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
Zvv Gxc	IDN	1.300	-	NB	-	GW	-	-	-	-	-	-	-	-	-	43.40000
J	BYW	20.500	-	B2	-	Q	-	-	Hhmsjsor	3eXo	-	230-240	250	3rEe+250	-	566.00000
Ryu	GHD	30.100	-	JQ	-	UM	-	-	-	-	-	-	-	-	-	Retained
W-2D	MLS	57.800	-	Ez2	-	MM	-	-	Ntoig	NSS	-	-	-	2.150%	2.150%	889.00000
T-2T	OPR	10.400	-	Sz2	-	JJ	-	-	Ajpqbdab	3nCx	-	170-175	175	3wOk+175	-	345.00000
F	KHS	64.500	-	Hhh3	-	WWW-	-	-	Hvsjzqbe	3fZq	-	350h	370	3pZt+370	-	815.00000
O	KDK	95.800	-	Ls3	-	AA-	-	-	Kmapwmal	3pBx	-	650-675	700	3rTr+665	-	56.10000
Y	PWF	80.300	-	V3	-	C-	-	-	Lejdauxl	3qTk	-	930-950	970	3rPa+901	-	72.80000
T-1	DDJ	924.000	-	Itt	-	HHH	-	-	Kkxmctio	3fRg	-	92-94	94	3mSq+94	-	364.00000

Tranche Comments

T-1: First Pay: 2022-08-10; Redemption: 2023-08-22; T-2T: First Pay: 2022-08-10; Redemption: 2023-08-22; W-2D: First Pay: 2022-08-10; Redemption: 2023-08-22; J: First Pay: 2022-08-10; Redemption: 2023-08-22; F: First Pay: 2022-08-10; Redemption: 2023-08-22; O: First Pay: 2022-08-10; Redemption: 2023-08-22; Y: First Pay: 2022-08-10; Redemption: 2023-08-22; Zvv Gxc: First Pay: 2022-08-10; Redemption: 2023-08-22; Ryu: First Pay: 2022-08-10; Redemption: 2023-08-22;

Deal Comments

Mawaq. Ghg Epaa Mayzhrt 1.00

Risk Retention

OFn Tsnveygd

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 10, 2020

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Apr 16, 2000