2015-2(R)

Carlyle Global Market Strategies Euro CLO BV (CGMSE) 2015-2(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Carlyle Group Inc

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
P-2P	KWE	32.700	-	Tz2	-	TT	-	-	Vbckffuj	3eAf	-	170-175	175	3tTv+175	-	431.00000
W	TXF	90.300	-	I2	-	H	-	-	Zskdtwop	3bGu	-	230-240	250	3zYs+250	-	433.00000
Qda	WOV	53.600	-	OK	-	HY	-	-	-	-	-	-	-	-	-	Retained
Q	AXE	37.400	-	I3	-	N-	-	-	Erkauxxi	3pYq	-	930-950	970	3iCk+901	-	52.50000
Uaa Egq	KJE	7.700	-	SL	-	IN	-	-	-	-	-	-	-	-	-	57.70000
P	VXA	68.400	-	Xa3	-	LL-	-	-	Ehmbcbwa	3tQr	-	650-675	700	3oHq+665	-	42.60000
Y-2J	GGG	33.700	-	Wm2	-	II	-	-	Jiwqj	KSG	-	-	-	2.150%	2.150%	197.00000
J	GLD	44.800	-	Nhh3	-	TTT-	-	-	Bbpwxzpq	3fOj	-	350i	370	3hZj+370	-	437.00000
U-1	TEM	596.000	-	Wkk	-	HHH	-	-	Ezyettoz	3iKq	-	92-94	94	3tQi+94	-	629.00000

Tranche Comments

U-1: First Pay: 2022-08-10; Redemption: 2023-08-22; P-2P: First Pay: 2022-08-10; Redemption: 2023-08-22; Y-2J: First Pay: 2022-08-10; Redemption: 2023-08-22; W: First Pay: 2022-08-10; Redemption: 2023-08-22; J: First Pay: 2022-08-10; Redemption: 2023-08-22; P: First Pay: 2022-08-10; Redemption: 2023-08-22; Q: First Pay: 2022-08-10; Redemption: 2023-08-22; Uaa Egq: First Pay: 2022-08-10; Redemption: 2023-08-22; Qda: First Pay: 2022-08-10; Redemption: 2023-08-22;

Deal Comments

Qzpzm. Ygh Qcvv Bzfpgnt 1.00

Risk Retention

YQo Cfqvfxnk

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 17, 2014

WAL Test Period (YRS)

WAL Test Period End Date

Apr 6, 2026