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
H-KK	NNH	4.000	4.50	Ggg	-	EEE	-	-	-	-	Oufvabex	XZLB	-	95	95	AIFG+95	-	-
L1-RR	QCG	79.000	7.60	AK	-	BBB-	-	-	22.00%	-	Bjfdhanl	LIGL	-	260-270	265	MXWB+265	-	-
B-TT	VMJ	29.000	58.70	JX	-	OO-	-	-	4.00%	-	Cwhxmaqk	MTPK	-	495	495	YNGV+495	-	-
ML-UU	CIJ	3.000	1.00	WG	-	ZZZ	-	-	99.00%	-	Sszoeiyy	WPVM	-	145	145	CNTL+145	-	-
A2-QQ	CTG	6.000	61.00	BD	-	CCC-	-	-	23.80%	-	Ihkkcjmf	VBWT	-	375-385	385	PABY+385	-	-
W1-TT	MBK	258.000	7.10	Chh	-	EEE	-	-	59.00%	-	Gerqtxtd	UWGE	-	122	122	VVGZ+122	-	-
N2-GG	OOA	75.000	2.40	DC	-	OO	-	-	86.00%	-	Kmxdfprn	QEXR	-	155	155	DOCK+155	-	-
Q-VV	ZXZ	25.000	8.70	VL	-	B	-	-	48.00%	-	Juvbldqm	IWTG	-	175	175	GZNT+175	-	-
Tin	GUU	82.960	-	YF	-	WH	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

H-KK: First Pay: 2025-04-20; Redemption: 2027-02-07; Registration: 144I/Kkd Z; W1-TT: First Pay: 2025-04-20; Redemption: 2027-02-07; Registration: 144E/Axy F; ML-UU: First Pay: 2025-04-20; Redemption: 2027-02-07; Registration: 144Y/Gqe K; N2-GG: First Pay: 2025-04-20; Redemption: 2027-02-07; Registration: 144X/Dyu U; Q-VV: First Pay: 2025-04-20; Redemption: 2027-02-07; Registration: 144M/Hjq Y; L1-RR: First Pay: 2025-04-20; Redemption: 2027-02-07; Registration: 144I/Het O; A2-QQ: First Pay: 2025-04-20; Redemption: 2027-02-07; Registration: 144E/Kcm U; B-TT: First Pay: 2025-04-20; Redemption: 2027-02-07; Registration: 144L/Out P; Tin: First Pay: 2025-04-20; Redemption: 2027-02-07; Registration: 144I/Czb U;

Deal Comments

Lhyhp. Euz Dovv Yhvbule 2.00

Pricing Speed

20 LQT

Reinvestment Period (YRS)

Reinvestment Period End Date

May 24, 2003

Reset

Yes