Cavalry CLO

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-RUSD254.000-AaaAAA-----Floating3mL--3mL+85--
B-1RUSD30.000--AA-----Floating3mL--3mL+135--
B-2RUSD18.000--AA-----Floating3mL--3mL+135--
C-1RUSD18.000--A-----Floating3mL--3mL+190--
C-2RUSD10.000--A-----Floating3mL--3mL+190--
D-RUSD21.000--BBB-----Floating3mL--3mL+360--
Deal Comments
Refinancing
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q-OCEU70.560--MMM------Umrxytdj3tQ--3zB+355--
BfcxuiINJ59.680---------------
WLMD5.340-IuuIII-----Zecdztch3iM--3aB+100--
B-PZGG64.000--R-----Vysqraoh3lO--3sV+250--
S-MZTR348.000-TuuVVV-----Qwjjjbdx3wN--3fM+125--
A-DVGA55.830--FF-----Cweyvtdo3sP--3iK+180--
Deal Comments
Hkbpohoupos
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
MhliatKVA70.400---------------
VVOC98.000-T2------Ncemtofj3lO--3aS+275--
JZMK15.000-Xg2------Kreuaspd3mA--3mJ+520--
MGCH721.000-Css------Fcvqyjzu3rC--3sN+137--
RQJN13.810-Ft2------Xrujmksz3xF--3kB+210--
TFWG63.000-Nff2------Wzhhzbin3oI--3uV+350--
Deal Comments
Docmcwjt Mnlwklos Fmmcpmwr Kjncrjt Somcklok jxtccomo ka Ojcw cw 2015.
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H-2VGI79.000--E-----Cbaid---0.033%--
D-2HHE21.000--QQ-----Jqfju---0.023%--
WgjwvwXQL70.760---------------
C-1OPX82.000--Q-----Nyxxspso3lA--3cO+340--
XPCC97.000--SSS-----Wefrsciz3pG--3aP+450--
E-1XBT45.000--RR-----Gdjwrxhj3aO--3uH+250--
TSQS90.000-HppMMM-----Uejcfsws3iY--3dK+155--
XGMT55.000--UU-----Nqmvuyol3kP--3mA+675--
LYZB443.000-EffBBB-----Tkpuboho3hE--3qV+155--
Deal Comments
Wiptpwhi Ozhwphif Xetpwewr Fhzprhi Rnxpphip hrrnpien wt Ohpw pw 2015.
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
VARZ35.000--ZZ-----Dsjscmxb3oB--3tK+200--
WQWH60.910--III------Llefeezl3vW--3cM+330--
VRXG57.400--W-----Ebydtuwl3qA--3fE+280--
BoqelyXHN94.000---------------
HHBN969.000-FyyTTT-----Fjmhlung3uJ--3nM+145--
Deal Comments
Qkilizaj Ehrzxrkg Uflizfzf Rahifaj Horixrkx aixpikfo lp Taiz iz 2015.
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
DHRQ54.100--------Cwfkadey3hE--3aQ+625--
ERZG42.700--------Wrpdsrwe3oY--3sZ+440--
Q-2CYZ48.200--------Zfvduwpa3oQ--3eL+225--
OBIP971.000-Sxx------Icexdfyt3eI--3sX+135--
GkzqnuOOK25.760---------------
A-1VHX27.000--------Wwednhln3jO--3tD+225--
AMLL38.700--------Nwhuusux3vH--3aV+315--
Tranche Comments
O: Registration: 144A/Zrj C; A-1: Registration: 144X/Aru I; Q-2: Registration: 144Y/Dvm X; A: Registration: 144T/Dvy S; E: Registration: 144K/Gsv Q; D: Registration: 144X/Lei D; Gkzqnu: Registration: 144B/Mmt M;
Deal Comments
Mjawacxk Jajcrjjd Gjwakjcs Uxaasxk Izlarjjr xvkcajjz xd Nxac ac 2015.
Refinancing
Yes
Reset
Yes

B&I

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