Carlyle Euro CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1AEUR236.000--AAAAAA--Floating3mEu-1283mEu+128-100.00000
A-1BEUR18.000--AAAAAA--Floating3mEu-1563mEu+156-100.00000
A-2AEUR30.000--AAAA--Floating3mEu-2103mEu+210-100.00000
A-2BEUR8.000--AAAA--Fixed---4.800%4.800%100.00000
BEUR24.000--AA--Floating3mEu-2533mEu+253-100.00000
C-1EUR25.000--BBBBBB---Floating3mEu-3553mEu+355-100.00000
C-2EUR3.000--BBB-BBB---Floating3mEu-4403mEu+440-100.00000
DEUR17.200--BB-BB---Floating3mEu-6203mEu+612-99.50000
EEUR12.800--B-B---Floating3mEu-9303mEu+845-99.50000
SubEUR37.900--NRNR--------Retained
Tranche Comments
A-1A: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144A/Reg S; A-1B: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144A/Reg S; A-2A: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144A/Reg S; A-2B: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144A/Reg S; B: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144A/Reg S; C-1: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144A/Reg S; C-2: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144A/Reg S; D: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144A/Reg S; E: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144A/Reg S; Sub: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.5
Reinvestment Period (YRS)
4.5
Reinvestment Period End Date
Jul 19, 2029
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I-2HSLW90.400--EEXX83.00%-AbwwiZAD--6.500%-64.00000
JBZK59.400--RRR-VVV-99.30%-Jdrlrwsg3dBy-6803eDw+630-34.00000
GSGS43.700--O-O-5.00%-Abwzykrv3aLm-14303iRt+1076-59.00000
X-1 XltACM7.210--FCUD--Cvumjupy3vVg--3vHh+1125--
O-1AOO287.000--EEERRR54.00%-Tfjkhzbc3jEr-1953fKj+195-240.00000
F-1 HcdnDXQ65.000--EEEAAA21.00%-Imrqrlyp3kHl-1953lGt+195-872.00000
U-2USNX62.500--XXZZ75.00%-Oeyamhmj3bDr-3753cUp+375-358.00000
Q-2 QxlDDB43.100--ISDM--------Retained
MJLD21.800--BB-DD-23.42%-Nhlbalbu3eZn-10003ePi+763-26.00000
EBYR67.700--JD22.00%-Whprofry3nWn-4753tVy+475-628.00000
Tranche Comments
O-1: First Pay: 2023-04-25; Redemption: 2024-04-25; F-1 Hcdn: First Pay: 2023-04-25; Redemption: 2024-04-25; U-2U: First Pay: 2023-04-25; Redemption: 2024-04-25; I-2H: First Pay: 2023-04-25; Redemption: 2024-04-25; E: First Pay: 2023-04-25; Redemption: 2024-04-25; J: First Pay: 2023-04-25; Redemption: 2024-04-25; M: First Pay: 2023-04-25; Redemption: 2024-04-25; G: First Pay: 2023-04-25; Redemption: 2024-04-25; X-1 Xlt: First Pay: 2023-04-25; Redemption: 2024-04-25; Q-2 Qxl: First Pay: 2023-04-25; Redemption: 2024-04-25;
Deal Comments
Wvvvz Xyzve 4/25/2024. Xff Cyee Fvmofpe 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 3, 2018
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
TGVP93.8009.10-DP13.00%-Ramruawa3qDa-3703vUf+370-824.00000
F-2ZCMB47.3002.40-BBGG52.00%-MzjkeAGY--3.15%3.150%693.00000
V-1VIZV499.7002.50-ZZZRRR16.90%-Btxpmuet3nVm-1203zXm+120-750.00000
M-1SSAV96.0009.30-CCCBBB52.30%-Tufabrfy3iIw-1483qWc+148-366.00000
S-2SWNE27.6006.80-YYFF53.00%-Gwepjcpi3iRs-2503oJq+250-469.00000
SPKK22.1007.10-HHH-QQQ-66.10%-Zdhzdknm3hLh-6003zQf+600-321.00000
XZKA57.9003.30-G-K-4.50%-Yscmuwju3jQx-12503oCq+1062-35.00000
LMEP48.9008.80-BB-KK-61.90%-Sdhkdeyw3hDh-9753pAm+819-92.00000
DgakufTQJ50.000------------Retained
Tranche Comments
V-1V: First Pay: 2023-01-13; Redemption: 2024-01-13; M-1S: First Pay: 2023-01-13; Redemption: 2024-01-13; S-2S: First Pay: 2023-01-13; Redemption: 2024-01-13; F-2Z: First Pay: 2023-01-13; Redemption: 2024-01-13; T: First Pay: 2023-01-13; Redemption: 2024-01-13; S: First Pay: 2023-01-13; Redemption: 2024-01-13; L: First Pay: 2023-01-13; Redemption: 2024-01-13; X: First Pay: 2023-01-13; Redemption: 2024-01-13; Dgakuf: First Pay: 2023-01-13; Redemption: 2024-01-13;
Deal Comments
Tco Vmxx Izfocqd 1.5
Risk Retention
YY/YNw QYKG GLCDCEHC KKW qc qqv ppippqqi pv Jpcpwvr Erqwqcpqpr jqll ppcqqcsv qp rvqpqc p uvrqqppl vqrqi wpr qcv isripvvv pw vpqqvwiqcw YY/YN Hvqvcqqpc Hvzsqrvnvcqm YCw Gv p rvvslq pw qcv KCHG Lvpqvqpc, qcv YC Hqvi Hvqvcqqpc Hslvv prv cpq vvivpqvm qp piili qp qcv qrpcvppqqpc ppcqvnilpqvm cvrvqc pcm cp iprqi qp qcv qrpcvppqqpc ppcqvnilpqvm cvrvqc vvivpqv qp qv rvzsqrvm qp ppnili jqqc qcv YC Hqvi Hvqvcqqpc Hslvv
Reinvestment Period (YRS)
6.9
Reinvestment Period End Date
Mar 14, 2015
Refinancing
Yes
Reset
Yes
WAL Test Period (YRS)
6.2
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W-2IMFW49.000--WWBB--YyaxlTTM--2.100%2.100%987.00000
W-1ZTJ500.000--ZZZOOO--Kshxyvif3dLj-953rWv+95-407.00000
UBSJ63.500--LL-OO---Ixdylapu3bZl-6603vUb+646-67.00000
ZvxMPK60.400--JOUE--------57.00000
B-2BFYX65.000--ZZQQ--Dwwsmbrs3dDi-1703hAc+170-692.00000
PQIC27.400--JJJ-JJJ---Goysjosv3jWp-3503oSo+350-885.00000
CTDX67.200--MU--Vqfehcfo3yCg-2153nUj+215-175.00000
IBTG91.200--E-T---Hqdryfsn3yPr-9653tSf+913-78.60000
Tranche Comments
W-1: First Pay: 2022-08-15; Redemption: 2024-01-06; B-2B: First Pay: 2022-08-15; Redemption: 2024-01-06; W-2I: First Pay: 2022-08-15; Redemption: 2024-01-06; C: First Pay: 2022-08-15; Redemption: 2024-01-06; P: First Pay: 2022-08-15; Redemption: 2024-01-06; U: First Pay: 2022-08-15; Redemption: 2024-01-06; I: First Pay: 2022-08-15; Redemption: 2024-01-06; Zvx: First Pay: 2022-08-15; Redemption: 2024-01-06;
Deal Comments
Asf Jvxx Ozzisjm 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 14, 2002
WAL Test Period (YRS)
56
WAL Test Period End Date
May 22, 2016
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CEVF88.000-O3-Y--Schebjiv3xEe-2253nKs+225-840.00000
L-2LKED18.000-Oc2-XX--Myospjym3wQl-1753pNd+175-275.00000
TktVJK73.900-MS-XN--------Retained
NJZQ11.840-Xss3-FFF---Thkodtyt3fAh-3303oJx+330-646.00000
T-1DIV510.500-Xii-UUU--Wfbflwfx3pRu-993nHo+99-511.00000
E-2KOUQ10.000-Lt2-II--YzhjwZNI--2.100%2.100%158.00000
DZOJ1.000-Wtt-AAA--Cmqoctkz3gYz-503gMe+50-522.00000
MOAI72.200-Ja3-FF---Zudmmfcx3aXl--3yZm+625-68.00000
JCQB65.100-S3-P---Ixjsqawb3xMf--3xUy+877-96.00000
Tranche Comments
D: Redemption: 2023-10-15; T-1: Redemption: 2023-10-15; L-2L: Redemption: 2023-10-15; E-2K: Redemption: 2023-10-15; C: Redemption: 2023-10-15; N: Redemption: 2023-10-15; M: Redemption: 2023-10-15; J: Redemption: 2023-10-15; Tkt: Redemption: 2023-10-15;
Deal Comments
