Carlyle Euro CLO DAC (CGMSE) 2024-2

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F-2KHS7.000--HHH-FFF---Fhpffaly3eAx-4403vBn+440-308.00000
INMS84.300--HH-NN---Ouchcfvs3wEf-6203hRf+612-28.90000
QMMN33.100--U-J---Ojtpstzz3kCd-9303lHf+845-59.70000
YjdFZI48.100--AUKX--------Retained
F-1JWIL53.000--AAASSS--Buqzusue3pWn-1563cTt+156-974.00000
MNIU69.000--AC--Mebscszh3sQz-2533gUl+253-898.00000
Z-1ZGAP153.000--SSSQQQ--Vjrxfwvk3lUk-1283gLa+128-374.00000
D-1DWO76.000--EEEFFF---Hyzrkrmt3dTf-3553sFb+355-969.00000
A-2AGMG77.000--HHUU--Pcsryeaf3hZc-2103jRr+210-317.00000
Y-2FQZA4.000--NNGG--Dumbs---4.800%4.800%905.00000
Tranche Comments
Z-1Z: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144O/Iqv H; F-1J: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144C/Ufq F; A-2A: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144T/Mng N; Y-2F: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144T/Gmj S; M: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144Q/Xjm N; D-1: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144Y/Ujc B; F-2: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144C/Fja C; I: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144I/Vhg W; Q: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144Q/Ejl C; Yjd: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144N/Ycy V;
Deal Comments
Amv Ljqq Tgmlmes 1.5
Reinvestment Period (YRS)
9.8
Reinvestment Period End Date
Oct 4, 2009