Carlyle Euro CLO DAC (CGMSE) 2021-3

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SNDR91.200--D-O---Tolqohuz3fXo-9653vFh+913-38.90000
VMVJ29.600--OO--Kqvsxwcl3kZl-2153sOh+215-148.00000
P-1WUM578.000--LLLRRR--Mupoahdt3jNk-953iDf+95-763.00000
SSEI50.100--II-OO---Woelohwc3hRl-6603zZs+646-40.00000
R-2IWQO67.000--MMPP--CabrgJUA--2.100%2.100%847.00000
HPIR32.300--GGG-EEE---Txhsaxxg3gQe-3503rZe+350-828.00000
K-2KPZR65.000--MMLL--Zejqskjr3cZq-1703lLt+170-760.00000
RgnQYI44.700--OSWF--------43.00000
Tranche Comments
P-1: First Pay: 2022-08-15; Redemption: 2024-01-06; K-2K: First Pay: 2022-08-15; Redemption: 2024-01-06; R-2I: First Pay: 2022-08-15; Redemption: 2024-01-06; V: First Pay: 2022-08-15; Redemption: 2024-01-06; H: First Pay: 2022-08-15; Redemption: 2024-01-06; S: First Pay: 2022-08-15; Redemption: 2024-01-06; S: First Pay: 2022-08-15; Redemption: 2024-01-06; Rgn: First Pay: 2022-08-15; Redemption: 2024-01-06;
Deal Comments
Mxq Fvgg Jjggxkl 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Mar 15, 2012
WAL Test Period (YRS)
29
WAL Test Period End Date
Aug 23, 2010

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan