FINSIGHT

CBAM Ltd

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Cfj	BEU	77.690	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
J-U	EXL	61.000	79.60	-	-	RR-	-	-	4.76%	-	Zpdpljcl	GMJA	-	740	KWXI+740	-	-
X-N	XNW	5.120	18.10	-	-	YY-	-	-	7.79%	-	Nfjcfzpq	ELUU	-	637	VDUL+637	-	-
S1-H	NKJ	389.000	8.30	-	-	MMM	-	-	45.00%	-	Gzsjymmj	PPCR	-	155	XITU+155	-	-
Z2-I	OCJ	94.000	9.80	-	-	FFF	-	-	61.00%	-	Akmlqqtn	SZVZ	-	185	DMJA+185	-	-
F1F-C	LHF	75.000	4.50	-	-	RR	-	-	14.30%	-	Wbhin	-	-	-	6.19%	-	-
D-I	EEW	29.000	23.00	-	-	BBB-	-	-	21.00%	-	Adqpmvoo	KBPE	-	400	PSJU+400	-	-
H1B-Y	FUF	42.300	2.30	-	-	MM	-	-	98.90%	-	Xfdjfxoz	UZDN	-	205	XYTL+205	-	-
J-R	PBG	33.400	1.60	-	-	B	-	-	43.00%	-	Meuvpkku	ZHHC	-	245	AZUB+245	-	-
E-O	OCG	9.000	6.60	-	-	OOO	-	-	-	-	Acruxmhu	IAPK	-	100	XCTM+100	-	-

Tranche Comments

E-O: Redemption: 2026-07-15; Registration: 144V/Ont P; S1-H: Redemption: 2026-07-15; Registration: 144P/Qwy Y; Z2-I: Redemption: 2026-07-15; Registration: 144K/Lal O; H1B-Y: Redemption: 2026-07-15; Registration: 144Y/Hfk R; F1F-C: Redemption: 2026-07-15; Registration: 144P/Cxo Q; J-R: Redemption: 2026-07-15; Registration: 144P/Bov W; D-I: Redemption: 2026-07-15; Registration: 144Y/Eir V; J-U: Redemption: 2026-07-15; Registration: 144U/Kon I; X-N: Redemption: 2026-07-15; Registration: 144O/Frn V; Cfj: Redemption: 2026-07-15; Registration: 144N/Frr Y;

Deal Comments

Yepev. Gqg Yjww Xeygqnx 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 22, 1998

Refinancing

Yes

Carlyle Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	RYV	3.000	3.30	Lgg	-	-	-	-	-	-	Lrzyvekq	ZKLP	-	100	FBCF+100	-	-
H-2R	XMX	65.000	8.80	-	-	DD	-	-	86.00%	-	Euxts	-	-	-	6.21%	-	-
M-X	ZTW	61.000	1.50	-	-	O	-	-	67.00%	-	Pljxdzsm	YOYQ	-	270	BJXB+270	-	-
W-J	NUT	212.000	2.60	Aii	-	-	-	-	48.00%	-	Qhzbyztb	AVVP	-	163	DWWA+163	-	-
D-1I	NYT	81.000	5.40	-	-	GG	-	-	78.00%	-	Qumvffqy	CYCZ	-	215	QECZ+215	-	-
Q-N	MKM	70.000	96.40	-	-	CC-	-	-	1.10%	-	Vpcdvret	EHYF	-	705	CQAL+705	-	-
Zpx	GYR	17.990	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D-Y	IKO	87.000	56.00	-	-	QQQ-	-	-	37.00%	-	Ivyasemw	JTUN	-	415	LMLV+415	-	-

Tranche Comments

Z: Redemption: 2026-04-15; Registration: 144X/Wrx I; W-J: Redemption: 2026-04-15; Registration: 144H/Tng Y; D-1I: Redemption: 2026-04-15; Registration: 144U/Ctr Z; H-2R: Redemption: 2026-04-15; Registration: 144H/Hxp W; M-X: Redemption: 2026-04-15; Registration: 144T/Gua E; D-Y: Redemption: 2026-04-15; Registration: 144T/Eyk N; Q-N: Redemption: 2026-04-15; Registration: 144Y/Ppk I; Zpx: Redemption: 2026-04-15; Registration: 144M/Usz O;

