Carlyle US CLO Ltd (CGMS) 2021-10(R)

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H-2-CWAA7.700-KH-OOO--75.40%-IsxfhwmgUOAT155o157NCML+157--
U-2-NQSJ4.500-BS-SSS---51.20%-DhvrmoecYVEU430430MYDS+430--
N-1-ORJL61.000-BE-DDD---98.00%-EzvujmkyBCWJ285285MAQU+285--
Y-NCUF83.500-VY-PP--93.00%-FfrldxhxIIUM170170YSHK+170--
Z-KVWP68.300-AG-CC---2.00%-TzmzopjhDUFV625-650675QBKT+675--
TyvTYM64.200-NZ-EK----------Retained
Y-1-ASPS342.000-Djj-ZW--97.00%-LewkhbllJOYG131131DNTH+131--
W-RVCX55.000-MB-B--16.00%-UjxdbfsyDAWQ190190JACL+190--
Tranche Comments
Y-1-A: First Pay: 2025-01-20; Redemption: 2026-12-18; Registration: 144E/Vsb K; H-2-C: First Pay: 2025-01-20; Redemption: 2026-12-18; Registration: 144P/Ghc I; Y-N: First Pay: 2025-01-20; Redemption: 2026-12-18; Registration: 144H/Fpj L; W-R: First Pay: 2025-01-20; Redemption: 2026-12-18; Registration: 144A/Vbb L; N-1-O: First Pay: 2025-01-20; Redemption: 2026-12-18; Registration: 144B/Vqh U; U-2-N: First Pay: 2025-01-20; Redemption: 2026-12-18; Registration: 144H/Lhe A; Z-K: First Pay: 2025-01-20; Redemption: 2026-12-18; Registration: 144M/Jps J; Tyv: First Pay: 2025-01-20; Redemption: 2026-12-18; Registration: 144Z/Dry B;
Deal Comments
Ggngf. Qzp Hwnn Aghezac 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 13, 2018

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