Cumulus Static CLO DAC

Deals

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
V	AXD	95.000	1.00	We2	-	UU	84.00%	-	Xjvyasif	3kBh	205-210	-	190	3rOg+190	-	970.00000
A	MND	10.000	2.60	V2	-	H	17.00%	-	Mhhzliqg	3xCh	255-265	-	240	3gHt+240	-	139.00000
S	YUY	9.000	3.00	A3	-	A-	3.10%	-	Trcxhayx	3kEy	Zqv 900m	-	868	3zMj+817	-	64.50000
L	KWS	424.000	7.80	Ess	-	III	27.00%	-	Akydwkcn	3jUr	-	-	120	3sSx+120	-	622.00000
Q	SMM	23.900	5.40	Cmm3	-	XXX-	53.80%	-	Kwpqsxew	3jGg	390-400	-	370	3sEe+370	-	312.00000
Svsbol	XUA	25.900	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T	VCD	62.600	6.70	Np3	-	VV-	9.40%	-	Qsdylcil	3iBq	Iup wm Suim 600	-	650	3wJq+624	-	34.00000

Tranche Comments

L: First Pay: 2024-08-15; Redemption: 2025-05-08; Registration: 144K/Oei X; V: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144T/Nqg F; A: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144G/Zet D; Q: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144B/Ebr L; T: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144Y/Wcc O; S: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144A/Pcd B; Svsbol: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144T/Acv W;

Deal Comments

Jou Wqbb Glkzovn 1.0

Risk Retention

AS/SE - Xtz

Pricing Speed

20 VIK

WAL Test Period (YRS)

WAL Test Period End Date

Aug 24, 2016