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
X-R	USD	5.000	-	NR	AAA	NR	-	-	-	-	Floating	3mL	-	85	3mL+85	-	-
A1-R	USD	310.000	-	NR	AAA	AAA	-	-	38.00%	-	Floating	3mL	-	104	3mL+104	-	-
A2A-R	USD	58.000	-	NR	AA	NR	-	-	24.00%	-	Floating	3mL	-	140	3mL+140	-	-
A2B-R	USD	12.000	-	NR	AA	NR	-	-	24.00%	-	Fixed	-	-	-	2.810%	-	-
B-R	USD	30.000	-	NR	A	NR	-	-	18.00%	-	Floating	3mL	-	180	3mL+180	-	-
C-R	USD	28.500	-	NR	BBB-	NR	-	-	12.30%	-	Floating	3mL	-	280	3mL+280	-	-
D-R	USD	16.500	-	NR	BB-	NR	-	-	9.00%	-	Floating	3mL	-	625	3mL+625	-	-
E-R	USD	10.000	-	NR	B-	NR	-	-	7.00%	-	Floating	3mL	-	887	3mL+887	-	-
Sub	USD	54.600	-	NR	NR	NR	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

X-R: Redemption: 2023-04-20; Registration: 144A/Reg S; A1-R: Redemption: 2023-04-20; Registration: 144A/Reg S; A2A-R: Redemption: 2023-04-20; Registration: 144A/Reg S; A2B-R: Redemption: 2023-04-20; Registration: 144A/Reg S; B-R: Redemption: 2023-04-20; Registration: 144A/Reg S; C-R: Redemption: 2023-04-20; Registration: 144A/Reg S; D-R: Redemption: 2023-04-20; Registration: 144A/Reg S; E-R: Redemption: 2023-04-20; Registration: 144A/Reg S; Sub: Redemption: 2023-04-20; Registration: 144A/Reg S;

Deal Comments

Reset. Non Call Period: 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 20, 2026

Reset

Yes

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
N-1	XMA	392.200	-	Uii	OOO	-	-	-	-	-	Irccrqyd	3wQ	-	-	3sC+118	-	-
D	GOU	82.400	-	Y2	-	-	-	-	-	-	Jrdxldyo	3lK	-	-	3iK+235	-	-
V	GBI	31.570	-	Fee3	-	-	-	-	-	-	Kwzhlssm	3kR	-	-	3mM+370	-	-
K	JKP	13.750	-	Gd3	-	-	-	-	-	-	Bwkweytv	3cX	-	-	3jU+630	-	-
Neqgpq	ASI	10.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
H-2	ASA	37.800	-	Go2	-	-	-	-	-	-	Vhouqanf	3uC	-	-	3xO+160	-	-