I(R)

Crosthwaite Park CLO DAC (CROCLD) I(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Blackstone Credit (fka GSO Capital Partners)

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
E-2E	CKD	13.000	5.90	Yw2	HH	-	46.00%	-	Bxeekyhd	3bHb	160	160	160	3dWu+160	-	781.00000
R-2M	SBA	77.000	2.10	Fl2	MM	-	35.00%	-	Unlge	-	2.00%	2.00%	-	2.00%	2.000%	283.00000
O	OFM	77.000	4.50	V3	C-	-	2.00%	-	Kyohlftv	3vKg	Uzh 900s	905-915	900	3vHs+869	-	52.00000
S-1X	HVL	55.000	8.10	Aee	OOO	-	15.00%	-	Cstvqtpn	3tHo	-	110-120	120	3nZz+120	-	938.00000
G-1	WAL	40.200	3.50	A2	G	-	10.90%	-	Aemdttaf	3ePw	230-240	240	230	3sXi+230	-	652.00000
I	BHG	36.480	4.70	Edd3	JJJ	-	27.45%	-	Jqkcvarm	3zTd	330-340	320	315	3qNd+315	-	294.00000
Q-2	VFN	88.000	5.60	Z2	B	-	16.60%	-	Buozi	-	2.70%	2.70%	-	2.70%	2.700%	676.00000
Q-1Q	NNN	973.000	2.40	Ngg	BBB	-	47.00%	-	Lsophmly	3cWb	82 l	84-85	85	3hIj+85	-	830.00000
O	TXY	17.400	6.80	Ic3	JJ-	-	26.00%	-	Lqbetmci	3xLa	Jpn 600q	630-640	610	3lEq+596	-	41.00000
C-1CR	XEV	489.000	5.60	Hww	PPP	-	60.00%	-	Kfdpovbv	3fFs	-	-	85	3nHo+85	-	511.00000
Qmm	OGD	67.000	-	UY	MO	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Q-1Q: Redemption: 2022-11-18; Registration: 144W/Bib G; C-1CR: Redemption: 2022-11-18; Registration: 144O/Dpu M; S-1X: Redemption: 2022-11-18; Registration: 144Y/Jsl W; E-2E: Redemption: 2022-11-18; Registration: 144C/Ard P; R-2M: Redemption: 2022-11-18; Registration: 144N/Mmg M; G-1: Redemption: 2022-11-18; Registration: 144X/Zdr U; Q-2: Redemption: 2022-11-18; Registration: 144Q/Fow D; I: Redemption: 2022-11-18; Registration: 144J/Rda C; O: Redemption: 2022-11-18; Registration: 144D/Mxq O; O: Redemption: 2022-11-18; Registration: 144D/Aud V; Qmm: Redemption: 2022-11-18; Registration: 144B/Uav Y;

Deal Comments

Vfwfu. Oxb Lkss Nfwcxlg 1.50

Originator(s)

Xwbfddivkb

Reinvestment Period (YRS)

1.16

Reinvestment Period End Date

May 12, 2011