Carlyle Euro CLO 2026-2 DAC Cash Flow Notes And Loan Assigned Preliminary Ratings - S&P Global Ratings’ Credit Research

Carlyle Euro CLO 2026-2 DAC Cash Flow Notes And Loan Assigned Preliminary Ratings

Carlyle Euro CLO 2026-2 DAC Cash Flow Notes And Loan Assigned Preliminary Ratings - S&P Global Ratings’ Credit Research
Carlyle Euro CLO 2026-2 DAC Cash Flow Notes And Loan Assigned Preliminary Ratings
Published Oct 29, 2026
Published Oct 29, 2026
Price US$ 150.00  |  Buy this Report Now

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Abstract:

Ratings Class Preliminary rating* Preliminary amount (mil. €) Credit enhancement (%) Interest rate§ A-1 AAA (sf) 118.00 38.00 Three/six-month EURIBOR plus 1.24% A-1 Loan AAA (sf) 130.00 38.00 Three/six-month EURIBOR plus 1.24% A-2 AA (sf) 45.00 26.75 Three/six-month EURIBOR plus 1.70% B A (sf) 24.00 20.75 Three/six-month EURIBOR plus 1.90% C BBB- (sf) 28.00 13.75 Three/six-month EURIBOR plus 2.75% D BB- (sf) 17.00 9.50 Three/six-month EURIBOR plus 4.75% E B- (sf) 12.00 6.50 Three/six-month EURIBOR plus 8.36% Subordinated notes NR 34.40 N/A N/A *The preliminary ratings assigned to the A-1 Loan and class A-1 and A-2 notes address timely interest and ultimate principal payments. Our preliminary ratings address ultimate interest and principal payments on the rest of the other rated

  
Report Type:

Ratings Action

Issuer
Carlyle Euro CLO 2026-2 DAC
Sector
Structured Finance
Country
Ireland
Format:
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MLA:
S&P Global Ratings’ Credit Research. "Carlyle Euro CLO 2026-2 DAC Cash Flow Notes And Loan Assigned Preliminary Ratings" Oct 29, 2026. Alacra Store. Nov 07, 2026. <http://www.alacrastore.com/s-and-p-credit-research/Carlyle-Euro-CLO-2026-2-DAC-Cash-Flow-Notes-And-Loan-Assigned-Preliminary-Ratings-3652086>
  
APA:
S&P Global Ratings’ Credit Research. (). Carlyle Euro CLO 2026-2 DAC Cash Flow Notes And Loan Assigned Preliminary Ratings Oct 29, 2026. New York, NY: Alacra Store. Retrieved Nov 07, 2026 from <http://www.alacrastore.com/s-and-p-credit-research/Carlyle-Euro-CLO-2026-2-DAC-Cash-Flow-Notes-And-Loan-Assigned-Preliminary-Ratings-3652086>
  
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