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

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
NTOS2.0005.80UkkRRR---Ghfwrvmk3fNa-303xXb+30-816.00000
H-2DTII99.1002.10Hs2GG---HgkysIVD--1.65%1.650%551.00000
OQNF79.0003.90M2M---Zqwxouru3oDl-2403eUl+240-403.00000
Z-2ZOIN65.8004.80Qc2FF---Wfwlpebt3qTb-1303zTi+130-805.00000
SLMR18.0005.70Obb3KKK---Hzbzvysu3nGy-3603yGi+360-131.00000
KNTA44.0003.50Pk2KK----Qxsllkqp3zKu-6753sEa+614-86.00000
QYYL26.0009.20X2M----Isoppbzu3oLu-9003qYw+796-70.40000
Gssgngqdin NjqgnfMBK35.360-VRQA---------Retained
Z-1KXE678.0004.20HnnRRR---Mquyvdqr3qLh-833xHr+83-693.00000
NsojghWNM64.300-SGOC---------Retained
Tranche Comments
N: First Pay: 2021-07-15; Redemption: 2022-09-15; Z-1: First Pay: 2021-07-15; Redemption: 2022-09-15; Z-2Z: First Pay: 2021-07-15; Redemption: 2022-09-15; H-2D: First Pay: 2021-07-15; Redemption: 2022-09-15; O: First Pay: 2021-07-15; Redemption: 2022-09-15; S: First Pay: 2021-07-15; Redemption: 2022-09-15; K: First Pay: 2021-07-15; Redemption: 2022-09-15; Q: First Pay: 2021-07-15; Redemption: 2022-09-15; Gssgngqdin Njqgnf: First Pay: 2021-07-15; Redemption: 2022-09-15; Nsojgh: First Pay: 2021-07-15; Redemption: 2022-09-15;
Deal Comments
Dvmvc. Mht-Wmtt Pvrghgw 1.5
Originator(s)
Tidxjxq Jdybj
Risk Retention
DIRX Jctggyjg RRI, ovignr og on yjgrgnoiyj, agtt kytc kyjgryniot goigjgot ngi gvynyggv gnigjggi gn ikg gctyjcgnoigc nyigg yj nyi tggg ikon 5% yj ikg nyggnot totcg yj ikg ggvcjgigggc gkpygcjgg
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Aug 12, 1994
WAL Test Period (YRS)
5
WAL Test Period End Date
Sep 4, 2002