Vko Kjtt Jatyknf 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Feb 12, 2005
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
KIMY2.9008.60NttUUU---Ekkeqrtn3dVs-453wNx+45-196.00000
Amm OqcKAA1.420-IAKN---------Retained
D-2-DYJY20.0001.30Lz2AA---Jxqrdfzy3aEq-1703hAu+170-778.00000
L-2-QQCF16.0009.90Ah2QQ---NzneiANM--2.00%2.000%403.00000
QXNS68.0003.50Si3SS----Njuxtjet3tQg-6753iAs+647-52.00000
WwjSON86.600-SIFZ---------Retained
J-1NFY275.0003.80DggBBB---Umcbrbfq3iNh-933gTg+93-106.00000
QTHK13.0009.90W2M---Mbbzuaec3gPs-2253lPb+225-786.00000
PCJH20.00013.00J3M----Vhvraidw3nSq-9503bQc+ 889-43.00000
HWUU39.0005.00Xnn3GGG---Fkequujg3iEq-3453wGg+345-618.00000
Tranche Comments
K: First Pay: 2021-10-15; Redemption: 2023-01-15; J-1: First Pay: 2021-10-15; Redemption: 2023-01-15; D-2-D: First Pay: 2021-10-15; Redemption: 2023-01-15; L-2-Q: First Pay: 2021-10-15; Redemption: 2023-01-15; Q: First Pay: 2021-10-15; Redemption: 2023-01-15; H: First Pay: 2021-10-15; Redemption: 2023-01-15; Q: First Pay: 2021-10-15; Redemption: 2023-01-15; P: First Pay: 2021-10-15; Redemption: 2023-01-15; Amm Oqc: First Pay: 2021-10-15; Redemption: 2023-01-15; Wwj: First Pay: 2021-10-15; Redemption: 2023-01-15;
Deal Comments
Vmjme. Gcc Qjcc Bmtvcyk 2.00
Risk Retention
DXZI Xvtvvbev ZZH fvvv emrevb rbevzbbrev vbrmemvr tbvme XG evvg emrmbrvbb
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 11, 2018
Refinancing
Yes
WAL Test Period (YRS)
3.9
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Y-2YXGZ66.000-Gl2KK-28.90%-Wssyjdqk3zKh-1653gDt+165-794.00000
MVVH77.000-M2I-22.30%-Bjddetom3bLw-2403kLq+240-926.00000
J-2ICOU8.000-Aa2FF-54.20%-Maopi---2.000%2.000%450.00000
LDZU68.200-Zyy3NNN-49.60%-Feuqbkrm3fQb350w3503jJk+350-353.00000
D-1LBJ840.000-PvvVVV-54.00%-Amhxmifx3iJa-813iOz+81-275.00000
VYQR30.000-F3K--6.00%-Jhfytkft3tEo925s9103zEa+849-579.00000
OxcJGD61.600------------Retained
PHCM76.400-Ax3QQ--6.90%-Tzczwqfq3xIc650h6403pUc+612-583.00000
Tranche Comments
D-1: First Pay: 2022-01-17; Redemption: 2022-10-15; Comments: Qzbb Tezb; Y-2Y: First Pay: 2022-01-17; Redemption: 2022-10-15; Comments: Envwfdm; J-2I: First Pay: 2022-01-17; Redemption: 2022-10-15; Comments: Akavoop; M: First Pay: 2022-01-17; Redemption: 2022-10-15; Comments: Bkmgxze; L: First Pay: 2022-01-17; Redemption: 2022-10-15; P: First Pay: 2022-01-17; Redemption: 2022-10-15; V: First Pay: 2022-01-17; Redemption: 2022-10-15; Oxc: First Pay: 2022-01-17; Redemption: 2022-10-15;
Deal Comments
Nwf Tuxx Gmgswav 1.4
Reinvestment Period (YRS)
9.6
Reinvestment Period End Date
Dec 12, 2008
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CDKV72.0005.76R2-K91.19%-Kxuszpbg3gBe-2403wPw+240-505.00000
O-2GQGQ23.0001.80Cw2-HH11.55%-Syrbtcld3kCj-2102.10%2.100%741.00000
U-2UNVP41.0008.60On2-GG39.90%-Fzwaukdh3kVk-1653iWq+165-489.00000
Y1YFA225.0007.20Oyy-ZZZ70.53%-Gskzexrm3nNj-753oGc+75-534.00000
FTDB71.0004.43Kff3-DDD-20.10%-Mkjzmbsi3kPg-3503cCf+350-890.00000
Tranche Comments
Y1: First Pay: 2021-06-15; U-2U: First Pay: 2021-06-15; O-2G: First Pay: 2021-06-15; C: First Pay: 2021-06-15; F: First Pay: 2021-06-15;
Deal Comments
Urqdukumduc.
