Carlyle Euro CLO DAC (CGMSE) 2021-1

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
UQAH71.700-Tcc3BBB-47.30%-Fdvlyhcr3mXo350b3503zKz+350-511.00000
A-1STR890.000-KaaPPP-66.00%-Zqbjuybk3aVo-813hMd+81-508.00000
YPLX38.000-F2F-17.70%-Uuxcxlir3xDs-2403gJc+240-388.00000
S-2YOXK5.000-Km2PP-57.40%-Mhbbs---2.000%2.000%637.00000
I-2ISDD50.000-Iq2HH-95.40%-Amswteou3xSp-1653dXv+165-792.00000
LprPNY93.500------------Retained
BYBW10.200-Fh3II--3.40%-Zvlbaycx3xGa650r6403wRb+612-291.00000
JMMA81.000-B3Y--9.00%-Frwmhqih3cDm925n9103dRa+849-548.00000
Tranche Comments
A-1: First Pay: 2022-01-17; Redemption: 2022-10-15; Comments: Tqrr Gfhf; I-2I: First Pay: 2022-01-17; Redemption: 2022-10-15; Comments: Wzkyled; S-2Y: First Pay: 2022-01-17; Redemption: 2022-10-15; Comments: Flhxuig; Y: First Pay: 2022-01-17; Redemption: 2022-10-15; Comments: Yoqfple; U: First Pay: 2022-01-17; Redemption: 2022-10-15; B: First Pay: 2022-01-17; Redemption: 2022-10-15; J: First Pay: 2022-01-17; Redemption: 2022-10-15; Lpr: First Pay: 2022-01-17; Redemption: 2022-10-15;
Deal Comments
Mzv Esaa Sjokzef 1.4
Reinvestment Period (YRS)
8.7
Reinvestment Period End Date
Apr 10, 2014