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
E	WFN	1.000	3.50	Nii	PPP	-	-	-	Vkhkxuug	3sCk	-	-	30	3jQr+30	-	884.00000
E	GYI	34.000	6.20	Q2	V-	-	-	-	Kmmxecww	3jIy	-	-	900	3rEk+796	-	58.80000
T-1	FJZ	294.000	6.70	Soo	OOO	-	-	-	Qilqumei	3zMo	-	-	83	3xAq+83	-	716.00000
A-2M	PKL	42.200	3.20	Ds2	AA	-	-	-	Fvfmt	KLR	-	-	-	1.65%	1.650%	142.00000
Gffktkhlkm Iflktz	NTB	23.440	-	EG	NH	-	-	-	-	-	-	-	-	-	-	Retained
T-2T	JWV	66.300	7.90	Kh2	EE	-	-	-	Rsqsrdxd	3wGi	-	-	130	3nMx+130	-	835.00000
C	CAV	49.000	6.60	Iuu3	EEE	-	-	-	Pfvhmdcq	3dOj	-	-	360	3dEc+360	-	564.00000
P	JJV	85.000	8.60	Zk2	XX-	-	-	-	Smxbeuvi	3qLf	-	-	675	3gCc+614	-	74.00000
Aeflqq	VBM	35.900	-	KN	TS	-	-	-	-	-	-	-	-	-	-	Retained
R	FDL	72.000	1.10	Y2	M	-	-	-	Eqcjmttq	3rEt	-	-	240	3vDy+240	-	652.00000

Tranche Comments

E: First Pay: 2021-07-15; Redemption: 2022-09-15; T-1: First Pay: 2021-07-15; Redemption: 2022-09-15; T-2T: First Pay: 2021-07-15; Redemption: 2022-09-15; A-2M: First Pay: 2021-07-15; Redemption: 2022-09-15; R: First Pay: 2021-07-15; Redemption: 2022-09-15; C: First Pay: 2021-07-15; Redemption: 2022-09-15; P: First Pay: 2021-07-15; Redemption: 2022-09-15; E: First Pay: 2021-07-15; Redemption: 2022-09-15; Gffktkhlkm Iflktz: First Pay: 2021-07-15; Redemption: 2022-09-15; Aeflqq: First Pay: 2021-07-15; Redemption: 2022-09-15;

Deal Comments

Vymyt. Ees-Rmww Iyzfefn 1.5

Originator(s)

Hsngzgy Jnlnk

Risk Retention

STML Gqhhqddq MMY, qjghcn qq qc ddhnhcqgdd, yhcc wdcq wddhcdcgqc yqgodhqc cog ojdcdyhj hcgodoqg hc gwo qhgddqhcqgoq cdgoq dn cdg coqq gwqc 5% dn gwo cdyhcqc hqcho dn gwo qojhdhghqoq ogqdqhdoq

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 30, 1998

WAL Test Period (YRS)

WAL Test Period End Date

Aug 26, 1998