pay: 2023-07-25; Redemption: 2023-10-25; Registration: 144T Rbwt; J-2: First Pay: 2023-07-25; Redemption: 2023-10-25; Registration: 144P Kowg; K: First Pay: 2023-07-25; Redemption: 2023-10-25; Registration: 144N Papv; H: First Pay: 2023-07-25; Redemption: 2023-10-25; Registration: 144J Pwuf; G: First Pay: 2023-07-25; Redemption: 2023-10-25; Registration: 144X Lkfq; Epv: First Pay: 2023-07-25; Redemption: 2023-10-25; Registration: 144Y Ykbj;

Deal Comments

Hkt Rbww Apyykgr 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 20, 1995

WAL Test Period (YRS)

WAL Test Period End Date

Jul 4, 2021