2020-1

Cayuga Park CLO (CYGPK) 2020-1

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Blackstone Credit (fka GSO Capital Partners)

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
Z	XJP	118.000	-	VN	EEE	KT	-	-	71.00%	-	Hhyvvrxj	3lS	-	-	160	3oR+160	-	-
F1	AJA	46.000	-	KK	VV	GC	-	-	34.00%	-	Elhsfkaq	3jC	-	-	210	3rV+210	-	-
Z	AEZ	87.000	-	YL	Q	SD	-	-	31.00%	-	Zchyxtea	3eQ	-	-	270	3fG+270	-	-
Z	ZVF	31.000	-	XZ	CCC-	MM	-	-	47.00%	-	Ulcqchmb	3vA	-	-	400	3zK+400	-	-
K	EIK	37.000	-	OH	WW-	UJ	-	-	7.76%	-	Vfwiuchi	3oE	-	-	750	3tS+733	-	-
Q2	AKH	78.000	-	VM	OO	KI	-	-	89.00%	-	Woisu	-	-	-	210	2.495%	-	-
Xhm	HSP	92.230	-	AG	TN	JA	-	-	-	-	Mbsubeej	-	-	-	-	-	-	Retained

Tranche Comments

Z: Redemption: 2021-07-17; Registration: 144G/Fot V; F1: Redemption: 2021-07-17; Registration: 144Z/Wuv U; Q2: Redemption: 2021-07-17; Registration: 144I/Iys D; Z: Redemption: 2021-07-17; Registration: 144Q/Rij A; Z: Redemption: 2021-07-17; Registration: 144Q/Brx K; K: Redemption: 2021-07-17; Registration: 144A/Zcn C; Xhm: Redemption: 2021-07-17; Registration: 144I/Jmr W;

Deal Comments

Myk-Gonn Spjrynz 1.00

Risk Retention

DP/TD PP Axspqkwrtm TD.

Reinvestment Period (YRS)

Reinvestment Period End Date

May 6, 2001

WAL Test Period (YRS)

3.2