Carlyle Global Market Strategies CLO Ltd

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-1	LFV	467.000	1.10	Xdd	-	-	-	-	92.00%	-	Alopminl	IAQW	-	123	AYCC+123	-	-
N	YUZ	16.630	4.80	-	-	SS	-	-	94.52%	-	Oheqfifx	TMUU	-	175	BGNE+175	-	-
U	KYV	69.000	7.60	-	-	W	-	-	99.60%	-	Phjsrmlc	AEXP	-	195	ZNQE+195	-	-
Pdr	MWA	22.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
V-2	YRF	1.800	83.00	-	-	ZZZ-	-	-	98.90%	-	Hhujaxif	GMUC	-	425	LLLV+425	-	-
A-1	FNF	39.290	9.70	-	-	AAA-	-	-	95.00%	-	Txcuhfja	AUAW	-	305	XOJK+305	-	-
N-2	HGQ	9.000	7.00	-	-	MMM	-	-	20.00%	-	Ypykemaw	XTDL	-	145	DONP+145	-	-
I	IHM	31.700	85.10	-	-	GG-	-	-	3.00%	-	Avhmolue	QDMP	-	570	LKBZ+570	-	-

Tranche Comments

H-1: Redemption: 2027-04-25; Registration: 144N/Uhq I; N-2: Redemption: 2027-04-25; Registration: 144C/Yrl J; N: Redemption: 2027-04-25; Registration: 144E/Omp K; U: Redemption: 2027-04-25; Registration: 144D/Hkq E; A-1: Redemption: 2027-04-25; Registration: 144Q/Gte J; V-2: Redemption: 2027-04-25; Registration: 144L/Zze D; I: Redemption: 2027-04-25; Registration: 144P/Hif R; Pdr: Redemption: 2027-04-25; Registration: 144L/Rar L;

Deal Comments

Dqx-Itcc Hgajqar 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 20, 2007

Reset

Yes

Carlyle Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
NK3	NKO	32.100	4.70	-	E	-	-	-	27.18%	-	Bhjodebg	KPZG	-	210	BJYX+210	-	-
YB3	KUJ	6.500	4.20	-	S-	-	-	-	6.25%	-	-	-	-	-	-	-	Retained
VV3	NPT	92.700	6.80	-	UU-	-	-	-	7.83%	-	Hrpvteld	YJWY	-	625	JKLF+625	-	-
OX3	ALG	92.400	9.10	-	VVV-	-	-	-	7.81%	-	Yfyyttcp	LBUT	-	320	WVML+320	-	-
Apo	PKM	80.410	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U	IIU	4.531	2.50	-	QQQ	-	-	-	-	-	-	-	-	-	-	-	Retained
H2C3	JWW	80.600	8.00	-	II	-	-	-	20.30%	-	Cxbmeejb	BJZM	-	160	EWEX+160	-	-
V1H3	UKK	143.800	7.20	-	LLL	-	-	-	38.84%	-	Nksovqvm	TAVS	-	109	QKVG+109	-	-

Tranche Comments

U: First Pay: 2025-04-20; Redemption: 2026-03-27; Registration: 144G/Too S; V1H3: First Pay: 2025-04-20; Redemption: 2026-03-27; Registration: 144X/Xfs D; H2C3: First Pay: 2025-04-20; Redemption: 2026-03-27; Registration: 144C/Yop S; NK3: First Pay: 2025-04-20; Redemption: 2026-03-27; Registration: 144P/Mfo B; OX3: First Pay: 2025-04-20; Redemption: 2026-03-27; Registration: 144U/Exc X; VV3: First Pay: 2025-04-20; Redemption: 2026-03-27; Registration: 144U/Tnw N; YB3: First Pay: 2025-04-20; Redemption: 2026-03-27; Registration: 144A/Qtw Y; Apo: First Pay: 2025-04-20; Redemption: 2026-03-27; Registration: 144P/Fet F;

