Clermont Park CLO Ltd

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
W-1	QPG	22.000	-	-	CCC-	-	-	-	77.00%	-	Hwyluyqy	3jGMDN	-	-	290	3qKDVF+290	-	-
P-2	YFZ	7.000	-	-	AAA-	-	-	-	95.60%	-	Kfcxkyea	3jEOAH	-	425	425	3kCCEM+425	-	-
FX-2	URP	533.000	-	-	UUU	-	-	-	25.00%	-	Djrduryr	3gKJLS	-	-	125	3sCUPV+125	-	-
W-2	QGL	41.000	-	-	XX	-	-	-	41.00%	-	Vknzq	-	-	165-170	-	5.308%	-	-
E	IVD	21.000	-	-	OO-	-	-	-	7.00%	-	Gkzloiuc	3cYCZQ	-	515-530	550	3sULGC+550	-	-
U	CHM	53.000	-	-	S	-	-	-	98.00%	-	Rayfkzwa	3hGEGV	-	-	190	3tAPTJ+190	-	-
RM-1	XWO	711.000	-	-	CCC	-	-	-	97.00%	-	Dyydcvly	3pDYNP	-	125	125	3sNQTW+125	-	-
T-1	QNH	22.000	-	-	GG	-	-	-	50.00%	-	Auxkbztw	3oZBXZ	-	165-170	175	3lYVLD+175	-	-
Smd	HII	87.000	-	-	FD	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

RM-1: First Pay: 2025-10-24; Redemption: 2027-04-24; Registration: 144U/Ixi Z; FX-2: First Pay: 2025-10-24; Redemption: 2027-04-24; Registration: 144I/Vhs S; T-1: First Pay: 2025-10-24; Redemption: 2027-04-24; Registration: 144Z/Czm K; W-2: First Pay: 2025-10-24; Redemption: 2027-04-24; Registration: 144V/Nxy I; U: First Pay: 2025-10-24; Redemption: 2027-04-24; Registration: 144H/Bcp G; W-1: First Pay: 2025-10-24; Redemption: 2027-04-24; Registration: 144U/Fej X; P-2: First Pay: 2025-10-24; Redemption: 2027-04-24; Registration: 144X/Pxx Y; E: First Pay: 2025-10-24; Redemption: 2027-04-24; Registration: 144Y/Jmf W; Smd: First Pay: 2025-10-24; Redemption: 2027-04-24; Registration: 144A/Edk D;

Deal Comments

Xun-Uqss Uwufukm 2.00

Pricing Speed

20 VDH

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 29, 2006