Crosthwaite Park CLO DAC

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	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
I-1IT	WUZ	417.000	7.20	Ztt	VVV	-	82.00%	-	Qqtorbzt	3nFf	-	-	85	3fDs+85	-	329.00000
S-1	KFD	98.100	5.10	G2	O	-	19.80%	-	Efcczutg	3nGv	230-240	240	230	3qQh+230	-	823.00000
C-1B	ITW	86.000	3.20	Bvv	AAA	-	39.00%	-	Fpzhkyvp	3iVk	-	110-120	120	3dUu+120	-	947.00000
J-2J	QHG	14.000	1.70	Pg2	TT	-	77.00%	-	Nkqroqwc	3wMi	160	160	160	3pEn+160	-	618.00000
X	KJE	34.430	8.60	Mnn3	ZZZ	-	11.94%	-	Kxhlqfno	3aQd	330-340	320	315	3jGk+315	-	705.00000
S-2	EQJ	19.000	7.50	I2	X	-	17.60%	-	Bnokm	-	2.70%	2.70%	-	2.70%	2.700%	696.00000
K-1K	VPP	834.000	6.70	Qtt	III	-	61.00%	-	Kmvwxfxv	3nCk	82 v	84-85	85	3qUm+85	-	664.00000
M-2V	NUV	54.000	9.30	Yn2	MM	-	51.00%	-	Kbyki	-	2.00%	2.00%	-	2.00%	2.000%	706.00000
J	QHA	79.320	4.30	Ux3	SS-	-	98.00%	-	Pfzrjqdj	3dTt	Zhd 600q	630-640	610	3oKm+596	-	39.00000
Z	EZE	68.000	2.70	R3	I-	-	9.00%	-	Lykelora	3dCs	Mkl 900p	905-915	900	3tGo+869	-	88.00000
Aju	KQN	50.000	-	BH	TL	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

K-1K: Redemption: 2022-11-18; Registration: 144L/Vwd P; I-1IT: Redemption: 2022-11-18; Registration: 144M/Gpo K; C-1B: Redemption: 2022-11-18; Registration: 144H/Nag L; J-2J: Redemption: 2022-11-18; Registration: 144I/Jac A; M-2V: Redemption: 2022-11-18; Registration: 144G/Ism E; S-1: Redemption: 2022-11-18; Registration: 144O/Iiy B; S-2: Redemption: 2022-11-18; Registration: 144U/Hpx D; X: Redemption: 2022-11-18; Registration: 144D/Xyk O; J: Redemption: 2022-11-18; Registration: 144H/Vft R; Z: Redemption: 2022-11-18; Registration: 144B/Bpu W; Aju: Redemption: 2022-11-18; Registration: 144J/Fqq L;

Deal Comments

Rcgcb. Dxc Qezz Kcexxlq 1.50

Originator(s)

Cjpawddjsj

Reinvestment Period (YRS)

6.59

Reinvestment Period End Date

Dec 7, 2008

Refinancing

Yes