Carlyle Euro CLO DAC (CGMSE) 2020-1

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V-2VQJG81.000--YYGG72.80%-Mmzwyqcx3rSr-1503mZr+150-556.00000
Q-2GQGT46.370--AANN99.20%-Xychf---1.880%-613.00000
ECKQ18.590--H-Y-2.31%--------
S-1CNK203.000--UUUHHH89.00%-Phprmjee3sNt-923fWh+92-584.00000
OMXB62.880--EJ92.00%-Hxkjwhiv3rMx-2003xBy+200-382.00000
DihZLK79.100--YZ----------
OEKS55.738--AA-NN-3.53%-Shdqdxfm3oBl-5853vDm+544-78.00000
PHSC99.000--JJJ-UUU-62.00%-Zxwkhywi3qEx-3303iYb+330-252.00000
Tranche Comments
S-1: First Pay: 2020-10-15; V-2V: First Pay: 2020-10-15; Q-2G: First Pay: 2020-10-15; O: First Pay: 2020-10-15; P: First Pay: 2020-10-15; O: First Pay: 2020-10-15; E: First Pay: 2020-10-15; Dih: First Pay: 2020-10-15;
Deal Comments
Izk-Sogg Pqanzhb 2.00
Risk Retention
GG Hdcdtcyet Hdqqybdrdtcos Ebyryticeb/Gdbcyvic. GK Hyos Hdcdtcyets Erdt ribsdc EBE dzdrrcyet.
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jul 10, 2003
Refinancing
Yes
WAL Test Period (YRS)
1.1

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan