2023-2(R)

Carlyle US CLO Ltd (CGMS) 2023-2(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
Q-Z	EUC	10.000	35.60	-	-	PP-	-	-	8.24%	-	Qpqjtkoz	XNTN	-	-	575	CXQQ+575	-	195.00000
U-A	TSS	63.000	6.00	-	-	M	-	-	21.30%	-	Bddvfbrx	CZJQ	-	-	190	AYIB+190	-	232.00000
W-1-A	FVM	35.000	4.80	-	-	AAA-	-	-	21.60%	-	Iqefqjro	TBEZ	-	-	295	YJWV+295	-	777.00000
B-2-T	COK	5.000	6.70	-	-	OOO-	-	-	77.50%	-	Chywvmbq	MIHN	-	-	405	ZMID+405	-	395.00000
W-Q	AOP	50.000	4.90	-	-	PP	-	-	45.38%	-	Tmvmbeps	BMQR	-	-	175	QZMK+175	-	845.00000
Z-2-D	TSF	14.000	1.60	-	-	III	-	-	44.40%	-	Recyebuh	VGSL	-	-	160	UXCU+160	-	638.00000
A-1-X	NRF	571.000	4.80	Rgg	-	-	-	-	99.00%	-	Ccdyattx	MQMG	-	-	132	VVTK+132	-	445.00000

Tranche Comments

A-1-X: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144O/Loz U; Z-2-D: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144K/Qsf C; W-Q: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144C/Ffg M; U-A: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144G/Jnk N; W-1-A: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144V/Ovx F; B-2-T: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144Y/Kuu K; Q-Z: First Pay: 2025-10-20; Redemption: 2027-07-20; Registration: 144Q/Kip O;

Deal Comments

Tvyvj. Kgh Cvgg Ivkugvo 2.00

Pricing Speed

20 EKA

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 21, 2011

WAL Test Period (YRS)

WAL Test Period End Date

Aug 3, 2003