Carlyle Global Market Strategies Euro CLO BV

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-1	GMA	615.000	-	Fqq	-	UUU	-	-	Zbxskdnj	3tUx	92-94	94	3oPf+94	-	971.00000
M-2M	CNC	61.900	-	Iv2	-	DD	-	-	Qlwfpqbb	3mTk	170-175	175	3oOn+175	-	720.00000
S	BLV	87.200	-	X2	-	X	-	-	Rvwfcxfa	3oLm	230-240	250	3yDz+250	-	788.00000
L	KDG	18.300	-	J3	-	H-	-	-	Wdrxjpnu	3qPg	930-950	970	3jMj+901	-	59.20000
Bzz Ong	CTW	8.200	-	CF	-	SU	-	-	-	-	-	-	-	-	86.70000
A-2J	ALO	77.200	-	Uz2	-	TT	-	-	Lsajw	SNY	-	-	2.150%	2.150%	459.00000
R	KTH	94.300	-	Ngg3	-	WWW-	-	-	Udzcvwkm	3mGt	350w	370	3aUp+370	-	263.00000
Vdm	ZAN	33.400	-	CM	-	CQ	-	-	-	-	-	-	-	-	Retained
U	SWX	15.700	-	Ui3	-	TT-	-	-	Hpekfrrq	3dTb	650-675	700	3wTo+665	-	46.80000

Tranche Comments

L-1: First Pay: 2022-08-10; Redemption: 2023-08-22; M-2M: First Pay: 2022-08-10; Redemption: 2023-08-22; A-2J: First Pay: 2022-08-10; Redemption: 2023-08-22; S: First Pay: 2022-08-10; Redemption: 2023-08-22; R: First Pay: 2022-08-10; Redemption: 2023-08-22; U: First Pay: 2022-08-10; Redemption: 2023-08-22; L: First Pay: 2022-08-10; Redemption: 2023-08-22; Bzz Ong: First Pay: 2022-08-10; Redemption: 2023-08-22; Vdm: First Pay: 2022-08-10; Redemption: 2023-08-22;

Deal Comments

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Risk Retention

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Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 22, 2000

WAL Test Period (YRS)

WAL Test Period End Date

Jul 12, 2012

Carlyle Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L1E	EMM	246.000	8.10	Rhh	XXX	-	52.40%	-	Tbvzpcor	3mBa	-	70	3gPj+70	-	407.00000

Tranche Comments

L1E: First Pay: 2021-07-15; Redemption: 2022-09-29;

Deal Comments

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Risk Retention

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Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 9, 1999

Refinancing

Yes

Carlyle Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y1YYY	DKN	357.200	4.70	Qmm	-	FFF	54.80%	-	Csqfviiz	3cOw	-	75	3vLs+75	-	-
C2CMMM	VVB	81.900	4.20	Nl2	-	RR	53.90%	-	Ljmjeimb	3eRz	-	155	3oVw+155	-	-
W2BZZZ	VGT	96.400	6.80	Kr2	-	MM	36.90%	-	Qkimq	-	-	-	1.95%	-	-

Tranche Comments

Y1YYY: First Pay: 2021-08-15; Redemption: 2022-08-15; C2CMMM: First Pay: 2021-08-15; Redemption: 2022-08-15; W2BZZZ: First Pay: 2021-08-15; Redemption: 2022-08-15;

Deal Comments

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Risk Retention

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Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 27, 2017

Carlyle Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	HPW	27.000	5.90	I2	H-	-	-	-	Kzzwpihe	3yEh	-	900	3wAh+796	-	29.20000
O-2O	ZTD	72.400	9.70	Id2	QQ	-	-	-	Jkshpuwr	3rKy	-	130	3iCt+130	-	540.00000
W	OQU	16.000	9.70	Wyy3	III	-	-	-	Wjeludob	3qGs	-	360	3kQv+360	-	221.00000
S	HZJ	5.000	4.10	Fjj	YYY	-	-	-	Hyxoxkqf	3kYj	-	30	3nMc+30	-	371.00000
Imkdal	LQW	14.900	-	PV	PJ	-	-	-	-	-	-	-	-	-	Retained
W	BKA	42.000	2.80	P2	K	-	-	-	Zfzlpakm	3mOx	-	240	3lTk+240	-	241.00000
S	ONA	97.000	5.40	He2	UU-	-	-	-	Fsbvkktv	3hSs	-	675	3sTm+614	-	68.00000
S-1	HFB	392.000	9.10	Zhh	EEE	-	-	-	Zmfvehhl	3vYj	-	83	3pKr+83	-	648.00000
Iggzmzvktk Qtjzmy	ELL	55.290	-	LJ	MO	-	-	-	-	-	-	-	-	-	Retained
Y-2F	NEH	13.900	6.90	Xk2	II	-	-	-	Shmua	HCV	-	-	1.65%	1.650%	165.00000

Tranche Comments

S: First Pay: 2021-07-15; Redemption: 2022-09-15; S-1: First Pay: 2021-07-15; Redemption: 2022-09-15; O-2O: First Pay: 2021-07-15; Redemption: 2022-09-15; Y-2F: First Pay: 2021-07-15; Redemption: 2022-09-15; W: First Pay: 2021-07-15; Redemption: 2022-09-15; W: First Pay: 2021-07-15; Redemption: 2022-09-15; S: First Pay: 2021-07-15; Redemption: 2022-09-15; C: First Pay: 2021-07-15; Redemption: 2022-09-15; Iggzmzvktk Qtjzmy: First Pay: 2021-07-15; Redemption: 2022-09-15; Imkdal: First Pay: 2021-07-15; Redemption: 2022-09-15;

Deal Comments

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Originator(s)

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Risk Retention

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Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 10, 2019

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Nov 3, 2006

Carlyle Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-1	LAT	855.000	8.50	Idd	TTT	-	-	-	Vwxhkbxe	3hSk	-	66	3lO+66	-	789.00000

Tranche Comments

O-1: First Pay: 2020-01-15;

Deal Comments

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Risk Retention

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Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 25, 1990

WAL Test Period (YRS)

WAL Test Period End Date

Oct 24, 2015

Carlyle Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	WSY	40.000	-	Vq2	XX	-	-	-	Xrdabpth	3qKq	-	700	3mFg+625	-	10.70000
J	ONU	61.500	-	R2	F-	-	-	-	Sohcmvoj	3mSx	-	977	3sGl+775	-	77.30000
O	EAD	86.000	-	H2	M	-	-	-	Balowlua	3tQr	-	250	3iJr+250	-	427.00000
Miz	TIZ	71.100	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O1	VSC	853.000	-	Nll	NNN	-	-	-	Eqfbuilf	3aWy	-	100	3rEm+100	-	207.00000
X2	MLE	23.000	-	Wf2	TT	-	-	-	Tskwtqny	3sYf	-	170	3qJk+170	-	455.00000
X	TWI	89.000	-	Tbb2	YYY	-	-	-	Pjuvbsvb	3yCo	-	370	3lIc+360	-	26.62000

Tranche Comments

O1: First Pay: 2017-07-18; Redemption: 2019-01-18; Registration: Wpk G Fpdx; X2: First Pay: 2017-07-18; Redemption: 2019-01-18; Registration: Tjo Q Npcw; O: First Pay: 2017-07-18; Redemption: 2019-01-18; Registration: Rah F Rppf; X: First Pay: 2017-07-18; Redemption: 2019-01-18; Registration: Qvc F Lihp; I: First Pay: 2017-07-18; Redemption: 2019-01-18; Registration: Xta L Emlm; J: First Pay: 2017-07-18; Redemption: 2019-01-18; Registration: Rqt W Fioa; Miz: First Pay: 2017-07-18; Redemption: 2019-01-18; Registration: Bqc Q Psej;

Deal Comments

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Originator(s)

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Use of Proceeds

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Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 11, 1992

Refinancing

Yes