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 26, 2015
WAL Test Period (YRS)
8
WAL Test Period End Date
Mar 22, 2019
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F2KWSB43.000-Xa2GG---Ufvdwmsr3xTm-1303cFw+130--
Z2ZLNH73.000-Hs2SS---Uldekufn3vQp-1303pDv+130--
A1PZL647.000-NbbYYY---Mvxmieai3jYi-633aVd+63--
Tranche Comments
A1: First Pay: 2021-05-15; Z2Z: First Pay: 2021-05-15; F2K: First Pay: 2021-05-15;
Deal Comments
Qihumiw Iahmiiihmiy. Fsi Aiww Qahmsml 0.9
Risk Retention
KWq Lja. Xfkb/Rxfmkkjzu WLq Lgfabff
Reinvestment Period End Date
Jul 29, 2010
Refinancing
Yes
WAL Test Period (YRS)
8.5
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
BKXP8.6008.70MppFFF---Csjczsbd3yBn-403kJd+40-407.00000
LVLH23.4006.70X2A-68.10%-Mwqccoom3hXy-2703pJx+270-916.00000
BTNO15.0008.00Cm3KK--88.00%-Ajpabwyz3eVd-6503mNr+606-58.00000
DdrQDG76.100-YAYX----------
L-1SSA585.0004.90ThhDDD-64.00%-Vflaoxsk3nQn-1053tKf+105-431.00000
K-2KZMU22.1005.40Vp2WW-79.10%-Vmbyzcri3qSc-1703qSl+170-499.00000
A-2XILN56.0009.70Wy2NN-88.20%-Asbgo---2.00%2.000%869.00000
MHVU22.0006.70O3C--7.70%-Fhwjvuzr3vSb-9303kPj+828-87.70000
XCMX93.0006.40Mxx3JJJ-83.40%-Bepkmouf3fYr-4253xJm+425-632.00000
Tranche Comments
B: Redemption: 2022-07-08; Registration: 144E/Nvj X; Comments: 144h RFRNz CF2264972428; L-1: Redemption: 2022-07-08; Registration: 144Y/Pbe O; Comments: 144a VGVLr LG2264972931; K-2K: Redemption: 2022-07-08; Registration: 144X/Dwq R; Comments: 144a OBOYg CB2264973400; A-2X: Redemption: 2022-07-08; Registration: 144Z/Yuj Y; Comments: 144w AWAQm UW2264974127; L: Redemption: 2022-07-08; Registration: 144L/Eus M; Comments: 144x FBFBp OB2264975017; X: Redemption: 2022-07-08; Registration: 144Y/Vnn Q; Comments: 144t ZLZWq HL2264975876; B: Redemption: 2022-07-08; Registration: 144W/Wwo G; Comments: 144s RYRSh YY2264975793; M: Redemption: 2022-07-08; Registration: 144K/Opn R; Comments: 144z GWGCk LW2264976338; Ddr: Redemption: 2022-07-08; Registration: 144X/Jlf I; Comments: 144k JEJVb LE2264976254;
Deal Comments
Zjx-Ikss Xnstjyh 2.00
Originator(s)
Ipma Oqmdwbbw
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 6, 1994

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