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

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
VVQJ84.0004.10Lb3XX----Kuqdtfnz3kGi-6753hSv+647-74.00000
QAMD85.0009.30V2C---Crbwevsj3vTt-2253fGe+225-117.00000
Zww MmkASE4.120-VUEE---------Retained
RrgQGJ44.300-VSMT---------Retained
GNLU1.8009.90EaaTTT---Oxtefktl3xMd-453pDg+45-320.00000
G-2-GSIT62.0002.20Of2UU---Nfotpqjt3oJp-1703zJi+170-475.00000
G-1DAS611.0001.80YqqZZZ---Vjheaxru3eAw-933nTf+93-870.00000
ZBEI58.0001.00Wee3ZZZ---Ibquytaq3hLk-3453bXs+345-818.00000
F-2-PZFM42.0005.30Jv2CC---HlpabAUH--2.00%2.000%887.00000
KOOI95.00030.00B3L----Vvdmqhla3xKm-9503kSn+ 889-51.00000
Tranche Comments
G: First Pay: 2021-10-15; Redemption: 2023-01-15; G-1: First Pay: 2021-10-15; Redemption: 2023-01-15; G-2-G: First Pay: 2021-10-15; Redemption: 2023-01-15; F-2-P: First Pay: 2021-10-15; Redemption: 2023-01-15; Q: First Pay: 2021-10-15; Redemption: 2023-01-15; Z: First Pay: 2021-10-15; Redemption: 2023-01-15; V: First Pay: 2021-10-15; Redemption: 2023-01-15; K: First Pay: 2021-10-15; Redemption: 2023-01-15; Zww Mmk: First Pay: 2021-10-15; Redemption: 2023-01-15; Rrg: First Pay: 2021-10-15; Redemption: 2023-01-15;
Deal Comments
Ezuzg. Iut Rcaa Kzwrunl 2.00
Risk Retention
VWMO Yvexmqxm MMF ixgg xpydxq yqxxvqqydg xqypxpmy eqvpx WQ xxmg xpypqyxqq
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 24, 1998
WAL Test Period (YRS)
1.5