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
Z	WGO	76.000	9.50	D2	-	U	92.00%	-	Rzqutfnd	3oEd	255-265	-	240	3pOx+240	-	275.00000
B	ZSL	543.000	3.50	Uww	-	HHH	99.00%	-	Yeljdzxl	3bMw	-	-	120	3lKk+120	-	997.00000
G	XAP	51.800	7.90	Ss3	-	GG-	5.80%	-	Jyzlwozr	3eGi	Ymp em Tmqv 600	-	650	3mZe+624	-	58.00000
L	WOG	77.000	7.00	Yx2	-	BB	56.00%	-	Vpfchple	3sFa	205-210	-	190	3mVi+190	-	515.00000
E	LLH	69.200	8.50	Rnn3	-	RRR-	72.60%	-	Wfxjjivo	3tAq	390-400	-	370	3eFs+370	-	984.00000
X	QGI	5.000	8.00	K3	-	H-	7.50%	-	Hscqvkav	3tEi	Cej 900w	-	868	3rWr+817	-	64.20000
Fawbok	MUO	76.300	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

B: First Pay: 2024-08-15; Redemption: 2025-05-08; Registration: 144D/Oij C; L: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144G/Xqh C; Z: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144P/Zsw M; E: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144D/Gyr V; G: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144T/Gcr D; X: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144L/Ewo G; Fawbok: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144Q/Dai K;

Deal Comments

Mxy Ffbb Tbjaxmq 1.0

Risk Retention

GQ/QX - Oys

Pricing Speed

20 GWV

WAL Test Period (YRS)

WAL Test Period End Date

Apr 21, 2015