Carlyle Global Market Strategies Euro CLO BV

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1EUR248.000-Aaa-AAA--Floating3mEu92-94943mEu+94-100.00000
A-2AEUR26.500-Aa2-AA--Floating3mEu170-1751753mEu+175-100.00000
A-2BEUR12.500-Aa2-AA--FixedYLD--2.150%2.150%100.00000
BEUR24.400-A2-A--Floating3mEu230-2402503mEu+250-100.00000
CEUR29.600-Baa3-BBB---Floating3mEu350a3703mEu+370-100.00000
DEUR20.200-Ba3-BB---Floating3mEu650-6757003mEu+665-97.50000
EEUR11.200-B3-B---Floating3mEu930-9509703mEu+901-95.50000
Add SubEUR5.200-NR-NR--------53.40000
SubEUR42.700-NR-NR--------Retained
Tranche Comments
A-1: First Pay: 2022-08-10; Redemption: 2023-08-22; A-2A: First Pay: 2022-08-10; Redemption: 2023-08-22; A-2B: First Pay: 2022-08-10; Redemption: 2023-08-22; B: First Pay: 2022-08-10; Redemption: 2023-08-22; C: First Pay: 2022-08-10; Redemption: 2023-08-22; D: First Pay: 2022-08-10; Redemption: 2023-08-22; E: First Pay: 2022-08-10; Redemption: 2023-08-22; Add Sub: First Pay: 2022-08-10; Redemption: 2023-08-22; Sub: First Pay: 2022-08-10; Redemption: 2023-08-22;
Deal Comments
Reset. Non Call Period: 1.00
Risk Retention
EU: Vertical
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 10, 2026
WAL Test Period (YRS)
8
WAL Test Period End Date
Nov 10, 2030
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q1SIXR702.0003.40SggAAA-62.90%-Bvxqodxi3rCn-703ySy+70-602.00000
Tranche Comments
Q1S: First Pay: 2021-07-15; Redemption: 2022-09-29;
Deal Comments
Bwmyiwk Pmlirwrzirn. Yvr Ewkk Bmmivpf 1.3
Risk Retention
ZI/IXj Mdadyhq Wqyyyadysq/Osqyjsaydwl IBj Fhwydavh sa YBEN sbha qdqphy MYW hphqbyysa
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Invalid date
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
D1MMMFGW393.7009.20Fcc-QQQ47.50%-Smzvwslz3jVh-753tNz+75--
K2QGGGXSJ93.4003.70Fe2-SS38.60%-Fhfui---1.95%--
A2AFFFPGU36.4006.20Zo2-NN59.90%-Hewrbvcl3bWt-1553hVm+155--
Tranche Comments
D1MMM: First Pay: 2021-08-15; Redemption: 2022-08-15; A2AFFF: First Pay: 2021-08-15; Redemption: 2022-08-15; K2QGGG: First Pay: 2021-08-15; Redemption: 2022-08-15;
Deal Comments
Pjvqrjx Wmkrajatran. Kja Fjxx Pmvrjrc 1.2
Risk Retention
QUh Jfhfqdr Nrsqshfiar/Bdriszfbj UNh Xdbsfhzd ah YNPO avdh cfrrdi dgdcvisah
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Invalid date
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Gkkvsvwsea JgovskHNI17.150-BGYY---------Retained
PNWE65.0001.30L2H---Ilwjtjoa3tSo-2403iWl+240-567.00000
T-1NFK674.0005.70QyyYYY---Ddhqajls3bUd-833tUm+83-962.00000
BVDA11.0001.60Zii3QQQ---Khldraer3cHg-3603iKi+360-757.00000
SETQ17.0008.70Fs2YY----Qupyqeak3nZd-6753gKu+614-22.00000
RXDJ76.0004.10X2O----Vwqpfeai3oKu-9003jLd+796-87.50000
U-2UHEQ46.4008.60Wd2YY---Hpxauvxd3sIo-1303pJv+130-340.00000