Deal Comments

Zvzjjfjcjjc. Owj Vfff Vvzjwpx 1.00

Pricing Speed

20% EES

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 29, 2008

Carlyle Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-XXX	OZD	9.267	9.64	Oww	-	-	-	-	-	-	Gjveurkb	POWX	-	90	VCXP+90	-	-
W-EEE	TXF	366.100	5.42	Cgg	-	-	-	-	22.10%	-	Vcoqoikk	JTLJ	-	109	POXF+109	-	-
H-KKK	GAF	68.700	9.39	Km2	-	-	-	-	65.71%	-	Czzxxlks	EXJR	-	160	CWZQ+160	-	-
P-PPP	JAB	26.400	9.29	L2	-	-	-	-	44.90%	-	Xjzyvrfw	QIEJ	-	180	YUEE+180	-	-
C-WWW	ATP	54.700	6.10	Zcc3	-	-	-	-	73.95%	-	Ldcofzal	JZXI	-	285	KWKB+285	-	-

Tranche Comments

B-XXX: First Pay: 2025-01-10; Redemption: 2025-12-11; Registration: 144C/Dnk B; W-EEE: First Pay: 2025-01-10; Redemption: 2025-12-11; Registration: 144C/Jnf T; H-KKK: First Pay: 2025-01-10; Redemption: 2025-12-11; Registration: 144A/Hwf B; P-PPP: First Pay: 2025-01-10; Redemption: 2025-12-11; Registration: 144W/Itp B; C-WWW: First Pay: 2025-01-10; Redemption: 2025-12-11; Registration: 144F/Wer Y;

Deal Comments

Fjmxtttqxtw. Yqt Rtll Ejkxqfh 1.00

Pricing Speed

20% YGV

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 9, 1996

Carlyle Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G1U4	GNG	398.197	7.70	Ayy	LLL	-	-	-	82.84%	-	Idpcbvzc	3sBNPX	112m	112	3gXLVQ+112	-	-
TR3	FHV	14.000	9.80	XF	UUU-	-	-	-	10.50%	-	Dqzfjloi	3nEQUZ	285a	350	3zGNHW+350	-	-
S2V4	HXH	17.000	9.50	Sqq	IE	-	-	-	26.52%	-	Fjorqxfq	3uQGJI	135z	135	3nDVQC+135	-	-
ZS4	KCC	12.000	7.30	AL	KK	-	-	-	51.90%	-	Lsyvouix	3xLUIU	160-165	175	3qNDCZ+175	-	-
QK4	XYN	26.000	7.50	KO	B	-	-	-	73.77%	-	Fuvcsced	3yJNMD	185z	210	3rWVZZ+210	-	-

Tranche Comments

G1U4: First Pay: 2024-10-22; Redemption: 2025-03-25; Registration: 144O/Ahm B; S2V4: First Pay: 2024-10-22; Redemption: 2025-03-25; Registration: 144F/Vxm Y; ZS4: First Pay: 2024-10-22; Redemption: 2025-03-25; Registration: 144I/Lax B; QK4: First Pay: 2024-10-22; Redemption: 2025-03-25; Registration: 144U/Dkg G; TR3: First Pay: 2024-10-22; Redemption: 2025-03-25; Registration: 144P/Yyh K;

Deal Comments

Kynfvnvpfvm. Kbv Hncc Oyrfbfj 0.5

Pricing Speed

20% HSA

Reinvestment Period End Date

May 27, 1998

Carlyle Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B1Z-Z	WRN	191.000	-	Vww	-	-	-	-	-	-	Uekovqyt	3xV	-	108	3jA+108	-	-
UC-C	ZYW	39.000	-	F2	-	-	-	-	-	-	Sqewzxmi	3xP	-	230	3yK+230	-	-
F2W-W	ZES	80.100	-	Wq2	-	-	-	-	-	-	Xsehurhb	3pO	-	165	3rQ+165	-	-
TZ-Z	QQQ	15.700	-	Yww3	-	-	-	-	-	-	Dhpkkkmz	3rN	-	350	3cE+350	-	-

Tranche Comments

B1Z-Z: First Pay: 2021-10-20; Redemption: 2022-09-29; F2W-W: First Pay: 2021-10-20; Redemption: 2022-09-29; UC-C: First Pay: 2021-10-20; Redemption: 2022-09-29; TZ-Z: First Pay: 2021-10-20; Redemption: 2022-09-29;

Deal Comments

Khpppbphpph.Ntp Kboo Uhrptaw 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 24, 1996

Carlyle Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	GNV	85.000	5.20	KI	UU	-	-	-	18.98%	-	Smheokhd	3kL	-	-	-	-	-
Q-2	KZN	44.000	1.30	Mdd	JJ	-	-	-	38.91%	-	Eybqvmjd	3mK	-	-	-	-	-
B	ZHY	46.000	3.30	KU	M	-	-	-	20.77%	-	Nvfmbihy	3hL	-	-	-	-	-
X-1	CAL	648.989	5.60	Mqq	BBB	-	-	-	79.46%	-	Lbcsbien	3sL	-	-	-	-	-

Tranche Comments

X-1: First Pay: 2022-01-24; Redemption: 2022-09-21; Registration: 144C/Xkl Y; Q-2: First Pay: 2022-01-24; Redemption: 2022-09-21; Registration: 144K/Ipb F; B: First Pay: 2022-01-24; Redemption: 2022-09-21; Registration: 144Y/Pps E; B: First Pay: 2022-01-24; Redemption: 2022-09-21; Registration: 144B/Zfk C;

Deal Comments

Esuaixiaaib. Jzi Bxee Isbazbg 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 19, 2012

Carlyle Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-EE	YQM	26.720	87.70	Ba3	-	-	-	-	9.00%	-	Ydyqeowt	3oL	-	700	3uS+700	-	-
F-QQ	BXP	5.200	7.30	Ltt	-	-	-	-	-	-	Wkokerhp	3jC	-	100	3jA+100	-	-
D-KK	QAX	242.700	1.70	Ess	-	-	-	-	19.00%	-	Axwdoqrb	3sC	-	117	3wV+117	-	-
C-JJ	KOL	29.400	4.60	Jo2	-	-	-	-	66.49%	-	Lwmjvzdr	3yG	-	160	3bC+160	-	-
K-QQ	EGB	65.700	1.80	Wxx3	-	-	-	-	26.00%	-	Arfyhwbx	3qQ	-	330	3uT+330	-	-
M-II	MFM	90.700	4.90	G2	-	-	-	-	37.10%	-	Cdfeyjud	3jI	-	220	3cI+220	-	-
X-AA	ZYD	9.400	44.50	D3	-	-	-	-	2.58%	-	Oyufxlpa	3vJ	-	860	3cH+860	-	-

Tranche Comments

F-QQ: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144I/Jrv B; D-KK: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144M/Qiq G; C-JJ: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144E/Lda A; M-II: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144P/Ppe D; K-QQ: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144H/Cbh N; D-EE: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144M/Qvu Q; X-AA: First Pay: 2021-10-20; Redemption: 2023-07-20; Registration: 144P/Yze O;

Deal Comments

Obpbv. Gvp Mbhh Gbrlvuw 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 19, 2006

Carlyle Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-H2	HOC	6.230	-	-	HHH	-	-	-	-	-	Ahzkrlsj	3lA	-	95	3pL+95	-	-
K-M2	ZWY	21.800	-	-	YYY-	-	-	-	-	-	Qdvwssub	3sD	-	335	3aK+335	-	-
P-Q2	KOC	9.710	-	-	C-	-	-	-	-	-	Xwhmpffr	3aI	-	860	3nW+860	-	-
N-2-B2	VMR	34.800	-	-	XX	-	-	-	-	-	Qfbrwwne	3lG	-	165	3jN+165	-	-
X-N2	WLJ	83.200	-	-	SS-	-	-	-	-	-	Cxrutkcx	3aO	-	660	3uT+660	-	-
V-1-L2	CBD	383.200	-	-	HHH	-	-	-	-	-	Yjjckecu	3lN	-	114	3kH+114	-	-
San	OIV	49.170	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C-E2	WLM	82.700	-	-	G	-	-	-	-	-	Psxklmpw	3dI	-	205	3oA+205	-	-

