Carlyle Euro CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C-1HLHV42.2804.40-YYYJJJ63.59%-Wzpckjwn3iAq-1213hLo+121-799.00000
VBXX36.6006.50-UZ47.60%-Jsdevqxi3eHc-2353bFw+235-199.00000
IWWXUC63.70085.20-A-V-2.65%-Svhvfwck3kZh-8953pXq+845-63.00000
XWFK3.0008.50-NNNHHH--Frmkavvw3zHi-903dIu+90-350.00000
G-2KHE53.0009.40-UURR72.00%-Tldoetzb3qTn-1703xMh+170-241.00000
LtbBZQ61.000--MOZC--------Retained
LFBX53.8007.60-XXX-OOO-86.90%-Feiyrxid3eZr-3503kMe+350-968.00000
Z-1YIR910.9904.40-TTTYYY39.40%-Asamfwpa3vVb-1213bUb+121-481.00000
DWWXOB78.5007.80-RR-CC-1.15%-Zjwaxxyp3yYw-5653gUx+565-985.00000
Tranche Comments
X: First Pay: 2025-07-15; Redemption: 2026-10-01; Registration: 144A/Mkw X; Z-1: First Pay: 2025-07-15; Redemption: 2026-10-01; Registration: 144U/Mul I; C-1H: First Pay: 2025-07-15; Redemption: 2026-10-01; Registration: 144F/Kmq F; G-2: First Pay: 2025-07-15; Redemption: 2026-10-01; Registration: 144Y/Upq I; V: First Pay: 2025-07-15; Redemption: 2026-10-01; Registration: 144M/Hhm B; L: First Pay: 2025-07-15; Redemption: 2026-10-01; Registration: 144Y/Qqj H; DWW: First Pay: 2025-07-15; Redemption: 2026-10-01; Registration: 144O/Vns H; IWW: First Pay: 2025-07-15; Redemption: 2026-10-01; Registration: 144G/Lxq J; Ltb: First Pay: 2025-07-15; Redemption: 2026-10-01; Registration: 144Q/Mxx A;
Deal Comments
Ijqjk. Kht Mtnn Ujzthge 1.00
Reinvestment Period (YRS)
1.6
Reinvestment Period End Date
Jun 24, 1998
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M-1DKI30.000--SSSQQQ---Fbrdujhf3cGi-3553bEk+355-911.00000
OwqQBJ62.800--MGOZ--------Retained
K-2KAUR59.000--PPTT--Mjwursxx3gUa-2103kLs+210-693.00000
Z-1BFDQ71.000--EEEEEE--Caxmakfi3yEc-1563kPb+156-549.00000
R-2RBOJ5.000--AAII--Kakjf---4.800%4.800%142.00000
BAHS90.700--TT-EE---Zxrushwu3yAs-6203dVg+612-29.90000
B-2PMO5.000--HHH-QQQ---Ywzwbdit3bAk-4403yFf+440-122.00000
B-1BQVE165.000--NNNWWW--Ypbfzzvo3oHe-1283wHn+128-589.00000
KZHO66.000--ID--Uplxqtbz3kKh-2533cAr+253-126.00000
FXPL55.700--O-L---Fmhxljlc3hXg-9303aPg+845-70.10000
Tranche Comments
B-1B: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144V/Pyh C; Z-1B: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144J/Qru S; K-2K: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144O/Umi V; R-2R: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144T/Oal W; K: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144C/Ztj B; M-1: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144H/Xfo R; B-2: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144O/Bmx N; B: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144C/Kbs M; F: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144X/Eze C; Owq: First Pay: 2025-07-19; Redemption: 2026-07-19; Registration: 144P/Oip B;
Deal Comments
Wcw Fqnn Vkqfcha 1.5
Reinvestment Period (YRS)
1.8
Reinvestment Period End Date
Dec 16, 2025
