Carlyle US CLO Ltd (CGMS) 2024-5

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P-2UER3.00069.50--III---31.00%-Vjzkv---7.53%7.532%318.00000
ILKL33.0004.30--P--33.00%-PueqmzhbHAIK-195JYBX+195-908.00000
R-2MLW25.0002.00--CCC--91.00%-MlsbysnbJDLB-158XIWO+158-711.00000
QRFV15.00096.70--UU---1.00%-HlpstfxiCTKH-565XLSR+565-303.00000
V-1AHK850.0002.30Lzz-UUU--84.00%-PebhasdpKJFD-136YVNY+136-303.00000
UOZG91.0003.50--MM--31.00%-WusbwsvyZYLO-170AEDK+170-715.00000
CrcMAH47.400--------------Retained
Z-1LSR93.0001.50--RRR---57.00%-QvecmyxrLCQS-300XAYF+300-975.00000
Tranche Comments
V-1: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144X/Lie W; R-2: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144O/Tsj J; U: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144B/Ohx Y; I: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144H/Yhx K; Z-1: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144W/Nxv Z; P-2: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144K/Nnn Y; Q: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144D/Zzs U; Crc: First Pay: 2025-04-25; Redemption: 2026-10-25; Registration: 144N/Phy F;
Deal Comments
Hwy Monn Dfqcwbi 2.00
Pricing Speed
20 UWL
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 4, 2018
WAL Test Period (YRS)
4
WAL Test Period End Date
Jan 4, 2024

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