Battery Park CLO II Ltd. is a $ 401.66 million broadly syndicated CLO managed by Goldman Sachs Asset Management L.P. This is Goldman Sachs Asset Management L.P's first CLO in 2022, which will bring its total CLO assets under management (AUM) to approximately $0.76 billion. Based on provisions in the transaction documents and the portfolio characteristics: The transaction will be collateralized by at least 90.00% senior secured loans, cash, and eligible investments, with a minimum of 80.00% of the loan borrowers required to be based in the U.S. A maximum of 65.00% of the loans in the collateral pool can be covenant-lite. Of the identified underlying collateral obligations, 100.00% have credit ratings (which may include confidential ratings, private ratings, and