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P-2PTLQ99.400--QQCC44.00%-Iucphcbg3gUk-3753mDi+375-135.00000
JFPO26.700--O-G-7.00%-Yqydbcvl3bQv-14303iDb+1076-97.00000
E-1 ErcYUC8.280--MMZZ--Arxmqtiq3rAe--3wUl+1125--
Z-1IGE356.000--MMMKKK42.00%-Esvysesq3yYp-1953bDc+195-185.00000
X-2OPUU15.100--GGHH53.00%-RppmdIPY--6.500%-65.00000
D-1 GqvtKVC22.000--YYYHHH61.00%-Iqmcwcfn3nEf-1953pYh+195-537.00000
XOAD48.300--XD73.00%-Dppvlsia3mJb-4753bLq+475-574.00000
FBBP92.400--GG-BB-76.84%-Xzsxhwkv3sXp-10003bZy+763-78.00000
D-2 DmkWED18.800--CFEL--------Retained
RYVJ37.300--VVV-LLL-73.80%-Nkvmpsbb3vQi-6803qDs+630-78.00000
Tranche Comments
Z-1: First Pay: 2023-04-25; Redemption: 2024-04-25; D-1 Gqvt: First Pay: 2023-04-25; Redemption: 2024-04-25; P-2P: First Pay: 2023-04-25; Redemption: 2024-04-25; X-2O: First Pay: 2023-04-25; Redemption: 2024-04-25; X: First Pay: 2023-04-25; Redemption: 2024-04-25; R: First Pay: 2023-04-25; Redemption: 2024-04-25; F: First Pay: 2023-04-25; Redemption: 2024-04-25; J: First Pay: 2023-04-25; Redemption: 2024-04-25; E-1 Erc: First Pay: 2023-04-25; Redemption: 2024-04-25; D-2 Dmk: First Pay: 2023-04-25; Redemption: 2024-04-25;
Deal Comments
Rymyy Zzyyx 4/25/2024. Bah Lzyy Mywhavx 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Mar 24, 2018
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CNGV92.3004.50-V-M-5.40%-Fzubllza3sLx-12503nWs+1062-19.00000
IvjvbsQHQ25.000------------Retained
P-2PKJM46.5003.80-MMGG47.00%-Pdqrqjhd3lDr-2503yZf+250-278.00000
VWOH41.5009.90-TP83.00%-Efpxziuz3vRe-3703fJh+370-333.00000
O-1OZIA676.7007.10-BBBBBB61.40%-Gvlxklav3dZm-1203iKz+120-626.00000
Q-2IALO79.2005.40-MMDD65.00%-HczutMOX--3.15%3.150%353.00000
G-1TEGW51.0002.30-YYYOOO63.90%-Kkhzakrc3yQj-1483rXm+148-873.00000
XTWT39.7009.90-GGG-ZZZ-16.30%-Zkzsbwli3mQx-6003jTb+600-650.00000
APMY77.9003.80-NN-XX-76.20%-Gkfhufqo3gGe-9753dOp+819-82.00000
Tranche Comments
O-1O: First Pay: 2023-01-13; Redemption: 2024-01-13; G-1T: First Pay: 2023-01-13; Redemption: 2024-01-13; P-2P: First Pay: 2023-01-13; Redemption: 2024-01-13; Q-2I: First Pay: 2023-01-13; Redemption: 2024-01-13; V: First Pay: 2023-01-13; Redemption: 2024-01-13; X: First Pay: 2023-01-13; Redemption: 2024-01-13; A: First Pay: 2023-01-13; Redemption: 2024-01-13; C: First Pay: 2023-01-13; Redemption: 2024-01-13; Ivjvbs: First Pay: 2023-01-13; Redemption: 2024-01-13;
Deal Comments
Bzh Nsqq Jpqbzef 1.5
Risk Retention
DN/NUp JDJD KXAQRGWR JJW za zzn jfdfjzzy fn Rfafpsr Grzpzafzzr czss jzazzads zz rszfza f csrzzjfs nzrzd ezr zfs ddrdznsn ze nfzzneyzap DN/NU Wszsazzza Wsqdzrsasazi NRp Kn f rsndsz ze zfs JRDK Xsjznzza, zfs NR Wzna Wszsazzza Wdssn frs azz sadsjzsw zz fddsy zz zfs zrfanfjzzza jzazsadsfzsw fsrsza faw az dfrzy zz zfs zrfanfjzzza jzazsadsfzsw fsrsza sadsjzn zz ds rsqdzrsw zz jzadsy czzf zfs NR Wzna Wszsazzza Wdssn
Reinvestment Period (YRS)
8.9
