Crosthwaite Park CLO DAC (CROCLD) I

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
X-2FBTQ3.000-Jo2-CC70.60%-OacvpPGP2.5%a-2.500%--
SHXM95.100-Mv3-SS-79.00%-Msrjbzbo3sCd650-6756203bEk+620--
G-2GGXG43.500-Fw2-II19.20%-Tpjhvole3qFy185z1853iGm+185--
SIBG19.000-L2-V93.90%-Ekdllmqs3dDd260j2903hCg+290--
T-1TLDP411.000-Vzz-VVV69.00%-Hszfhinr3xQa-1083jQg+108--
GHLW32.000-Yff3-CCC-54.60%-Aprotbjk3tVj375-3854253qYp+425--
ZGSG23.000-M3-M-7.90%-Zlulwozg3hOo975-10008453pJz+845--
YoyONE24.000-YR-WR--------Retained
E-1MADQ15.000-Fzz-III31.00%-Jyzayhce3fWr140h1403xCh+140--
Tranche Comments
T-1T: Registration: 144K/Bfu N; E-1M: Registration: 144U/Mao I; G-2G: Registration: 144Z/Zmp C; X-2F: Registration: 144F/Odi N; S: Registration: 144X/Kyf W; G: Registration: 144D/Jtx H; S: Registration: 144D/Bdx I; Z: Registration: 144W/Aeo C; Yoy: Registration: 144L/Yqt P;
Originator(s)
Tykfjliktz/PUL Izei Nstwl Uktkdzjzti Ksvknz
Reinvestment Period (YRS)
4

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan