2024-1

Waterstown Park CLO DAC (WTRS) 2024-1

Blackstone Credit (fka GSO Capital Partners)

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R1	XGG	441.000	-	-	KKK	JJJ	70.00%	-	Bzfmqbep	3eTr	-	128	3xSz+128	-	132.00000
I2	HMN	6.000	-	-	FFF	UUU	68.00%	-	Oszmlqpc	3mUl	-	165	3vEl+165	-	753.00000
Chu	HQF	46.600	-	-	DD	VB	-	-	-	-	-	-	-	-	Retained
R	EVT	82.000	-	-	XXX-	LLL-	98.00%	-	Ywcvohrm	3bNc	-	320	3jLr+320	-	673.00000
O	BDC	48.000	-	-	MM	QQ	65.30%	-	Jdzfqoai	3gEz	-	200	3jXf+200	-	428.00000
R	NOI	56.000	-	-	N	V	76.00%	-	Vbvjzcww	3lIu	-	230	3iKa+230	-	270.00000
G	YZP	43.000	-	-	YY-	LL-	2.90%	-	Nwdquzdj	3gVm	-	570	3bYb+570	-	607.00000
Q	YTX	15.000	-	-	Q-	P-	6.90%	-	Xkwxolto	3nFd	-	865	3yZg+835	-	78.00000

Tranche Comments

R1: First Pay: 2025-07-25; Redemption: 2026-07-25; Registration: 144P/Del I; I2: First Pay: 2025-07-25; Redemption: 2026-07-25; Registration: 144Y/Vfj A; O: First Pay: 2025-07-25; Redemption: 2026-07-25; Registration: 144Z/Puf G; R: First Pay: 2025-07-25; Redemption: 2026-07-25; Registration: 144T/Nah Z; R: First Pay: 2025-07-25; Redemption: 2026-07-25; Registration: 144M/Gcj U; G: First Pay: 2025-07-25; Redemption: 2026-07-25; Registration: 144N/Nlk F; Q: First Pay: 2025-07-25; Redemption: 2026-07-25; Registration: 144T/Pid M; Chu: First Pay: 2025-07-25; Redemption: 2026-07-25; Registration: 144A/Yvt G;

Deal Comments

Dfc Lhoo Savwfpu 1.5

Reinvestment Period (YRS)

1.1

Reinvestment Period End Date

Jul 22, 2003

WAL Test Period (YRS)