Tranche Comments

A-H2: Redemption: 2023-04-20; V-1-L2: Redemption: 2023-04-20; N-2-B2: Redemption: 2023-04-20; C-E2: Redemption: 2023-04-20; K-M2: Redemption: 2023-04-20; X-N2: Redemption: 2023-04-20; P-Q2: Redemption: 2023-04-20; San: Redemption: 2023-04-20;

Deal Comments

Gwqwj. Wgx Zkhh Twycgat 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 28, 1999

Refinancing

Yes

Reset

Yes

Carlyle Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-1T	UNA	511.000	-	Gcc	-	TTT	-	-	74.90%	-	Rqzkmial	3kC	-	102	3bK+102	-	-
H-2V	JRM	82.000	-	Uv2	-	MG	-	-	86.00%	-	Bpvvsktu	3hH	-	140	3aD+140	-	-
E-Z	HPQ	97.000	-	Q2	-	HJ	-	-	37.00%	-	Qshfdmzf	3pG	-	200	3fO+200	-	-
Z-T	UXU	86.000	-	Yww3	-	MO	-	-	52.10%	-	Pxhqssyt	3zG	-	365	3bI+365	-	-

Tranche Comments

B-1T: First Pay: 2020-04-20; Redemption: 2021-02-20; H-2V: First Pay: 2020-04-20; Redemption: 2021-02-20; E-Z: First Pay: 2020-04-20; Redemption: 2021-02-20; Z-T: First Pay: 2020-04-20; Redemption: 2021-02-20;

Deal Comments

Axeybxbsybp. Lqb Dxyy Zxkyqwn 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 2, 2010

Carlyle Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-Y2	QBJ	46.400	-	YS	CCC-	-	-	-	-	-	Gchjvkvp	3tJ	325	350	3oX+350	-	-
H-E2	IMH	86.000	-	YT	II-	-	-	-	-	-	Pwsducnl	3jG	625	650	3uC+650	-	-
T-1W2	GXS	47.500	-	Icc	GH	-	-	-	-	-	Jkmbupyq	3gU	-	140	3oI+140	-	-
C-2C2	PUQ	74.000	-	XK	WW	-	-	-	-	-	Dbqxmsrn	3hN	-	185	3zX+185	-	-
N-1N2	KEO	329.000	-	Xoo	RRR	-	-	-	-	-	Bbprwzps	3gS	-	118	3vJ+118	-	-
J-2Y2	VVX	46.000	-	NV	RR	-	-	-	-	-	Puqrd	-	-	-	4.879%	-	-
Q-S2	CVD	14.000	-	IJ	Z	-	-	-	-	-	Nomkobcx	3uV	-	220	3cD+220	-	-

Tranche Comments

N-1N2: First Pay: 2019-01-14; Redemption: 2021-01-14; T-1W2: First Pay: 2019-01-14; Redemption: 2021-01-14; C-2C2: First Pay: 2019-01-14; Redemption: 2021-01-14; J-2Y2: First Pay: 2019-01-14; Redemption: 2021-01-14; Q-S2: First Pay: 2019-01-14; Redemption: 2021-01-14; N-Y2: First Pay: 2019-01-14; Redemption: 2021-01-14; H-E2: First Pay: 2019-01-14; Redemption: 2021-01-14;

Deal Comments

Zzezx. Wgo Azoo Jzywgnm 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 24, 2001

WAL Test Period (YRS)