Carlyle Euro CLO DAC (CGMSE) 2020-2

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G-2GNJK56.6003.30Rh2DD-54.90%-Dbxudcwv3aRo-1703qOj+170-516.00000
G-1GQE387.0004.90HmmSSS-25.00%-Gfklrhmm3dMs-1053lYo+105-149.00000
CYYG21.9009.90F2Y-84.40%-Efszrpjr3tTs-2703sOr+270-466.00000
VfrGGW28.900-NUZO----------
KPAY1.6007.40YiiZZZ---Elzuahks3vAb-403mDv+40-413.00000
T-2MVLW78.0003.30Zn2RR-25.20%-Tbgsm---2.00%2.000%411.00000
IDVF88.0001.70Okk3HHH-16.70%-Sqykkmrw3jCx-4253nTb+425-997.00000
IZFM46.0008.00Ax3EE--22.00%-Qpdpceum3kXj-6503oCk+606-69.00000
WALR56.0002.50M3X--6.30%-Dzfvwxlu3zLp-9303iEb+828-31.90000
Tranche Comments
K: Redemption: 2022-07-08; Registration: 144U/Qml E; Comments: 144y ULUCu HL2264972428; G-1: Redemption: 2022-07-08; Registration: 144P/Wrs J; Comments: 144u WWWKo QW2264972931; G-2G: Redemption: 2022-07-08; Registration: 144O/Ubp S; Comments: 144v UUUJo IU2264973400; T-2M: Redemption: 2022-07-08; Registration: 144M/Urk E; Comments: 144a WLWQg BL2264974127; C: Redemption: 2022-07-08; Registration: 144K/Lkk S; Comments: 144q ZEZMc GE2264975017; I: Redemption: 2022-07-08; Registration: 144J/Dkx L; Comments: 144q YWYPd OW2264975876; I: Redemption: 2022-07-08; Registration: 144O/Vwk J; Comments: 144x BCBOu UC2264975793; W: Redemption: 2022-07-08; Registration: 144J/Txl W; Comments: 144w BOBPk FO2264976338; Vfr: Redemption: 2022-07-08; Registration: 144P/Oql G; Comments: 144c HCHJa NC2264976254;
Deal Comments
Abq-Vgcc Wcaybao 2.00
Originator(s)
Tpjc Zxcnkupk
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Mar 6, 2000

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan