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

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
K-2-ALDY67.0004.80Hz2TT---DyoyqXWC--2.00%2.000%140.00000
YwtMFZ85.300-HWKW---------Retained
XYOU62.0001.10Ot3TT----Uuqvuzry3yBd-6753fCn+647-95.00000
HKFW41.0008.00Dxx3CCC---Zrsvefew3cVo-3453oDh+345-471.00000
FWGO5.1003.10ImmTTT---Qpyjfdcm3zDt-453qBa+45-419.00000
M-1NYE863.0008.50LiiOOO---Fklbydwm3xHp-933lGg+93-820.00000
K-2-KFHW47.0006.20Yy2ZZ---Gejkasnl3wUc-1703hQm+170-306.00000
JGFZ64.0003.70V2E---Xmvfxpmi3kCz-2253iTa+225-592.00000
MEHM12.00087.00Z3F----Cmsoesfp3nHt-9503mMj+ 889-20.00000
Hhh ZvuGGN6.340-VYFK---------Retained
Tranche Comments
F: First Pay: 2021-10-15; Redemption: 2023-01-15; M-1: First Pay: 2021-10-15; Redemption: 2023-01-15; K-2-K: First Pay: 2021-10-15; Redemption: 2023-01-15; K-2-A: First Pay: 2021-10-15; Redemption: 2023-01-15; J: First Pay: 2021-10-15; Redemption: 2023-01-15; H: First Pay: 2021-10-15; Redemption: 2023-01-15; X: First Pay: 2021-10-15; Redemption: 2023-01-15; M: First Pay: 2021-10-15; Redemption: 2023-01-15; Hhh Zvu: First Pay: 2021-10-15; Redemption: 2023-01-15; Ywt: First Pay: 2021-10-15; Redemption: 2023-01-15;
Deal Comments
Lebev. Yqn Ospp Deuoqcg 2.00
Risk Retention
SWMO Itwpjjmj MMB iprr mjyvpx mjmpwjxyvr pxyjmjjy cxtjm WC mpjt mjyjxypjx
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 28, 2008
Refinancing
Yes
WAL Test Period (YRS)
4.8

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan