2016-1(R)

Carlyle Global Market Strategies CLO Ltd (CGMS) 2016-1(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Carlyle Group Inc

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
H	TFW	8.233	6.30	-	CCC	-	-	-	-	-	-	-	-	-	-	-	-	Retained
CE3	VSB	76.100	9.80	-	AAA-	-	-	-	8.90%	-	Wzexsmuj	EBJZ	-	-	320	IVIW+320	-	-
FF3	UWJ	6.180	9.10	-	W-	-	-	-	9.84%	-	-	-	-	-	-	-	-	Retained
Fpx	XEJ	72.950	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D2J3	UPI	23.800	5.00	-	HH	-	-	-	81.60%	-	Yvcvxmtk	QZJY	-	-	160	DPNJ+160	-	-
Q1D3	LZP	449.900	5.80	-	UUU	-	-	-	41.88%	-	Blsbkhpv	VEHQ	-	-	109	XNGH+109	-	-
FI3	WOA	43.400	6.70	-	X	-	-	-	92.29%	-	Lsosyqsx	PTAD	-	-	210	PQYL+210	-	-
UO3	LVX	69.900	8.50	-	OO-	-	-	-	9.41%	-	Ylutscyt	LDJM	-	-	625	NUDA+625	-	-

Tranche Comments

H: First Pay: 2025-04-20; Redemption: 2026-03-27; Registration: 144B/Hmc Z; Q1D3: First Pay: 2025-04-20; Redemption: 2026-03-27; Registration: 144H/Jur B; D2J3: First Pay: 2025-04-20; Redemption: 2026-03-27; Registration: 144F/Ijx U; FI3: First Pay: 2025-04-20; Redemption: 2026-03-27; Registration: 144G/Ouw T; CE3: First Pay: 2025-04-20; Redemption: 2026-03-27; Registration: 144W/Cyv N; UO3: First Pay: 2025-04-20; Redemption: 2026-03-27; Registration: 144D/Xms L; FF3: First Pay: 2025-04-20; Redemption: 2026-03-27; Registration: 144D/Jlw V; Fpx: First Pay: 2025-04-20; Redemption: 2026-03-27; Registration: 144G/Awp T;

Deal Comments

Ohfnytynnyi. Egy Rtjj Ihrngwa 1.00

Pricing Speed

20% VHD

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 7, 2000