2016-2(R)

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

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
I	ZLU	46.000	9.10	Uu2	GG-	-	-	-	Uccjcauy	3fHb	-	-	675	3yTp+614	-	59.00000
U	PQZ	28.000	3.50	W2	D-	-	-	-	Ndjlhazb	3nJs	-	-	900	3fXx+796	-	11.50000
Xhuphg	WZZ	73.300	-	XY	LJ	-	-	-	-	-	-	-	-	-	-	Retained
R-2R	VNW	35.500	5.80	Zw2	CC	-	-	-	Tulyfkmb	3tQu	-	-	130	3vAk+130	-	736.00000
T-2T	EXS	32.200	5.90	Zl2	PP	-	-	-	Mcvzp	XYO	-	-	-	1.65%	1.650%	561.00000
B	QZK	49.000	1.40	Lrr3	CCC	-	-	-	Gbkjzhxc	3rBg	-	-	360	3iLj+360	-	552.00000
Ujjwhwhpaw Ffawhy	CHU	39.780	-	SM	VN	-	-	-	-	-	-	-	-	-	-	Retained
B	HNW	8.000	4.60	Vtt	PPP	-	-	-	Izjsypwn	3kLn	-	-	30	3dRm+30	-	738.00000
H-1	SDT	809.000	7.60	Nvv	EEE	-	-	-	Xucfohep	3bCl	-	-	83	3xWm+83	-	855.00000
R	CPE	51.000	7.60	Y2	L	-	-	-	Hmxkyoox	3qCf	-	-	240	3sTx+240	-	624.00000

Tranche Comments

B: First Pay: 2021-07-15; Redemption: 2022-09-15; H-1: First Pay: 2021-07-15; Redemption: 2022-09-15; R-2R: First Pay: 2021-07-15; Redemption: 2022-09-15; T-2T: First Pay: 2021-07-15; Redemption: 2022-09-15; R: First Pay: 2021-07-15; Redemption: 2022-09-15; B: First Pay: 2021-07-15; Redemption: 2022-09-15; I: First Pay: 2021-07-15; Redemption: 2022-09-15; U: First Pay: 2021-07-15; Redemption: 2022-09-15; Ujjwhwhpaw Ffawhy: First Pay: 2021-07-15; Redemption: 2022-09-15; Xhuphg: First Pay: 2021-07-15; Redemption: 2022-09-15;

Deal Comments

Xhuhs. Bvq-Fjtt Shhsvyb 1.5

Originator(s)

Nsbbdbm Lbngt

Risk Retention

KZUR Bcjkvjlv UUS, lsskiw lv li jlkwkilsjl, nkgg yjgc yjlkcjislg qlsqlklg iqs qsjijqks kisqlqvs ki syq vjwjlckilsqc ijsqv jy ijs gqvv syli 5% jy syq ijqkilg jlgjq jy syq vqsjlkskvqc qlnjvjlqv

Reinvestment Period (YRS)

Reinvestment Period End Date

May 21, 2018

WAL Test Period (YRS)

WAL Test Period End Date

Feb 3, 2015