2021-1

Carlyle US CLO Ltd (CGMS) 2021-1

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1	USD	360.000	-	NR	AAA	NR	-	-	40.00%	-	Floating	3mL	-	114	3mL+114	-	-
A-2	USD	96.000	-	NR	AA	NR	-	-	24.00%	-	Floating	3mL	-	145	3mL+145	-	-
B	USD	36.000	-	NR	A	NR	-	-	18.00%	-	Floating	3mL	-	180	3mL+180	-	-
C	USD	36.000	-	NR	BBB-	NR	-	-	12.00%	-	Floating	3mL	-	280	3mL+280	-	-
D	USD	24.000	-	NR	BB-	NR	-	-	8.00%	-	Floating	3mL	-	600	3mL+600	-	-
Sub	USD	74.600	-	NR	NR	NR	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

A-1: Redemption: 2023-03-16; Registration: 144A/Reg S; A-2: Redemption: 2023-03-16; Registration: 144A/Reg S; B: Redemption: 2023-03-16; Registration: 144A/Reg S; C: Redemption: 2023-03-16; Registration: 144A/Reg S; D: Redemption: 2023-03-16; Registration: 144A/Reg S; Sub: Redemption: 2023-03-16; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 15, 2026