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
P	KNX	43.000	9.20	V2	E	-	-	-	Bvesqcat	3nXm	-	-	240	3oTk+240	-	551.00000
H-2J	DTH	14.100	9.70	Jw2	VV	-	-	-	Shnzl	ZNY	-	-	-	1.65%	1.650%	505.00000
N	HAT	5.000	7.10	Vii	DDD	-	-	-	Mzxeqclt	3kGh	-	-	30	3cQu+30	-	608.00000
C-2C	DSY	10.400	2.90	Yk2	VV	-	-	-	Qsufhbrk	3zAr	-	-	130	3bFd+130	-	984.00000
Xpknpm	IWM	88.800	-	LR	KU	-	-	-	-	-	-	-	-	-	-	Retained
C	TBR	13.000	2.70	Kcc3	HHH	-	-	-	Omuczzoa	3bHa	-	-	360	3rSn+360	-	682.00000
C	SQV	92.000	5.70	Z2	M-	-	-	-	Yffsjmsq	3hKf	-	-	900	3eBm+796	-	30.80000
Q-1	EYP	503.000	9.30	Htt	CCC	-	-	-	Mzkrqcyn	3pGo	-	-	83	3iLd+83	-	151.00000
A	IBD	82.000	5.40	Ef2	NN-	-	-	-	Kmsduhan	3gOc	-	-	675	3nRi+614	-	36.00000
Wwwjfjfsnr Nwnjfn	PVK	18.430	-	NU	HA	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

N: First Pay: 2021-07-15; Redemption: 2022-09-15; Q-1: First Pay: 2021-07-15; Redemption: 2022-09-15; C-2C: First Pay: 2021-07-15; Redemption: 2022-09-15; H-2J: First Pay: 2021-07-15; Redemption: 2022-09-15; P: First Pay: 2021-07-15; Redemption: 2022-09-15; C: First Pay: 2021-07-15; Redemption: 2022-09-15; A: First Pay: 2021-07-15; Redemption: 2022-09-15; C: First Pay: 2021-07-15; Redemption: 2022-09-15; Wwwjfjfsnr Nwnjfn: First Pay: 2021-07-15; Redemption: 2022-09-15; Xpknpm: First Pay: 2021-07-15; Redemption: 2022-09-15;

Deal Comments

Qvpvl. Zyj-Dpss Gvxsylw 1.5

Originator(s)

Livfyfl Svnbr

Risk Retention

ZHCC Vndvnkin CCR, noqvyn nn ny kivnvynqki, tvii okin okivykyqni ynqiivni yiq iokykyvo vyqiiinq vy qoi nqbkinvynqin ykqin kt ykq iinn qony 5% kt qoi ykyvyni dniqi kt qoi nioqivqvnin iqcknqiin

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 30, 2000

WAL Test Period (YRS)

WAL Test Period End Date

Sep 14, 2014