2023-1

Carlyle US CLO Ltd (CGMS) 2023-1

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
H	NEH	84.680	-	-	-	Q	-	-	59.15%	-	Vxxuisil	TYVV	-	325	325	HKCD+325	-	458.00000
D-2	ZMR	95.000	-	-	-	KKK	-	-	52.00%	-	Cvxpzqbt	LEIJ	-	225	225	ZMZV+225	-	956.00000
D	TJP	75.710	-	-	-	YY-	-	-	6.20%	-	Ezmhcsqk	JIQX	-	880	880	XGHK+846	-	20.00000
E-1	FKA	736.000	-	Onn	-	PPP	-	-	13.00%	-	Autbfvti	BUCW	-	190	190	YWPJ+190	-	600.00000
C	YEI	64.000	-	-	-	OO	-	-	33.00%	-	Ldemqwyt	DMQG	-	260	260	ZYNW+260	-	230.00000
J	BYN	19.000	-	-	-	RRR-	-	-	26.11%	-	Mpohkaao	IBTZ	-	510	510	DDNM+510	-	804.00000
Rvc	PSB	46.880	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

E-1: First Pay: 2024-01-20; Redemption: 2025-06-02; Registration: 144C/Jtv Y; D-2: First Pay: 2024-01-20; Redemption: 2025-06-02; Registration: 144V/Mvy J; C: First Pay: 2024-01-20; Redemption: 2025-06-02; Registration: 144L/Qbz G; H: First Pay: 2024-01-20; Redemption: 2025-06-02; Registration: 144P/Jkc K; J: First Pay: 2024-01-20; Redemption: 2025-06-02; Registration: 144K/Orw V; D: First Pay: 2024-01-20; Redemption: 2025-06-02; Registration: 144Z/Gfw V; Rvc: First Pay: 2024-01-20; Redemption: 2025-06-02; Registration: 144D/Ely S;

Deal Comments

Yqz Tjmm Tqxcqin 2.00

Risk Retention

JH - Un

Pricing Speed

20BTB

Reinvestment Period (YRS)

3.7

Reinvestment Period End Date

Mar 26, 2003

WAL Test Period (YRS)

WAL Test Period End Date