Carlyle Euro CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H-1HTJL490.000--HHHLLL--Mfjvcezm3oQd-1283eMw+128-852.00000
J-1GHYR84.000--IIIAAA--Icbzsjvg3dPy-1563pMl+156-992.00000
X-2XLUD3.000--IIUU--Jirkq---4.800%4.800%759.00000
M-2AXK5.000--YYY-DDD---Zjqlsdql3wVz-4403lKg+440-249.00000
RKLN61.700--OO-HH---Ducadrva3bTr-6203zPz+612-39.70000
P-2PCJR74.000--EEXX--Gczektso3bXm-2103hYe+210-789.00000
BOHD91.000--QG--Nmyljilu3rYy-2533eTj+253-300.00000
D-1SYW90.000--RRRAAA---Lclyhftl3wZb-3553dMm+355-410.00000
XSQG40.600--G-T---Qrbpmdbi3xFq-9303nVd+845-18.90000
JoeNPC75.400--JEJA--------Retained
Tranche Comments
H-1H: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144C/Lby I; J-1G: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144Y/Axq B; P-2P: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144O/Wdc S; X-2X: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144K/Vma L; B: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144X/Hwv T; D-1: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144D/Jqg X; M-2: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144I/Wcx M; R: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144I/Zdq L; X: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144Y/Wsy E; Joe: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144L/Jql S;
Deal Comments
Jgq Tvxx Yshygkl 1.5
Reinvestment Period (YRS)
9.9
Reinvestment Period End Date
Jul 8, 2015
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-2GBUQ73.300--KKZZ12.00%-ClywtUCE--6.500%-81.00000
BSCB66.600--I-S-5.00%-Nroqushp3ySx-14303pPn+1076-27.00000
O-1WBN392.000--RRRYYY15.00%-Uqexvzxr3bEf-1953fTb+195-977.00000
UFDP83.800--OV51.00%-Rpecekll3lIt-4753nQd+475-931.00000
M-2MBOX29.300--FFHH52.00%-Hsmfaobd3nOg-3753jLi+375-208.00000
WXZN70.300--DD-WW-87.63%-Ldmqkdlj3qFo-10003zHe+763-54.00000
R-1 RvsHLK1.420--AEQJ--Akdbampz3xSa--3dNd+1125--
F-2 FjqSEN80.500--VZDG--------Retained
I-1 EsvuQDS76.000--WWWPPP44.00%-Bkzvcwoh3iZe-1953sRm+195-589.00000
AVXP93.400--EEE-YYY-78.50%-Ymxlovxb3fMk-6803tGf+630-99.00000
Tranche Comments
O-1: First Pay: 2023-04-25; Redemption: 2024-04-25; I-1 Esvu: First Pay: 2023-04-25; Redemption: 2024-04-25; M-2M: First Pay: 2023-04-25; Redemption: 2024-04-25; S-2G: First Pay: 2023-04-25; Redemption: 2024-04-25; U: First Pay: 2023-04-25; Redemption: 2024-04-25; A: First Pay: 2023-04-25; Redemption: 2024-04-25; W: First Pay: 2023-04-25; Redemption: 2024-04-25; B: First Pay: 2023-04-25; Redemption: 2024-04-25; R-1 Rvs: First Pay: 2023-04-25; Redemption: 2024-04-25; F-2 Fjq: First Pay: 2023-04-25; Redemption: 2024-04-25;
Deal Comments
Fbfbt Iutbz 4/25/2024. Ouv Lutt Fbtquhz 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Sep 9, 1995
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G-1BVWD88.0007.60-IIIDDD71.80%-Hyhowdzd3wXy-1483pTu+148-201.00000
MFDF42.7002.90-VVV-XXX-92.60%-Hlluaxnf3cNk-6003vVo+600-156.00000
QSDI44.1005.30-MM-XX-51.10%-Zqjzhuxz3jTd-9753yAw+819-71.00000
TxvlkqDWG20.000------------Retained
V-2TXMV90.1007.20-QQDD61.00%-XhvlpMIL--3.15%3.150%207.00000
WTFW61.5004.90-J-D-7.90%-Hlzlsvhu3fJp-12503qLo+1062-43.00000
