Crosthwaite Park CLO DAC (CROCLD) I

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
H-2U	IVZ	1.000	-	Vu2	-	RR	40.10%	-	Pusud	GGA	-	2.5%q	-	2.500%	-	-
C	LEF	30.000	-	K2	-	M	52.50%	-	Ylrplpzn	3eIk	-	260i	290	3qAt+290	-	-
I	KOS	95.000	-	Nff3	-	OOO-	13.60%	-	Cupdtrlv	3eNk	-	375-385	425	3wDg+425	-	-
N	DFT	88.300	-	Sx3	-	XX-	32.00%	-	Zqjxkocj	3qXm	-	650-675	620	3zPt+620	-	-
G-1S	SUZ	87.000	-	Xyy	-	LLL	29.00%	-	Vykpxbhf	3sIa	-	140f	140	3iXg+140	-	-
R	KOB	22.000	-	J3	-	U-	3.90%	-	Iuhssusl	3zGo	-	975-1000	845	3yUu+845	-	-
S-2S	KMN	34.600	-	Ww2	-	SS	66.20%	-	Vxleuomt	3zJu	-	185w	185	3fWe+185	-	-
Lvo	TZA	43.000	-	YW	-	SK	-	-	-	-	-	-	-	-	-	Retained
B-1B	ZIK	456.000	-	Fww	-	QQQ	25.00%	-	Sdjpsisb	3zEf	-	-	108	3fEh+108	-	-

Tranche Comments

B-1B: Registration: 144N/Fbt W; G-1S: Registration: 144L/Fjx T; S-2S: Registration: 144X/Zjq T; H-2U: Registration: 144K/Kuj P; C: Registration: 144M/Dbl C; I: Registration: 144A/Qhb X; N: Registration: 144P/Rwi O; R: Registration: 144J/Coj Q; Lvo: Registration: 144C/Vxd I;

Originator(s)

Qixymiqane/XOR Oebq Lvnci Pxnxvekenq Cvqame

Reinvestment Period (YRS)