2024-1

Cumulus Static CLO DAC (CMLST) 2024-1

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Blackstone Credit (fka GSO Capital Partners)

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
I	MPC	91.300	5.20	Jq3	-	EE-	5.70%	-	Dslxrhri	3yVy	Pww mm Ewss 600	-	650	3kNh+624	-	65.00000
J	OWU	8.000	6.00	T3	-	T-	7.30%	-	Ofykwmrx	3oQw	Hot 900p	-	868	3bSy+817	-	43.80000
W	KFP	75.000	5.00	Qe2	-	PP	44.00%	-	Cfqkcaey	3hXu	205-210	-	190	3xLd+190	-	750.00000
M	IHQ	933.000	5.90	Eww	-	GGG	89.00%	-	Tyfepsfq	3iZr	-	-	120	3mYq+120	-	397.00000
Ehcvro	DCV	64.500	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C	OTN	73.000	9.60	A2	-	X	22.00%	-	Iusckmli	3tKw	255-265	-	240	3rEm+240	-	945.00000
F	PLB	44.700	4.60	Kmm3	-	III-	37.80%	-	Nqpuawqp	3gQq	390-400	-	370	3gBq+370	-	398.00000

Tranche Comments

M: First Pay: 2024-08-15; Redemption: 2025-05-08; Registration: 144X/Nrx G; W: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144V/Aff G; C: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144V/Kny U; F: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144W/Ajb K; I: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144J/Dsp R; J: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144Y/Eaq B; Ehcvro: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144D/Rux R;

Deal Comments

Eyp Tcaa Rzupyhd 1.0

Risk Retention

NX/XS - Yht

Pricing Speed

20 DGW

WAL Test Period (YRS)

WAL Test Period End Date

Sep 20, 2004