Carlyle Global Market Strategies Euro CLO BV

Deals

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-1	DKU	469.000	-	Pvv	-	FFF	-	-	Cjbdjxvk	3wCa	-	92-94	94	3kKg+94	-	922.00000
E	QIZ	68.900	-	V2	-	F	-	-	Qluwjmmu	3xDt	-	230-240	250	3oLk+250	-	498.00000
L	KEN	49.200	-	Bj3	-	LL-	-	-	Ussubrhd	3qKg	-	650-675	700	3iOi+665	-	80.30000
Amm Bav	EGB	7.600	-	XU	-	BN	-	-	-	-	-	-	-	-	-	70.80000
F	QNT	76.500	-	Gkk3	-	OOO-	-	-	Dutzfwtg	3oMf	-	350j	370	3bCu+370	-	857.00000
Xui	EQD	54.100	-	YP	-	ME	-	-	-	-	-	-	-	-	-	Retained
G-2B	SWB	21.200	-	Cb2	-	RR	-	-	Ggacy	GMJ	-	-	-	2.150%	2.150%	117.00000
J-2J	IJI	42.100	-	Oj2	-	VV	-	-	Gmsjphuu	3lRp	-	170-175	175	3bXy+175	-	457.00000
K	PIK	52.100	-	J3	-	U-	-	-	Glrokzdx	3dRs	-	930-950	970	3yNc+901	-	96.90000

Tranche Comments

P-1: First Pay: 2022-08-10; Redemption: 2023-08-22; J-2J: First Pay: 2022-08-10; Redemption: 2023-08-22; G-2B: First Pay: 2022-08-10; Redemption: 2023-08-22; E: First Pay: 2022-08-10; Redemption: 2023-08-22; F: First Pay: 2022-08-10; Redemption: 2023-08-22; L: First Pay: 2022-08-10; Redemption: 2023-08-22; K: First Pay: 2022-08-10; Redemption: 2023-08-22; Amm Bav: First Pay: 2022-08-10; Redemption: 2023-08-22; Xui: First Pay: 2022-08-10; Redemption: 2023-08-22;

Deal Comments

Mzyzk. Hgn Xhzz Wzkygot 1.00

Risk Retention

ZZy Fbgtxxvn

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 16, 2011

WAL Test Period (YRS)

WAL Test Period End Date

Jan 25, 2005