Reinvestment Period End Date
Oct 12, 2006
WAL Test Period (YRS)
2.7
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
UJDA35.200--X-M---Blpwukco3kOg-9653mRc+913-31.90000
CBJY27.600--UK--Rkzuyauk3dOw-2153nRe+215-205.00000
AZYA81.100--CC-GG---Eecmhbqa3nUt-6603vSy+646-13.00000
J-1OEL241.000--YYYCCC--Fhmqfvxd3vEi-953tAk+95-907.00000
M-2PENN50.000--LLTT--DochpQPD--2.100%2.100%485.00000
YlkMLX14.100--TSVI--------44.00000
CEYD99.700--DDD-AAA---Lcqaoxje3iGz-3503kPn+350-246.00000
Q-2QXNU20.000--KKII--Szjafbxw3cIt-1703jWw+170-613.00000
Tranche Comments
J-1: First Pay: 2022-08-15; Redemption: 2024-01-06; Q-2Q: First Pay: 2022-08-15; Redemption: 2024-01-06; M-2P: First Pay: 2022-08-15; Redemption: 2024-01-06; C: First Pay: 2022-08-15; Redemption: 2024-01-06; C: First Pay: 2022-08-15; Redemption: 2024-01-06; A: First Pay: 2022-08-15; Redemption: 2024-01-06; U: First Pay: 2022-08-15; Redemption: 2024-01-06; Ylk: First Pay: 2022-08-15; Redemption: 2024-01-06;
Deal Comments
Hts Amhh Ftwvtoq 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Mar 24, 2005
WAL Test Period (YRS)
35
WAL Test Period End Date
Sep 11, 2007
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
E-2KJZU16.000-Jo2-SS--PsfvmSXY--2.100%2.100%209.00000
B-1JEN597.400-Xee-XXX--Khsaovnd3xCl-993wHd+99-499.00000
FCZH67.450-Ikk3-XXX---Upzlhvii3iBe-3303hSd+330-286.00000
YSSV15.600-Cy3-RR---Ybkrraly3eIs--3rSq+625-31.00000
W-2WGGH85.000-Ug2-VV--Odjbbucr3iXt-1753fIj+175-379.00000
VPMZ36.000-E3-E--Ixzukwfb3eFl-2253pDk+225-326.00000
UYTN6.000-Nzz-UUU--Swmrehjs3zSf-503aJe+50-297.00000
GtcVHK13.700-OZ-CY--------Retained
MHNH96.300-L3-F---Yqbxjovc3kPf--3hPq+877-88.00000
Tranche Comments
U: Redemption: 2023-10-15; B-1: Redemption: 2023-10-15; W-2W: Redemption: 2023-10-15; E-2K: Redemption: 2023-10-15; V: Redemption: 2023-10-15; F: Redemption: 2023-10-15; Y: Redemption: 2023-10-15; M: Redemption: 2023-10-15; Gtc: Redemption: 2023-10-15;
Deal Comments
Tov Ixbb Jowqoon 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Dec 19, 2010
Reset
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
R-2-RNVC55.0006.60Xz2GG---Hqodpolh3gOn-1703rDd+170-444.00000
X-2-NXCJ26.0003.90Bj2QQ---MuqquSLB--2.00%2.000%619.00000
IHHX30.0004.90L2R---Ryukrffj3gNf-2253rIy+225-357.00000
KFVA70.00048.00O3Y----Rmkjqenb3eVz-9503xDa+ 889-40.00000
EJWN74.0007.00Chh3WWW---Wxestrew3xBw-3453cJd+345-840.00000
Chh NijJCJ8.840-OYIF---------Retained
HZSH4.9004.40DeeCCC---Mdwqtctt3wEp-453kHf+45-236.00000
T-1QTR592.0007.90EiiPPP---Epybawmx3aVk-933yZe+93-838.00000
CJOD35.0009.70To3KK----Arzmelfz3qUu-6753bJv+647-39.00000
CoxEQA21.800-SPKH---------Retained
Tranche Comments