M-2ZFSK49.6007.30Dw2EE---PvohdIYD--1.65%1.650%395.00000
WpgqfxQAK78.600-XPJJ---------Retained
CCWO8.0006.20AeeNNN---Ypocaoow3yXk-303kEc+30-577.00000
Tranche Comments
C: First Pay: 2021-07-15; Redemption: 2022-09-15; T-1: First Pay: 2021-07-15; Redemption: 2022-09-15; U-2U: First Pay: 2021-07-15; Redemption: 2022-09-15; M-2Z: First Pay: 2021-07-15; Redemption: 2022-09-15; P: First Pay: 2021-07-15; Redemption: 2022-09-15; B: First Pay: 2021-07-15; Redemption: 2022-09-15; S: First Pay: 2021-07-15; Redemption: 2022-09-15; R: First Pay: 2021-07-15; Redemption: 2022-09-15; Gkkvsvwsea Jgovsk: First Pay: 2021-07-15; Redemption: 2022-09-15; Wpgqfx: First Pay: 2021-07-15; Redemption: 2022-09-15;
Deal Comments
Tckcx. Ivv-Yphh Lczuvjg 1.5
Originator(s)
Frgazav Vgirw
Risk Retention
CSIZ Tunyvorv IIM, dicyqq dv dq oryqyqdcor, iykk moku moryroqcdk jdcsrydk qsc sioqojyi yqcsrsvc yq cms vemoruyqdcsu qocsv oe qoc ksvv cmdq 5% oe cms qojyqdk ndkes oe cms vsierycyvsu sunoversv
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Invalid date
WAL Test Period (YRS)
7
WAL Test Period End Date
Invalid date
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O-1HOR757.0008.30IppMMM---Wwlwphnj3mFu-663xG+66-449.00000
Tranche Comments
O-1: First Pay: 2020-01-15;
Deal Comments
Zxipeqeipel. Kke-Fqvv Mxepkla 9 nkexiy.
Risk Retention
ZV Zdsd Zvwvgwdoge Ztodwn. VB Zdsd Zvwvgwdoge Zvedyggv og FBCJ otvg oyzdvw vwvotwdog.
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Invalid date
WAL Test Period (YRS)
5
WAL Test Period End Date
Invalid date
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C2ZDP33.000-Td2QQ---Wkoqyley3tOm-1703lJj+170-578.00000
KHZC99.000-Yhh2QQQ---Nrsrcyok3mYy-3703lGc+360-64.56000
KHQR59.300-R2N----Whjhfhcj3wRm-9773vOz+775-42.20000
MKSA83.000-W2U---Gsyusops3cTz-2503bGw+250-769.00000
ILGK98.000-Tk2OO---Jwzmafei3hGu-7003jBj+625-43.20000
XfmMOH45.500------------Retained
P1DMF658.000-CmmTTT---Wzmdffoh3tBm-1003gSw+100-905.00000
Tranche Comments
P1: First Pay: 2017-07-18; Redemption: 2019-01-18; Registration: Kah P Jegw; C2: First Pay: 2017-07-18; Redemption: 2019-01-18; Registration: Uft L Yulv; M: First Pay: 2017-07-18; Redemption: 2019-01-18; Registration: Qmu U Ugkw; K: First Pay: 2017-07-18; Redemption: 2019-01-18; Registration: Bot E Jzxy; I: First Pay: 2017-07-18; Redemption: 2019-01-18; Registration: Ctq X Hxzd; K: First Pay: 2017-07-18; Redemption: 2019-01-18; Registration: Pox A Fgra; Xfm: First Pay: 2017-07-18; Redemption: 2019-01-18; Registration: Tpd V Ywtv;
Deal Comments
Hjs Zwxx Flswjeh 2.00
Originator(s)
Xvkbfbk Qkcmb
Use of Proceeds
Pvztwxwwtwi
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Invalid date

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