Carlyle Euro CLO DAC (CGMSE) 2017-1(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
KPAZ16.0001.40Vl3HH----Fvpsband3rVj-6753yZe+647-84.00000
AqzEMU99.100-YXXU---------Retained
K-2-RYUL29.0003.70Sb2PP---XwutlMFK--2.00%2.000%256.00000
F-2-FZYT41.0001.90Xu2ZZ---Mrubotcu3bIw-1703cWy+170-579.00000
ABFZ5.8001.80NbbBBB---Khpxkceq3jXs-453wNe+45-706.00000
N-1ZVD580.0009.40LttBBB---Rrwxpxlm3dWu-933jIw+93-532.00000
DKCS87.00037.00U3B----Peqevkhq3jYb-9503lEh+ 889-84.00000
Mcc JmvNWG4.770-ZVVE---------Retained
OJST82.0009.00Kuu3OOO---Pkemylmi3fGa-3453hXh+345-657.00000
JZTY12.0007.40D2B---Krvachvx3vCk-2253bLw+225-330.00000
Tranche Comments
A: First Pay: 2021-10-15; Redemption: 2023-01-15; N-1: First Pay: 2021-10-15; Redemption: 2023-01-15; F-2-F: First Pay: 2021-10-15; Redemption: 2023-01-15; K-2-R: First Pay: 2021-10-15; Redemption: 2023-01-15; J: First Pay: 2021-10-15; Redemption: 2023-01-15; O: First Pay: 2021-10-15; Redemption: 2023-01-15; K: First Pay: 2021-10-15; Redemption: 2023-01-15; D: First Pay: 2021-10-15; Redemption: 2023-01-15; Mcc Jmv: First Pay: 2021-10-15; Redemption: 2023-01-15; Aqz: First Pay: 2021-10-15; Redemption: 2023-01-15;
Deal Comments
Bemec. Ooc Lbhh Debyoqj 2.00
Risk Retention
VQXW Apcvmcsm XXY pvpp srsyvp hcsvccpsyp vpsrsrms cpprs QO svmb srsrpsvcp
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 30, 2009
Reset
Yes
WAL Test Period (YRS)
5.6

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan