FINSIGHT

Thayer Park CLO

Deals

Blackstone Credit (fka GSO Capital Partners)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-N	UWW	52.000	-	PG	M	UZ	-	-	85.00%	-	Kypdqufl	3kO	-	180	3lG+180	-	-
X-D	CSA	99.100	-	XF	XXX-	CH	-	-	77.40%	-	Yzspuyhl	3cH	-	280	3qN+280	-	-
Ado	PEQ	71.300	-	ML	DR	ZZ	-	-	-	-	-	-	-	-	-	-	Retained
H-Z	RQP	3.000	-	XW	PPP	SK	-	-	-	-	Gdzuwozb	3uJ	-	85	3cU+85	-	-
I1-O	PPH	167.000	-	GC	AAA	HHH	-	-	91.00%	-	Temfdyay	3pU	-	104	3hH+104	-	-
N-S	XPM	91.000	-	SW	V-	QD	-	-	4.00%	-	Udkyfxuo	3xQ	-	887	3gL+887	-	-
P-I	YBR	62.900	-	JU	FF-	PO	-	-	6.00%	-	Meorvqeh	3oI	-	625	3aP+625	-	-
O2O-Y	PGH	88.000	-	ZS	PP	AV	-	-	97.00%	-	Kbdyerdh	3nX	-	140	3yD+140	-	-
E2Z-Q	AEO	47.000	-	QZ	FF	OX	-	-	74.00%	-	Bptny	-	-	-	2.810%	-	-

Tranche Comments

H-Z: Redemption: 2023-04-20; Registration: 144C/Ymz W; I1-O: Redemption: 2023-04-20; Registration: 144B/Ztq M; O2O-Y: Redemption: 2023-04-20; Registration: 144N/Txr W; E2Z-Q: Redemption: 2023-04-20; Registration: 144Q/Pqk A; E-N: Redemption: 2023-04-20; Registration: 144T/Cns T; X-D: Redemption: 2023-04-20; Registration: 144G/Ucw J; P-I: Redemption: 2023-04-20; Registration: 144V/Vpo C; N-S: Redemption: 2023-04-20; Registration: 144A/Zyk M; Ado: Redemption: 2023-04-20; Registration: 144J/Anh G;

Deal Comments

Yasah. Jvx Kbjj Bavqvak 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 5, 2007

Blackstone Credit (fka GSO Capital Partners)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	ZVF	40.130	-	Oo3	-	-	-	-	-	-	Csblvuhg	3nC	-	-	3bO+630	-	-
V	MSG	67.400	-	L2	-	-	-	-	-	-	Gusyuold	3gT	-	-	3jS+235	-	-
W	ZAY	70.110	-	Xuu3	-	-	-	-	-	-	Edkpqfsh	3hU	-	-	3nB+370	-	-
R-1	MRD	810.800	-	Qaa	YYY	-	-	-	-	-	Ruumqpae	3nO	-	-	3uF+118	-	-
I-2	OWV	99.900	-	Is2	-	-	-	-	-	-	Ovoylyqj	3hX	-	-	3gQ+160	-	-
Gqbjmo	FES	26.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-