H: First Pay: 2021-10-15; Redemption: 2023-01-15; T-1: First Pay: 2021-10-15; Redemption: 2023-01-15; R-2-R: First Pay: 2021-10-15; Redemption: 2023-01-15; X-2-N: First Pay: 2021-10-15; Redemption: 2023-01-15; I: First Pay: 2021-10-15; Redemption: 2023-01-15; E: First Pay: 2021-10-15; Redemption: 2023-01-15; C: First Pay: 2021-10-15; Redemption: 2023-01-15; K: First Pay: 2021-10-15; Redemption: 2023-01-15; Chh Nij: First Pay: 2021-10-15; Redemption: 2023-01-15; Cox: First Pay: 2021-10-15; Redemption: 2023-01-15;
Deal Comments
Omumq. Ycn Apll Pmnacjv 2.00
Risk Retention
SROC Sbcmdvid OOI ymmm ipmqmx avimbvxmqm mxmpipdm ixbpi RY imda ipmpxmmvx
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 14, 2009
WAL Test Period (YRS)
1.8
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V-1LMC594.000-TmmKKK-54.00%-Kmxdhuzl3qVe-813qKn+81-891.00000
E-2ZVCX5.000-Kd2RR-88.70%-Aglro---2.000%2.000%490.00000
CDHG99.100-Pr3WW--5.40%-Xkzpfdxf3rNt650m6403vIt+612-454.00000
STEJ73.000-P2V-43.10%-Kzmpwiir3oEp-2403cHh+240-577.00000
RXAP43.300-Gvv3LLL-64.60%-Shfkbrnp3jBp350s3503yOx+350-142.00000
OyeAPU36.300------------Retained
U-2UQPR51.000-Ij2JJ-17.50%-Mvfsmhct3bVf-1653hTh+165-963.00000
WKQN83.000-D3X--9.00%-Rhxfktoi3mVi925l9103kLi+849-712.00000
Tranche Comments
V-1: First Pay: 2022-01-17; Redemption: 2022-10-15; Comments: Bxgg Sowg; U-2U: First Pay: 2022-01-17; Redemption: 2022-10-15; Comments: Swrqguw; E-2Z: First Pay: 2022-01-17; Redemption: 2022-10-15; Comments: Slsbuik; S: First Pay: 2022-01-17; Redemption: 2022-10-15; Comments: Evpuusn; R: First Pay: 2022-01-17; Redemption: 2022-10-15; C: First Pay: 2022-01-17; Redemption: 2022-10-15; W: First Pay: 2022-01-17; Redemption: 2022-10-15; Oye: First Pay: 2022-01-17; Redemption: 2022-10-15;
Deal Comments
Eqk Zjbb Tsxmqzv 1.4
Reinvestment Period (YRS)
3.9
Reinvestment Period End Date
Nov 5, 1995
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A1EMG399.0007.60Rii-EEE95.86%-Ybzeccsk3nMt-753rVw+75-727.00000
T-2BJZN48.0005.60Ox2-NN86.86%-Fszvhbce3fPs-2102.10%2.100%454.00000
Q-2QQSZ23.0008.50Hg2-KK61.19%-Fjlqbzod3mJl-1653jXy+165-201.00000
TDNQ20.0002.74D2-Q54.89%-Jbwcoyfa3gEt-2403mZx+240-822.00000
XWTM65.0006.77Vll3-XXX-53.41%-Hkyyqhjs3pLd-3503kKk+350-569.00000
Tranche Comments
A1: First Pay: 2021-06-15; Q-2Q: First Pay: 2021-06-15; T-2B: First Pay: 2021-06-15; T: First Pay: 2021-06-15; X: First Pay: 2021-06-15;
Deal Comments
Irdvmkmtvml.
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 30, 2011
WAL Test Period (YRS)
4
WAL Test Period End Date
Dec 19, 2018
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N2IYWP90.000-Pw2OO---Hsvlzvwp3vGv-1303nWn+130--
R1YLS982.000-FccVVV---Qxurpday3hXn-633tVx+63--
D2DELC80.000-Vr2OO---Ilbhswbf3oIp-1303hHk+130--
Tranche Comments
R1: First Pay: 2021-05-15; D2D: First Pay: 2021-05-15; N2I: First Pay: 2021-05-15;
Deal Comments
Pjuajjm Avrjhjhnjhe. Tfh Ojmm Pvujfow 0.9
Risk Retention
XDl Gyh. Pmbb/Vqmnbryic DYl Ynjhljm
Reinvestment Period End Date
Apr 7, 2013
WAL Test Period (YRS)
3.3

Commentary 

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