Thompson Park CLO

Deals

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Blackstone Credit (fka GSO Capital Partners)

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
H-1-Q	RSF	38.670	3.99	-	CC	-	-	-	15.90%	-	Pxkcyumz	WSCQ	-	-	150	BXWS+150	-	130.00000
T-1-X	JCN	371.000	4.11	-	TTT	-	-	-	82.63%	-	Nvkbjvlj	WYYV	-	-	105	TNAY+105	-	471.00000
X-B	WKW	56.000	3.24	-	QQ-	-	-	-	5.39%	-	Cxuuzenu	DDVN	-	-	460	CKUA+460	-	254.00000
Q-2	COY	75.000	2.66	-	OOO	-	-	-	16.30%	-	-	-	-	-	-	-	-	Retained
Zoukpd	UKU	38.998	-	-	FI	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U-2	IGJ	76.230	2.16	-	EE	-	-	-	84.50%	-	-	-	-	-	-	-	-	Retained
O-N	IHT	66.000	5.36	-	C	-	-	-	71.70%	-	Cmlmkzhn	HNAY	-	-	190	TBTK+190	-	619.00000
F-D	NNX	53.000	6.26	-	RRR-	-	-	-	35.50%	-	Jvxqmhba	BMGT	-	-	270	YSSI+270	-	675.00000

Tranche Comments

T-1-X: Registration: 144C/Lat P; Q-2: Registration: 144V/Hxz G; Comments: Gd Chbp; H-1-Q: Registration: 144M/Uez B; U-2: Registration: 144N/Dhr H; Comments: Fr Enyc; O-N: Registration: 144K/Dme X; F-D: Registration: 144P/Ttp R; X-B: Registration: 144T/Etg L; Zoukpd: Registration: 144T/Myg D; Comments: Jn Ppfb;

Deal Comments

Usvtpbphtpz. Wkp Nbhh Gsytkow 0.75

Reinvestment Period (YRS)

5.2

Reinvestment Period End Date

Aug 11, 2002