Deal Comments

Upmpr. Rrc Xabb Cpqrrxy 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 14, 2008

Carlyle Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	KWG	69.300	9.10	Yii3	-	-	-	-	94.40%	-	Mqqxfvwv	3yM	-	335	3rV+335	-	-
C1	XRV	54.700	1.30	Vv2	-	-	-	-	69.00%	-	Dbwpffrt	3zD	-	180	3jA+180	-	-
L2	WLJ	65.600	5.20	Ne2	-	-	-	-	48.00%	-	Ezworfmc	3uA	-	180	3cY+180	-	-
Z	BJY	19.000	6.40	K2	-	-	-	-	93.00%	-	Sbxrpmnl	3fE	-	225	3vB+225	-	-
D	WMA	519.000	6.80	Gvv	-	-	-	-	40.00%	-	Dqqpjznp	3mS	-	118	3lO+118	-	-
N	MSN	34.600	40.30	Nc3	-	-	-	-	8.00%	-	Nrlbmevy	3eX	-	750	3oC+735	-	-
Zyh	RCD	28.400	-	HI	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

D: First Pay: 2022-04-15; Redemption: 2023-12-15; Registration: 144C/Dyf Q; C1: First Pay: 2022-04-15; Redemption: 2023-12-15; Registration: 144L/Bpg T; L2: First Pay: 2022-04-15; Redemption: 2023-12-15; Registration: 144W/Olf Y; Z: First Pay: 2022-04-15; Redemption: 2023-12-15; Registration: 144P/Bzr W; L: First Pay: 2022-04-15; Redemption: 2023-12-15; Registration: 144N/Xyl V; N: First Pay: 2022-04-15; Redemption: 2023-12-15; Registration: 144K/Dmd V; Zyh: First Pay: 2022-04-15; Redemption: 2023-12-15; Registration: 144F/Asv Z;

Deal Comments

Hou Atnn Ywxoocr 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 29, 1998

Carlyle Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	IPJ	60.000	-	Lg2	-	-	-	-	89.00%	-	Mvskoynt	3cB	-	175	3bN+175	-	-
F	YIG	83.000	-	T2	-	-	-	-	50.00%	-	Nfewffzb	3yR	-	225	3jD+225	-	-
V	CWM	85.000	-	-	-	-	-	WWW-	-	-	-	-	-	-	-	-	Retained
C-2	IJO	69.000	-	Gaa	-	-	-	-	44.00%	-	Brupcurq	3wS	-	150	3wX+150	-	-
Q-1	NUS	196.000	-	Orr	-	-	-	SSS	13.00%	-	Oyocqhss	3gS	-	118	3fX+118	-	-
G	NOB	11.100	-	-	-	-	-	TT-	-	-	-	-	-	-	-	-	Retained
Ndgnjf	XTT	54.000	-	DI	-	-	-	VF	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Q-1: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144L/Ztc K; C-2: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144L/Gmx E; I: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144A/Vee T; F: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144M/Tjq B; V: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144V/Kro R; Comments: Arr-Avqkrq; G: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144N/Inv B; Comments: Dxk-Drgyka; Ndgnjf: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144K/Dkc N;

Deal Comments

Kfp Feaa Wzbxfji 3.00. Tzxppez.

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 22, 2023

Refinancing

Yes

Carlyle Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-Q	UTI	6.600	-	Bii	-	-	-	-	-	-	Tlwhtxwm	3iY	-	70	3tZ+70	-	888.00000
V-S	AZV	14.200	-	W2	-	-	-	-	-	-	Zxsymfzc	3fI	-	245	3kI+245	-	290.00000
T-K	MIT	11.000	-	Ng3	-	-	-	-	-	-	Qlsuexsw	3cN	-	725	3sE+711	-	74.00000
W-I	GUL	552.000	-	Wdd	-	-	-	-	-	-	Nlmpfswo	3cN	-	120	3wG+120	-	458.00000
Q-C	HIJ	72.100	-	Pee3	-	-	-	-	-	-	Tdeyzoev	3kT	-	350	3xF+350	-	198.00000
Q-P	FFI	826.000	-	Bo2	-	-	-	-	-	-	Sdhraeeu	3vJ	-	185	3wY+185	-	188.00000
Lug	RSS	43.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Y-Q: First Pay: 2021-10-18; Redemption: 2023-07-17; W-I: First Pay: 2021-10-18; Redemption: 2023-07-17; Q-P: First Pay: 2021-10-18; Redemption: 2023-07-17; V-S: First Pay: 2021-10-18; Redemption: 2023-07-17; Q-C: First Pay: 2021-10-18; Redemption: 2023-07-17; T-K: First Pay: 2021-10-18; Redemption: 2023-07-17; Lug: First Pay: 2021-10-18; Redemption: 2023-07-17;

Deal Comments

Whghk. Vjn Lsvv Hhtijpb 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 12, 2010

Refinancing

Yes

Carlyle Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-N	KYA	75.720	-	-	-	-	-	CCC-	-	-	-	-	-	-	-	-	Retained
G-E	FLH	87.000	-	Kw2	-	-	-	-	-	-	Gcpelzyz	3tJ	-	180	3lM+180	-	-
K-J	GPA	571.000	-	Hnn	-	-	-	VVV	-	-	Xdbewiuf	3oK	-	118	3fY+118	-	-
A-P	RZN	18.440	-	-	-	-	-	TT-	-	-	-	-	-	-	-	-	Retained
G-V	XTF	37.100	-	R2	-	-	-	-	-	-	Iqybupnh	3nV	210-225	225	3uA+225	-	-

Tranche Comments

K-J: First Pay: 2021-10-20; Redemption: 2023-07-20; G-E: First Pay: 2021-10-20; Redemption: 2023-07-20; G-V: First Pay: 2021-10-20; Redemption: 2023-07-20; J-N: First Pay: 2021-10-20; Redemption: 2023-07-20; A-P: First Pay: 2021-10-20; Redemption: 2023-07-20;

Deal Comments

Onynu. Hmv Ifcc Snonmma 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 7, 2004

Carlyle Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-O	AJI	643.400	-	Ubb	-	-	-	-	20.00%	-	Hqdkjkzk	3eM	-	119	3aC+119	-	-
L-J	AOY	36.400	-	Wy3	-	-	-	-	-	-	Nwlsabnp	3lC	-	725	3mI+710	-	-
Azz Ladzbz	CKJ	58.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z	OUM	6.000	-	Qii	-	-	-	-	53.00%	-	Whswzpbu	3mG	-	70	3uK+70	-	-
U-F	CIO	91.100	-	P2	-	-	-	-	13.10%	-	Kqwuwmdy	3yD	-	230	3yB+230	-	-
U-O	UYN	64.100	-	Nss3	-	-	-	-	9.00%	-	Gmqytita	3bI	-	335	3kU+335	-	-
E-E	PEL	175.600	-	Wn2	-	-	-	-	68.80%	-	Sufjptml	3vU	-	185	3aN+185	-	-

Tranche Comments

Z: First Pay: 2021-07-17; Redemption: 2023-07-17; Y-O: First Pay: 2021-07-17; Redemption: 2023-07-17; E-E: First Pay: 2021-07-17; Redemption: 2023-07-17; U-F : First Pay: 2021-07-17; Redemption: 2023-07-17; U-O: First Pay: 2021-07-17; Redemption: 2023-07-17; L-J: First Pay: 2021-07-17; Redemption: 2023-07-17; Azz Ladzbz: First Pay: 2021-07-17; Redemption: 2023-07-17;

Deal Comments

Hyqyp. Qcv Iess Kyvscpx 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 13, 2002

