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
Y-NN	RKD	28.000	7.80	ZK	-	R	-	-	63.00%	-	Kqecjjpp	AOFS	-	175	175	LBAG+175	-	-
ZH-LL	KSE	8.000	1.00	MV	-	WWW	-	-	18.00%	-	Qrebdroo	BNPU	-	145	145	SMLX+145	-	-
H-GG	MWH	6.000	5.30	Ptt	-	FFF	-	-	-	-	Scblxrqr	QUIA	-	95	95	TBSJ+95	-	-
Onb	ZBT	93.720	-	AH	-	EP	-	-	-	-	-	-	-	-	-	-	-	Retained
Y2-PP	ORL	8.000	38.00	IX	-	ZZZ-	-	-	53.90%	-	Xzpyqlob	SQWA	-	375-385	385	TLNP+385	-	-
I1-GG	SES	71.000	4.30	YR	-	KKK-	-	-	12.00%	-	Bzovkbhm	ANDR	-	260-270	265	HNAY+265	-	-
A-MM	WTM	47.000	12.20	XI	-	ZZ-	-	-	2.00%	-	Fblbcvbx	VJGK	-	495	495	WZHJ+495	-	-
L1-UU	ZJG	756.000	1.30	Ojj	-	KKK	-	-	66.00%	-	Slmjbhtx	AGIT	-	122	122	WNSH+122	-	-
Y2-MM	VOB	54.000	4.30	ZG	-	HH	-	-	93.00%	-	Csdorxpc	BOOV	-	155	155	WSBA+155	-	-

Tranche Comments

H-GG: First Pay: 2025-04-20; Redemption: 2027-02-07; Registration: 144L/Vhq R; L1-UU: First Pay: 2025-04-20; Redemption: 2027-02-07; Registration: 144C/Ynd G; ZH-LL: First Pay: 2025-04-20; Redemption: 2027-02-07; Registration: 144X/Mtu Q; Y2-MM: First Pay: 2025-04-20; Redemption: 2027-02-07; Registration: 144O/Kro P; Y-NN: First Pay: 2025-04-20; Redemption: 2027-02-07; Registration: 144E/Pxw G; I1-GG: First Pay: 2025-04-20; Redemption: 2027-02-07; Registration: 144U/Eui Q; Y2-PP: First Pay: 2025-04-20; Redemption: 2027-02-07; Registration: 144T/Rzw K; A-MM: First Pay: 2025-04-20; Redemption: 2027-02-07; Registration: 144C/Gbw W; Onb: First Pay: 2025-04-20; Redemption: 2027-02-07; Registration: 144W/Rdf I;

Deal Comments

Igegu. Fwx Jjoo Sgzywtc 2.00

Pricing Speed

20 QBM

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 1, 2005