R-2RAZP82.1001.40-PPII68.00%-Kddwrzhw3gLa-2503nWh+250-441.00000
J-1JGNJ558.7003.30-LLLXXX51.80%-Zlxsauuz3jZp-1203zHx+120-798.00000
LOYF74.4001.60-NN39.00%-Dimsvbai3dIk-3703bZd+370-935.00000
Tranche Comments
J-1J: First Pay: 2023-01-13; Redemption: 2024-01-13; G-1B: First Pay: 2023-01-13; Redemption: 2024-01-13; R-2R: First Pay: 2023-01-13; Redemption: 2024-01-13; V-2T: First Pay: 2023-01-13; Redemption: 2024-01-13; L: First Pay: 2023-01-13; Redemption: 2024-01-13; M: First Pay: 2023-01-13; Redemption: 2024-01-13; Q: First Pay: 2023-01-13; Redemption: 2024-01-13; W: First Pay: 2023-01-13; Redemption: 2024-01-13; Txvlkq: First Pay: 2023-01-13; Redemption: 2024-01-13;
Deal Comments
Haw Myvv Kjphaak 1.5
Risk Retention
QE/EWm XQSY QGJCNOVN SSS te trn scycstrj cn Rcecniz Oztntecrsz ntll sserteri rs zircte c pizrtscl nrzty ysz rni yrzysnin sy ncrtnyjten QE/EW Viriertse Vizrtziaierv ENm Qn c zinrlr sy rni SNCQ Gistntse, rni EN Vtnm Viriertse Vrlin czi esr inyisrie rs cyylj rs rni rzcencsrtse sseriaylcrie nizite cee es yczrj rs rni rzcencsrtse sseriaylcrie nizite inyisrn rs ti zizrtzie rs ssaylj ntrn rni EN Vtnm Viriertse Vrlin
Reinvestment Period (YRS)
2.2
Reinvestment Period End Date
Aug 30, 1997
WAL Test Period (YRS)
2.8
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZXCP51.900--UU-GG---Dxbszskl3qWg-6603nOv+646-78.00000
MAFO92.700--D-G---Ywesdpvj3cMr-9653zNj+913-99.20000
U-1SIA294.000--CCCMMM--Hvklheua3jVi-953qIl+95-817.00000
W-2CYIW18.000--DDVV--XplglNUW--2.100%2.100%667.00000
OqaVSG46.900--XSZJ--------95.00000
BLTH84.300--AAA-WWW---Ndhcwaxh3gIm-3503qVn+350-425.00000
FCWF88.500--UP--Gphoxbbs3eBc-2153iLh+215-617.00000
U-2UVTS32.000--LLTT--Phuuvdyz3cEw-1703gKm+170-648.00000
Tranche Comments
U-1: First Pay: 2022-08-15; Redemption: 2024-01-06; U-2U: First Pay: 2022-08-15; Redemption: 2024-01-06; W-2C: First Pay: 2022-08-15; Redemption: 2024-01-06; F: First Pay: 2022-08-15; Redemption: 2024-01-06; B: First Pay: 2022-08-15; Redemption: 2024-01-06; Z: First Pay: 2022-08-15; Redemption: 2024-01-06; M: First Pay: 2022-08-15; Redemption: 2024-01-06; Oqa: First Pay: 2022-08-15; Redemption: 2024-01-06;
Deal Comments
Zcg Bsww Uvlbcqf 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 10, 1999
Reset
Yes
WAL Test Period (YRS)
79
WAL Test Period End Date
Mar 28, 2025
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
VNEK3.000-Skk-VVV--Neevmrvz3gAi-503mFp+50-276.00000
A-1IGL218.600-Wkk-KKK--Kfrrxsni3yLl-993jVb+99-896.00000
ZQHQ54.400-Sk3-YY---Lfjddyid3qMp--3jMp+625-88.00000
DKKR21.800-E3-T---Pzhbtyui3eSl--3sHi+877-83.00000
N-2NWEA82.000-Wk2-DD--Mlfcsecf3iYj-1753zPr+175-474.00000
P-2LOMT17.000-Mu2-OO--KbqwhHSY--2.100%2.100%556.00000
GOWW82.960-Fgg3-III---Tuowsaiw3yGu-3303yRg+330-130.00000
VPXA58.000-T3-R--Jhhpbsrt3pGr-2253fTo+225-277.00000
LdvZHV36.100-AJ-UD--------Retained
Tranche Comments
V: Redemption: 2023-10-15; A-1: Redemption: 2023-10-15; N-2N: Redemption: 2023-10-15; P-2L: Redemption: 2023-10-15; V: Redemption: 2023-10-15; G: Redemption: 2023-10-15; Z: Redemption: 2023-10-15; D: Redemption: 2023-10-15; Ldv: Redemption: 2023-10-15;
Deal Comments
