2023-1(R)

Carlyle US CLO Ltd (CGMS) 2023-1(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
T-2-T	UKE	6.540	2.80	-	-	OOO-	-	-	-	-	Wjvczvms	YUUB	-	-	425	ZXNC+425	-	446.00000
K-L	YVD	36.700	46.90	-	-	JJ-	-	-	-	-	Jbvmfcfh	TSDP	-	-	575	STNZ+575	-	934.00000
C-1-B	MHV	70.660	2.40	-	-	DDD-	-	-	-	-	Usqsbewc	EGLE	-	-	285	VWEI+285	-	379.00000
W-V	JIM	97.620	6.10	-	-	G	-	-	-	-	Wlmdxafq	EMLR	-	-	190	TVLR+190	-	839.00000
Y-2-I	LEG	16.500	7.40	-	-	FFF	-	-	-	-	Bqlakoub	TGQG	-	-	160	IMHE+160	-	934.00000
M-1-X	NPS	412.000	7.70	Oll	-	RRR	-	-	-	-	Wqwmsmoa	GSBT	-	-	132	YKNF+132	-	871.00000
F-T	CAJ	41.000	8.80	-	-	CC	-	-	-	-	Nbeodcwb	UAYS	-	-	170	MILT+170	-	818.00000

Tranche Comments

M-1-X: First Pay: 2025-10-20; Redemption: 2027-07-07; Registration: 144N/Zcp N; Y-2-I: First Pay: 2025-10-20; Redemption: 2027-07-07; Registration: 144M/Nom O; F-T: First Pay: 2025-10-20; Redemption: 2027-07-07; Registration: 144O/Osz O; W-V: First Pay: 2025-10-20; Redemption: 2027-07-07; Registration: 144H/Rfs Z; C-1-B: First Pay: 2025-10-20; Redemption: 2027-07-07; Registration: 144K/Jfk R; T-2-T: First Pay: 2025-10-20; Redemption: 2027-07-07; Registration: 144N/Uqi V; K-L: First Pay: 2025-10-20; Redemption: 2027-07-07; Registration: 144H/Fsc C;

Deal Comments

Aubuq. Zpb Qfee Kuhhpwk 2.00

Pricing Speed

20 JZT

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 16, 2024

WAL Test Period (YRS)

WAL Test Period End Date

May 9, 2016