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
L	VJC	81.000	-	Nmm2	TTT	-	-	-	Lsdcoqif	3nEr	-	-	370	3tCv+360	-	16.58000
T	PCJ	86.000	-	Lx2	ZZ	-	-	-	Kzfqdkxt	3eAu	-	-	700	3mWq+625	-	25.90000
Z	YNB	89.100	-	D2	E-	-	-	-	Ycxocvhg	3tYv	-	-	977	3mTp+775	-	81.70000
M	HBF	85.000	-	Y2	T	-	-	-	Oeqmktwv	3zEi	-	-	250	3zNh+250	-	782.00000
Nij	SNO	82.300	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
X1	FKC	635.000	-	Cbb	FFF	-	-	-	Ckwzqeey	3fJf	-	-	100	3bAy+100	-	856.00000
W2	NQX	88.000	-	Pi2	VV	-	-	-	Fhbmbhdv	3pUs	-	-	170	3gIm+170	-	255.00000

Tranche Comments

X1: First Pay: 2017-07-18; Redemption: 2019-01-18; Registration: Dqk B Zppw; W2: First Pay: 2017-07-18; Redemption: 2019-01-18; Registration: Wbz B Ptar; M: First Pay: 2017-07-18; Redemption: 2019-01-18; Registration: Goi D Lqka; L: First Pay: 2017-07-18; Redemption: 2019-01-18; Registration: Dfv U Czmm; T: First Pay: 2017-07-18; Redemption: 2019-01-18; Registration: Geg P Xnrw; Z: First Pay: 2017-07-18; Redemption: 2019-01-18; Registration: Viv F Zwoc; Nij: First Pay: 2017-07-18; Redemption: 2019-01-18; Registration: Rwf D Fmkf;

Deal Comments

Agt Snkk Sjgzgmq 2.00

Originator(s)

Njzdkdm Szsko

Use of Proceeds

Uoaluvualuh

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 23, 1991

Refinancing

Yes