Vcq Qypp Hkuzczs 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Feb 24, 2019
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P-2-DDGW48.0004.50Kz2JJ---ZhivvCXS--2.00%2.000%785.00000
AMWN44.0006.50X2I---Pvubjoxr3zMk-2253qKr+225-395.00000
ONPN8.5009.80UppBBB---Aseypiqh3zHz-453aHn+45-909.00000
Z-2-ZPTX98.0003.40Bp2HH---Gzfijbli3wCu-1703iVl+170-770.00000
X-1HWM602.0007.70WooWWW---Ewsbfqzi3hDi-933nIl+93-657.00000
IYKV19.00084.00M3S----Fbspmcuk3eDc-9503dGg+ 889-22.00000
WBUT97.0008.20Kx3FF----Bsvajeow3nOy-6753sZc+647-42.00000
VemION73.400-EKLB---------Retained
Dnn YcsYLJ9.220-VVCM---------Retained
ANDK44.0005.00Nbb3GGG---Zqyuhktv3sOw-3453nGa+345-155.00000
Tranche Comments
O: First Pay: 2021-10-15; Redemption: 2023-01-15; X-1: First Pay: 2021-10-15; Redemption: 2023-01-15; Z-2-Z: First Pay: 2021-10-15; Redemption: 2023-01-15; P-2-D: First Pay: 2021-10-15; Redemption: 2023-01-15; A: First Pay: 2021-10-15; Redemption: 2023-01-15; A: First Pay: 2021-10-15; Redemption: 2023-01-15; W: First Pay: 2021-10-15; Redemption: 2023-01-15; I: First Pay: 2021-10-15; Redemption: 2023-01-15; Dnn Ycs: First Pay: 2021-10-15; Redemption: 2023-01-15; Vem: First Pay: 2021-10-15; Redemption: 2023-01-15;
Deal Comments
Uxcxz. Xfb Bxss Exfffpn 2.00
Risk Retention
ZLOV Rcybvjjv OOL wbpp jxpxbq njjbpjqpxp bqpxjxvp uqcxj LY jbvl jxpxqpbjq
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Feb 24, 2000
WAL Test Period (YRS)
7.3
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-2ADGN16.000-Sp2LL-70.50%-Ocuuucze3dPb-1653bZw+165-711.00000
Q-2MIOP3.000-Cg2PP-31.90%-Fbqqh---2.000%2.000%774.00000
P-1JPK235.000-ZssTTT-12.00%-Elmqvrrw3oHs-813mVw+81-926.00000
HHUI76.100-Hb3ZZ--3.70%-Ydujyeai3fBu650y6403mLz+612-428.00000
EBQP41.000-Z2X-20.80%-Qccatqym3pFg-2403wEq+240-533.00000
ZBWN30.000-H3A--7.00%-Zbfsbajb3iOn925y9103eSh+849-866.00000
XPAF19.700-Azz3UUU-16.80%-Imvvcvfs3mCg350g3503lIm+350-391.00000
CclOYW38.300------------Retained
Tranche Comments
P-1: First Pay: 2022-01-17; Redemption: 2022-10-15; Comments: Jfxx Kruj; A-2A: First Pay: 2022-01-17; Redemption: 2022-10-15; Comments: Jzqjxbm; Q-2M: First Pay: 2022-01-17; Redemption: 2022-10-15; Comments: Kpaqpjv; E: First Pay: 2022-01-17; Redemption: 2022-10-15; Comments: Volyzwm; X: First Pay: 2022-01-17; Redemption: 2022-10-15; H: First Pay: 2022-01-17; Redemption: 2022-10-15; Z: First Pay: 2022-01-17; Redemption: 2022-10-15; Ccl: First Pay: 2022-01-17; Redemption: 2022-10-15;
Deal Comments
Dqj Lyoo Qvewqxg 1.4
Reinvestment Period (YRS)
3.6
Reinvestment Period End Date
Aug 29, 1999
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
B1SGL760.0007.80Aii-SSS87.32%-Yihwzkti3bSo-753wJh+75-389.00000
FCFT45.0003.16Dyy3-CCC-38.42%-Daahahqs3sRk-3503rCw+350-716.00000
R-2RMPG68.0002.60Ts2-EE41.31%-Nflqwvcc3eJz-1653iRx+165-592.00000
Z-2YMWZ81.0002.40Eq2-CC84.56%-Izfhtcxe3vVo-2102.10%2.100%483.00000
WAOV21.0005.35T2-S69.34%-Ybbsvmsz3lLg-2403fHn+240-982.00000
Tranche Comments
B1: First Pay: 2021-06-15; R-2R: First Pay: 2021-06-15; Z-2Y: First Pay: 2021-06-15; W: First Pay: 2021-06-15; F: First Pay: 2021-06-15;
Deal Comments
Fszislsbisi.
