2020-1(R)

Carlyle US CLO Ltd (CGMS) 2020-1(R)

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
F-LL	AWL	7.000	6.80	Nxx	-	WWW	-	-	-	-	Gdfqhfpe	UDMW	-	95	95	XTDT+95	-	-
GB-FF	BFQ	8.000	9.00	FE	-	QQQ	-	-	72.00%	-	Zjemcque	DLHV	-	145	145	QUYN+145	-	-
W2-RR	HSB	3.000	69.00	TC	-	LLL-	-	-	38.90%	-	Jqlhsmeo	CKAW	-	375-385	385	PESO+385	-	-
Hrl	BRI	11.220	-	CI	-	VA	-	-	-	-	-	-	-	-	-	-	-	Retained
A2-HH	JSL	76.000	8.80	QR	-	KK	-	-	28.00%	-	Qxwmvean	XPMF	-	155	155	TUTY+155	-	-
M-UU	GIB	73.000	27.30	SA	-	VV-	-	-	7.00%	-	Mwlekdvg	LWSR	-	495	495	NMQM+495	-	-
W1-ZZ	WIK	131.000	9.60	Wss	-	BBB	-	-	47.00%	-	Eylqswfu	ZPZK	-	122	122	HYDX+122	-	-
Q-FF	ENR	10.000	5.80	JJ	-	D	-	-	41.00%	-	Ymywayfg	IJBV	-	175	175	XTOP+175	-	-
T1-LL	TCG	64.000	9.70	UX	-	III-	-	-	54.00%	-	Qeyzcyld	HHAD	-	260-270	265	JBJS+265	-	-

Tranche Comments

F-LL: First Pay: 2025-04-20; Redemption: 2027-02-07; Registration: 144M/Pik T; W1-ZZ: First Pay: 2025-04-20; Redemption: 2027-02-07; Registration: 144Z/Ndj P; GB-FF: First Pay: 2025-04-20; Redemption: 2027-02-07; Registration: 144U/Eci Y; A2-HH: First Pay: 2025-04-20; Redemption: 2027-02-07; Registration: 144Y/Uon M; Q-FF: First Pay: 2025-04-20; Redemption: 2027-02-07; Registration: 144Y/Oib F; T1-LL: First Pay: 2025-04-20; Redemption: 2027-02-07; Registration: 144U/Rfr N; W2-RR: First Pay: 2025-04-20; Redemption: 2027-02-07; Registration: 144O/Hor Y; M-UU: First Pay: 2025-04-20; Redemption: 2027-02-07; Registration: 144B/Omm I; Hrl: First Pay: 2025-04-20; Redemption: 2027-02-07; Registration: 144X/Ivv T;

Deal Comments

Mxbxv. Osy Axll Cxpqshe 2.00

Pricing Speed

20 GUP

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 7, 2011