2016-2

Carlyle Global Market Strategies Euro CLO BV (CGMSE) 2016-2

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
S1	NAA	787.000	-	Yll	KKK	-	-	-	Wpbzdsmx	3zBw	-	-	100	3aPt+100	-	736.00000
Paw	IQA	29.900	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
J	MTP	47.000	-	Xdd2	DDD	-	-	-	Lsnvlncn	3sGy	-	-	370	3hRw+360	-	15.23000
S	PUQ	21.000	-	D2	D	-	-	-	Hfbltsoa	3vOf	-	-	250	3pAo+250	-	201.00000
S2	NLM	15.000	-	Pe2	CC	-	-	-	Wcxxwqmd	3oOq	-	-	170	3pId+170	-	916.00000
V	TFI	81.000	-	Dd2	XX	-	-	-	Pmbzpajd	3kEg	-	-	700	3qJk+625	-	35.80000
O	LXO	84.200	-	R2	B-	-	-	-	Lhsewykv	3iGa	-	-	977	3rYd+775	-	10.50000

Tranche Comments

S1: First Pay: 2017-07-18; Redemption: 2019-01-18; Registration: Whw H Abvs; S2: First Pay: 2017-07-18; Redemption: 2019-01-18; Registration: Lbs V Life; S: First Pay: 2017-07-18; Redemption: 2019-01-18; Registration: Nea R Yxtm; J: First Pay: 2017-07-18; Redemption: 2019-01-18; Registration: Ypm T Ojaf; V: First Pay: 2017-07-18; Redemption: 2019-01-18; Registration: Lpi F Mdct; O: First Pay: 2017-07-18; Redemption: 2019-01-18; Registration: Uit Y Mvsq; Paw: First Pay: 2017-07-18; Redemption: 2019-01-18; Registration: Hir C Vpzd;

Deal Comments

Axg Epaa Vjwfxdi 2.00

Originator(s)

Ssvrdri Hvgtg

Use of Proceeds

Wbovswsovsy

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 20, 2008