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
A-2Q	ZDV	99.000	1.90	Ac2	TT	-	79.00%	-	Alcut	-	2.00%	2.00%	-	2.00%	2.000%	574.00000
C-1CJ	YFG	210.000	9.10	Fss	KKK	-	30.00%	-	Mxsovzpq	3xOx	-	-	85	3aLa+85	-	281.00000
O	OGQ	12.210	8.40	Ex3	YY-	-	37.00%	-	Mefrtind	3bIu	Ivd 600p	630-640	610	3yIl+596	-	58.00000
X-1	NOK	50.500	4.20	Q2	W	-	66.50%	-	Zsxjuucu	3nBo	230-240	240	230	3pCe+230	-	185.00000
S-1D	OSO	96.000	2.90	Vyy	YYY	-	78.00%	-	Sjwqcsot	3cQp	-	110-120	120	3sXo+120	-	242.00000
O-2O	BNN	64.000	8.70	Yj2	OO	-	49.00%	-	Uprfpzfq	3qVh	160	160	160	3xWc+160	-	915.00000
R-2	WIU	10.000	5.80	Y2	C	-	53.80%	-	Sbbls	-	2.70%	2.70%	-	2.70%	2.700%	821.00000
I-1I	WDD	401.000	8.40	Pvv	SSS	-	58.00%	-	Hqvwahqq	3qQb	82 f	84-85	85	3wZc+85	-	492.00000
H	GZU	45.000	2.10	T3	E-	-	6.00%	-	Elpkhjel	3tOk	Xcd 900s	905-915	900	3xPp+869	-	82.00000
J	FUV	41.990	8.20	Mtt3	JJJ	-	91.35%	-	Evpkeptr	3yAl	330-340	320	315	3wBq+315	-	971.00000
Osd	IAQ	86.000	-	HU	OC	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

I-1I: Redemption: 2022-11-18; Registration: 144T/Afk G; C-1CJ: Redemption: 2022-11-18; Registration: 144W/Bnh Z; S-1D: Redemption: 2022-11-18; Registration: 144U/Ryt A; O-2O: Redemption: 2022-11-18; Registration: 144I/Rwa Q; A-2Q: Redemption: 2022-11-18; Registration: 144N/Nwt L; X-1: Redemption: 2022-11-18; Registration: 144I/Zkz S; R-2: Redemption: 2022-11-18; Registration: 144E/Crs A; J: Redemption: 2022-11-18; Registration: 144B/Yra A; O: Redemption: 2022-11-18; Registration: 144D/Lyt W; H: Redemption: 2022-11-18; Registration: 144J/Qqh Z; Osd: Redemption: 2022-11-18; Registration: 144C/Ttt Q;

Deal Comments

Wmmme. Gec Begg Hmwpedy 1.50

Originator(s)

Sxqlictbjh

Reinvestment Period (YRS)

1.25

Reinvestment Period End Date

Jul 2, 2007