Carlyle Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-2-Q	QMD	2.300	-	IN	-	SSS	-	-	-	-	Rmojcdnp	3qH	-	135	3jC+135	-	-
L-R	YFR	39.500	-	Rq2	-	GS	-	-	-	-	Uypsfyfp	3cL	-	175	3eA+175	-	-
N-1-V	KIV	295.000	-	Brr	-	GGG	-	-	-	-	Nvpfopmq	3rJ	-	112	3gB+112	-	-
U-O	RAF	81.910	-	Xdd3	-	QZ	-	-	-	-	Zfddzwsf	3qC	-	350	3rX+350	-	-
F-N	LTD	34.600	-	L2	-	VC	-	-	-	-	Gobfoffc	3aB	-	230	3bE+230	-	-

Tranche Comments

N-1-V: First Pay: 2021-07-20; Redemption: 2022-04-20; F-2-Q: First Pay: 2021-07-20; Redemption: 2022-04-20; L-R: First Pay: 2021-07-20; Redemption: 2022-04-20; F-N: First Pay: 2021-07-20; Redemption: 2022-04-20; U-O: First Pay: 2021-07-20; Redemption: 2022-04-20;

Deal Comments

Fvytfjfatfx. Myf Ijzz Qvftyhk 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 21, 2001

Carlyle Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	LYN	17.000	-	-	U	-	-	-	-	-	Trfmbbov	3eC	-	205	3yT+205	-	-
B	PSO	109.000	-	-	UUU	-	-	-	-	-	Dcbhsizx	3sK	-	110	3jF+110	-	-
T	RYZ	18.000	-	-	GG-	-	-	-	-	-	Dqmjolkg	3cB	-	650	3wR+650	-	-
W	YJI	96.000	-	-	WW	-	-	-	-	-	Cmwhfzzz	3xL	-	150	3pB+150	-	-
H	OGH	48.000	-	-	DDD-	-	-	-	-	-	Nsofjiua	3oL	-	310	3mC+310	-	-
Gmr	GQH	79.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

B: Redemption: 2023-04-20; W: Redemption: 2023-04-20; U: Redemption: 2023-04-20; H: Redemption: 2023-04-20; T: Redemption: 2023-04-20; Gmr: Redemption: 2023-04-20;

Deal Comments

Egu Vkss Qbszgzw 2.00.

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 16, 2017

Carlyle Group Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	RLN	10.760	-	PQ	-	HM	-	YYY-	-	-	-	-	-	-	-	-	Retained
Q-1	KBG	77.800	-	DR	-	XS	-	CC-	-	-	-	-	-	-	-	-	Retained
F	VSJ	478.000	-	Unn	-	EEE	-	BBB	-	-	Edsfoeuy	3iJ	-	143	3eU+143	-	-
S-2	LYU	7.000	-	Pp2	-	PF	-	RR	-	-	Fcwqk	Wribe	-	180	2.561%	-	-
P-1	QCG	31.800	-	Uu2	-	YU	-	AA	-	-	Vlfobkrp	3wS	-	180	3pD+180	-	-
K-2	BXL	3.340	-	FQ	-	SD	-	WW-	-	-	-	-	-	-	-	-	Retained
Kzqyzcqx Pywyvxjv	GWR	87.800	-	XF	-	ZR	-	IH	-	-	-	-	-	-	-	-	Retained

Tranche Comments

F: Redemption: 2022-12-16; Registration: 144O/Mui S; P-1: Redemption: 2022-12-16; Registration: 144Q/Adb B; S-2: Redemption: 2022-12-16; Registration: 144K/Grp D; M: Redemption: 2022-12-16; Registration: 144Z/Jwd U; Q-1: Redemption: 2022-12-16; Registration: 144B/Hsh K; K-2: Redemption: 2022-12-16; Registration: 144T/Bbh E; Kzqyzcqx Pywyvxjv: Redemption: 2022-12-16; Registration: 144Y/Drm N;

Deal Comments

Mvq Ssgg Mzhrvnt 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 29, 2020