II(R)

Battery Park CLO (BATPK) II(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Goldman Sachs Group Inc

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
N-U	ULP	43.400	9.50	-	-	DD-	-	-	7.00%	-	Ibfolmoy	YECY	-	-	755	USVQ+722	-	17.00000
D-J	XYI	111.180	1.26	Ghh	-	-	-	-	74.00%	-	Nrpmhbvq	QLKR	-	-	150	HSPS+150	-	155.00000
I-G	CJR	15.550	7.70	-	-	G	-	-	99.00%	-	Dhpctlji	KKFZ	-	-	235	UIQL+235	-	598.00000
P-T	LSL	8.680	5.52	-	-	FFF-	-	-	15.00%	-	Xwseg	Dewdu	-	-	440	7.99%	-	203.00000
S	VIU	6.620	6.89	Uuu	-	-	-	-	-	-	Vjywepan	HZAF	-	-	115	MZCQ+115	-	938.00000
A-E	CBP	77.690	6.87	-	-	NNN-	-	-	86.18%	-	Odzxkaxe	HSKY	-	-	360	PHUY+360	-	499.00000
Apsnrs	GHX	38.269	-	KQ	-	QP	-	-	-	-	-	-	-	-	-	-	-	Retained
A-S	YZE	24.230	4.80	-	-	LL	-	-	77.00%	-	Tbwosbkq	HIFS	-	-	190	DDWB+190	-	474.00000

Tranche Comments

S: Registration: 144C/Nzp O; D-J: Registration: 144Z/Jph W; A-S: Registration: 144C/Bew A; I-G: Registration: 144Q/Gwh F; A-E: Registration: 144Y/Tcp W; P-T: Registration: 144V/Gov C; N-U: Registration: 144X/Tjm E; Apsnrs: Registration: 144H/Bkm N;

Deal Comments

Gemen. Quw Zbuu Menfuht 2.00

Reinvestment Period (YRS)