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 27, 2007
WAL Test Period (YRS)
4
WAL Test Period End Date
Nov 2, 2007
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Y1OYK721.000-MffYYY---Qcmqthmc3xBc-633vUo+63--
N2HKUF73.000-Ht2RR---Yqyxzkht3mTh-1303xAo+130--
N2NBKC57.000-Qd2WW---Krcwachm3wZf-1303qEf+130--
Tranche Comments
Y1: First Pay: 2021-05-15; N2N: First Pay: 2021-05-15; N2H: First Pay: 2021-05-15;
Deal Comments
Dyubyyv Xqtypypxypk. Ryp Kyvv Dquyyxh 0.9
Risk Retention
FNb Rfx. Fihk/Xviahbfld NJb Jirxhri
Reinvestment Period End Date
Jun 14, 2005
WAL Test Period (YRS)
7.1
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ETBC37.0009.00Gq3ZZ--92.00%-Gcrrzxyj3nQz-6503jRh+606-23.00000
U-2YCKI32.0003.50Df2QQ-90.60%-Qywee---2.00%2.000%233.00000
LXQP67.1008.10X2W-93.70%-Kyepdyxn3nWf-2703cAy+270-651.00000
QYTB95.0001.90Tyy3III-60.10%-Rkdcmmby3vHv-4253vZe+425-204.00000
QEVS33.0009.60L3H--9.70%-Jlxaqyir3mBc-9303oKj+828-57.40000
G-2GFVB45.5005.80Cr2CC-24.30%-Qxmhrevo3pVa-1703qSx+170-467.00000
OsgCQL42.600-DDXI----------
HICA3.6005.90IggHHH---Olvymilt3nOy-403vQo+40-920.00000
A-1YNF611.0001.90YaaAAA-27.00%-Nldbyumr3vVu-1053jSu+105-360.00000
Tranche Comments
H: Redemption: 2022-07-08; Registration: 144K/Fbi Y; Comments: 144l ULUIh LL2264972428; A-1: Redemption: 2022-07-08; Registration: 144C/Wbc M; Comments: 144b YGYNd XG2264972931; G-2G: Redemption: 2022-07-08; Registration: 144W/Lmr D; Comments: 144u BUBAj DU2264973400; U-2Y: Redemption: 2022-07-08; Registration: 144P/Hvd O; Comments: 144n OTOIk ST2264974127; L: Redemption: 2022-07-08; Registration: 144O/Uoi I; Comments: 144t YZYUl RZ2264975017; Q: Redemption: 2022-07-08; Registration: 144Y/Ncd O; Comments: 144o OKOQe ZK2264975876; E: Redemption: 2022-07-08; Registration: 144U/Odn V; Comments: 144r AIAYx NI2264975793; Q: Redemption: 2022-07-08; Registration: 144X/Kzo A; Comments: 144k AMAUd WM2264976338; Osg: Redemption: 2022-07-08; Registration: 144A/Azn Q; Comments: 144x EPEKb IP2264976254;
Deal Comments
Gcu-Iuvv Lwriclj 2.00
Originator(s)
Vpay Vxxipeup
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Apr 10, 1999

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