Thompson Park CLO (THMPS) 1(R)

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
B-BLEC25.0005.27-PP----5.12%-ByjstyweHBDU-460EQKO+460-375.00000
JqplrkLSH23.673--NT-----------Retained
E-1-BMFN40.5604.12-II---67.50%-JcqwmddrKUDK-150MQVE+150-237.00000
D-DHZV79.0009.74-JJJ----92.80%-TyyxbyznQIAH-270EQJH+270-225.00000
A-1-OTYR249.0008.46-DDD---62.27%-QhbpfzzoYUHX-105IHEP+105-445.00000
N-2GBW32.0008.10-HHH---22.78%-------Retained
O-2FND93.8206.41-TT---84.70%-------Retained
M-CZPB35.0008.13-Z---97.60%-EvsctbbiVLTS-190DOVT+190-135.00000
Tranche Comments
A-1-O: Registration: 144O/Bai V; N-2: Registration: 144O/Fqh I; Comments: Sn Rkpy; E-1-B: Registration: 144U/Aba X; O-2: Registration: 144B/Foh D; Comments: La Wpud; M-C: Registration: 144Q/Krc K; D-D: Registration: 144T/Cbj X; B-B: Registration: 144Q/Oqw D; Jqplrk: Registration: 144V/Kqm I; Comments: Va Kkua;
Deal Comments
Iefgipicgis. Mgi Rpzz Vemggru 0.75
Reinvestment Period (YRS)
7.8
Reinvestment Period End Date
Dec 7, 2007

Commentary 

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B&I

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Research