2020-1(R)

Clover CLO (CLVR) 2020-1(R)

Blackstone Credit (fka GSO Capital Partners)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-2-TT	UZE	9.500	5.00	-	-	WWW	-	-	62.00%	-	Kfpemxwv	IXPA	-	159	ENPK+159	-	-
Gtt	ERC	77.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z-NN	HCV	53.000	4.90	-	-	AAA-	-	-	38.00%	-	Nrbsrlay	DPSX	-	310	LKOZ+310	-	-
K-MM	LOW	39.800	9.80	-	-	AA	-	-	82.00%	-	Yswhoiqt	NVMI	-	175	AHZY+175	-	-
J-WW	ATD	54.000	1.90	-	-	W	-	-	36.00%	-	Symskjdg	YSML	-	200	PSZS+200	-	-
P-1-TT	BPR	239.000	3.30	Xxx	-	NNN	-	-	85.00%	-	Gfrmumeq	LSGJ	-	139	SWJZ+139	-	-
C-JJ	AMD	19.770	99.10	-	-	YY-	-	-	8.10%	-	Xulxxfhx	DBNO	-	640	UJVN+640	-	-
T-GG	XVX	9.600	42.40	S3	-	-	-	-	4.00%	-	-	-	-	-	-	-	Retained

Tranche Comments

P-1-TT: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144Z/Bvl J; V-2-TT: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144H/Pse B; K-MM: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144J/Epj B; J-WW: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144G/Rtz L; Z-NN: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144J/Vqr N; C-JJ: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144D/Wkp O; T-GG: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Kij H; Gtt: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144Q/Dij J;

Deal Comments

Xykyg. Kfw-Xcuu Tyrofgv 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 7, 2020