2016-2(R)

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

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S	OBV	7.000	2.10	Nww	EEE	-	-	-	Okzwpzny	3pMz	-	30	3jIz+30	-	887.00000
S	ZTD	55.000	7.70	X2	X	-	-	-	Jqoxmtek	3oOk	-	240	3sPs+240	-	392.00000
L	BHH	60.000	3.10	H2	Y-	-	-	-	Pubfwkms	3oBz	-	900	3wAh+796	-	82.20000
T-2Q	YEW	75.700	1.10	Or2	YY	-	-	-	Mhpis	AHI	-	-	1.65%	1.650%	545.00000
M	SWE	66.000	6.70	Pw2	PP-	-	-	-	Qyzslffz	3rDt	-	675	3oQf+614	-	40.00000
A-2A	AEL	50.300	2.90	Vx2	DD	-	-	-	Spclblmj	3tFl	-	130	3aWm+130	-	681.00000
Zddsba	WUH	88.800	-	WT	BW	-	-	-	-	-	-	-	-	-	Retained
U	OIY	44.000	7.20	Vii3	LLL	-	-	-	Cfeqaqtt	3qYr	-	360	3yIg+360	-	385.00000
H-1	JOY	584.000	6.10	Lkk	XXX	-	-	-	Rpmorjah	3eAz	-	83	3zHr+83	-	211.00000
Fbbpepmvcn Fzlpey	BIX	19.850	-	LV	YX	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

S: First Pay: 2021-07-15; Redemption: 2022-09-15; H-1: First Pay: 2021-07-15; Redemption: 2022-09-15; A-2A: First Pay: 2021-07-15; Redemption: 2022-09-15; T-2Q: First Pay: 2021-07-15; Redemption: 2022-09-15; S: First Pay: 2021-07-15; Redemption: 2022-09-15; U: First Pay: 2021-07-15; Redemption: 2022-09-15; M: First Pay: 2021-07-15; Redemption: 2022-09-15; L: First Pay: 2021-07-15; Redemption: 2022-09-15; Fbbpepmvcn Fzlpey: First Pay: 2021-07-15; Redemption: 2022-09-15; Zddsba: First Pay: 2021-07-15; Redemption: 2022-09-15;

Deal Comments

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Originator(s)

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Risk Retention

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Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 28, 1999

WAL Test Period (YRS)

WAL Test Period End Date

Nov 1, 2023