Carlyle US CLO Ltd (CGMS) 2021-1

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD360.000-NRAAANR--40.00%-Floating3mL-1143mL+114--
A-2USD96.000-NRAANR--24.00%-Floating3mL-1453mL+145--
BUSD36.000-NRANR--18.00%-Floating3mL-1803mL+180--
CUSD36.000-NRBBB-NR--12.00%-Floating3mL-2803mL+280--
DUSD24.000-NRBB-NR--8.00%-Floating3mL-6003mL+600--
SubUSD74.600-NRNRNR----------Retained
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)
5
Reinvestment Period End Date
Apr 15, 2026

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