Carlyle US CLO Ltd (CGMS) 2023-1

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD310.000-Aaa-AAA--38.00%-FloatingSOFR190190SOFR+190-100.00000
A-2USD10.000---AAA--36.00%-FloatingSOFR225225SOFR+225-100.00000
BUSD55.000---AA--25.00%-FloatingSOFR260260SOFR+260-100.00000
CUSD28.750---A--19.25%-FloatingSOFR325325SOFR+325-100.00000
DUSD30.000---BBB---13.25%-FloatingSOFR510510SOFR+510-100.00000
EUSD18.750---BB---9.50%-FloatingSOFR880880SOFR+846-98.00000
SubUSD43.075--------------Retained
Tranche Comments
A-1: First Pay: 2024-01-20; Redemption: 2025-06-02; Registration: 144A/Reg S; A-2: First Pay: 2024-01-20; Redemption: 2025-06-02; Registration: 144A/Reg S; B: First Pay: 2024-01-20; Redemption: 2025-06-02; Registration: 144A/Reg S; C: First Pay: 2024-01-20; Redemption: 2025-06-02; Registration: 144A/Reg S; D: First Pay: 2024-01-20; Redemption: 2025-06-02; Registration: 144A/Reg S; E: First Pay: 2024-01-20; Redemption: 2025-06-02; Registration: 144A/Reg S; Sub: First Pay: 2024-01-20; Redemption: 2025-06-02; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Risk Retention
EU - No
Pricing Speed
20CPR
Reinvestment Period (YRS)
5.1
Reinvestment Period End Date
Jul 20, 2028
WAL Test Period (YRS)
9
WAL Test Period End Date
Jul 20, 2032
Research
AllReportsSurveillanceOther

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