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
A-2V	ZPO	44.000	9.40	In2	YY	-	14.00%	-	Uowvp	-	2.00%	2.00%	-	2.00%	2.000%	363.00000
J-2J	OPB	11.000	5.60	Vn2	VV	-	32.00%	-	Tnrnpdyn	3xFb	160	160	160	3mKl+160	-	926.00000
B	AJR	83.000	1.70	K3	H-	-	5.00%	-	Sasqtsza	3xWu	Mau 900n	905-915	900	3aEo+869	-	98.00000
H-1	EMA	86.300	8.10	Y2	G	-	94.10%	-	Jdlcmmqj	3gYv	230-240	240	230	3fZl+230	-	805.00000
H	HBH	13.680	4.70	Wb3	PP-	-	36.00%	-	Qsrrjehd	3eQj	Ipm 600l	630-640	610	3lUm+596	-	91.00000
Q-1O	LNP	38.000	1.80	Lqq	RRR	-	52.00%	-	Qvqxzrwr	3rTh	-	110-120	120	3cMv+120	-	813.00000
X-1X	IOC	292.000	4.90	Bkk	OOO	-	61.00%	-	Gppwfmqy	3pKj	82 q	84-85	85	3oCt+85	-	672.00000
B-1BX	GER	601.000	1.90	Woo	RRR	-	99.00%	-	Thhsvwus	3rBt	-	-	85	3aDm+85	-	451.00000
O-2	ZCI	75.000	9.60	N2	S	-	95.50%	-	Ncuof	-	2.70%	2.70%	-	2.70%	2.700%	612.00000
F	NLM	27.520	2.30	Qgg3	HHH	-	68.87%	-	Hkkwdtxq	3aSj	330-340	320	315	3cYq+315	-	600.00000
Gse	KQC	54.000	-	WY	AO	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

X-1X: Redemption: 2022-11-18; Registration: 144V/Pkt J; B-1BX: Redemption: 2022-11-18; Registration: 144E/Hme W; Q-1O: Redemption: 2022-11-18; Registration: 144F/Gls X; J-2J: Redemption: 2022-11-18; Registration: 144P/Fhi U; A-2V: Redemption: 2022-11-18; Registration: 144L/Tye I; H-1: Redemption: 2022-11-18; Registration: 144K/Wdq T; O-2: Redemption: 2022-11-18; Registration: 144N/Iyh J; F: Redemption: 2022-11-18; Registration: 144A/Frj H; H: Redemption: 2022-11-18; Registration: 144Z/Lmh U; B: Redemption: 2022-11-18; Registration: 144F/Osw A; Gse: Redemption: 2022-11-18; Registration: 144Z/Rxd J;

Deal Comments

Vxwxk. Kgp Kcxx Rxkwgvj 1.50

Originator(s)

Kmhgpruxig

Reinvestment Period (YRS)

1.29

Reinvestment Period End Date

Apr 24, 1996