Carlyle Euro CLO DAC (CGMSE) 2021-3

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
RLCK72.400--R-H---Glxyahiz3yUt-9653cAf+913-32.60000
WVGT73.100--KM--Rmvumpyb3wOa-2153cQa+215-230.00000
S-2WLFP18.000--PPHH--CtzadWYB--2.100%2.100%923.00000
GgdIVP34.600--MWMK--------63.00000
IIAS94.300--III-WWW---Gqectuez3tMt-3503bVd+350-432.00000
QLFE77.800--LL-QQ---Ujlpufaw3gEg-6603zEo+646-12.00000
R-1MXM746.000--BBBKKK--Fhuffypn3wJv-953nJa+95-725.00000
Y-2YNMG18.000--EETT--Emlddomg3tZl-1703oAe+170-743.00000
Tranche Comments
R-1: First Pay: 2022-08-15; Redemption: 2024-01-06; Y-2Y: First Pay: 2022-08-15; Redemption: 2024-01-06; S-2W: First Pay: 2022-08-15; Redemption: 2024-01-06; W: First Pay: 2022-08-15; Redemption: 2024-01-06; I: First Pay: 2022-08-15; Redemption: 2024-01-06; Q: First Pay: 2022-08-15; Redemption: 2024-01-06; R: First Pay: 2022-08-15; Redemption: 2024-01-06; Ggd: First Pay: 2022-08-15; Redemption: 2024-01-06;
Deal Comments
Wgh Mcff Ozyyguw 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 2, 2000
Reset
Yes
WAL Test Period (YRS)
79
WAL Test Period End Date
Oct 7, 2014