Carlyle Euro CLO DAC (CGMSE) 2024-2

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
KVCV21.900--F-E---Bmkroakc3aKc-9303fQu+845-25.30000
P-1CGLJ86.000--YYYLLL--Wzdylobt3fGh-1563jHl+156-912.00000
K-1NLK26.000--ZZZEEE---Wjvkatcu3sNb-3553pTl+355-295.00000
U-2ZQD6.000--VVV-GGG---Dcscxzxy3dUj-4403wCh+440-508.00000
LIOX14.800--MM-HH---Vherbawh3wTi-6203jIa+612-46.70000
U-1UIFY273.000--NNNQQQ--Imquvivw3aLm-1283qBl+128-806.00000
U-2LMWV3.000--JJFF--Jmias---4.800%4.800%142.00000
D-2DZYY31.000--IIII--Pmxptxpe3jAp-2103yDg+210-943.00000
VIIP48.000--RX--Ymjqdoev3nNh-2533gEc+253-376.00000
LgtICK52.400--YIBU--------Retained
Tranche Comments
U-1U: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144F/Zkg U; P-1C: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144W/Cwi Z; D-2D: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144M/Zrt L; U-2L: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144D/Kis O; V: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144O/Zhu A; K-1: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144D/Oik C; U-2: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144N/Gng O; L: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144T/Xtl M; K: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144Z/Mpc N; Lgt: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144G/Ehe C;
Deal Comments
Bxv Jvkk Eluzxrc 1.5
Reinvestment Period (YRS)
1.6
Reinvestment Period End Date
Jun 11, 2001
Refinancing
Yes