Crosthwaite Park CLO DAC (CROCLD) I

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q-2NMOJ4.000-Mf2-JJ19.40%-GlcotGQC2.5%v-2.500%--
BPNW97.000-U3-O-9.20%-Vvhzcamf3bTv975-10008453aIr+845--
A-1AIJO200.000-Wll-YYY67.00%-Tqouwbmh3sSi-1083xEd+108--
K-2KKQZ58.100-Wc2-HH36.80%-Yxzavray3eUb185r1853mGa+185--
RMZH83.000-Chh3-QQQ-37.50%-Hhzavdtg3qEs375-3854253xPd+425--
WtfKPW77.000-UL-SY--------Retained
CVSS78.000-J2-C13.20%-Gzyshjna3eEm260c2903lIl+290--
LHJT79.300-Lu3-HH-86.00%-Edpzvlrw3aHy650-6756203pTr+620--
Z-1OLFV96.000-Npp-MMM72.00%-Rbcbqyfu3rXj140t1403yYk+140--
Tranche Comments
A-1A: Registration: 144A/Zyi B; Z-1O: Registration: 144I/Cjd R; K-2K: Registration: 144U/Cph F; Q-2N: Registration: 144Z/Lmi G; C: Registration: 144J/Bil R; R: Registration: 144V/Ctx W; L: Registration: 144M/Xza U; B: Registration: 144O/Nbp F; Wtf: Registration: 144G/Gqv A;
Originator(s)
Hvhikxyeqw/QUV Kwcy Zhqvx Shqhewywqy Bhsepw
Reinvestment Period (YRS)
8