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
V-2V	LWD	19.000	3.60	Pb2	PP	-	63.00%	-	Wdywawdy	3pUm	160	160	160	3hIf+160	-	167.00000
F-1FL	YZX	285.000	2.30	Pxx	QQQ	-	30.00%	-	Nedjsyit	3mEd	-	-	85	3qCs+85	-	752.00000
S-2H	KWE	97.000	1.60	Ov2	FF	-	43.00%	-	Nimsp	-	2.00%	2.00%	-	2.00%	2.000%	799.00000
C-1	YVJ	48.900	9.20	E2	X	-	10.30%	-	Bdcscebs	3jEx	230-240	240	230	3zQi+230	-	301.00000
A-2	HXK	79.000	7.20	Q2	X	-	72.20%	-	Caygi	-	2.70%	2.70%	-	2.70%	2.700%	735.00000
A	ADB	87.580	2.80	Uhh3	ZZZ	-	39.26%	-	Apvvevwc	3sTs	330-340	320	315	3fWj+315	-	496.00000
H	PZY	46.000	1.10	P3	L-	-	9.00%	-	Qkewfeyy	3cQl	Kyl 900c	905-915	900	3aBy+869	-	73.00000
F-1F	VWH	814.000	3.10	Poo	SSS	-	52.00%	-	Obeajlrp	3eQm	82 j	84-85	85	3xTi+85	-	832.00000
D-1Y	XIR	67.000	9.40	Opp	OOO	-	71.00%	-	Afwzkmmf	3nYw	-	110-120	120	3vJa+120	-	684.00000
W	DWN	91.410	6.60	Az3	RR-	-	39.00%	-	Wfdjolbv	3xCo	Iwi 600z	630-640	610	3iLs+596	-	26.00000
Kyt	HNF	75.000	-	AO	QM	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

F-1F: Redemption: 2022-11-18; Registration: 144M/Uid W; F-1FL: Redemption: 2022-11-18; Registration: 144Y/Tra M; D-1Y: Redemption: 2022-11-18; Registration: 144T/Nxb C; V-2V: Redemption: 2022-11-18; Registration: 144I/Ksh H; S-2H: Redemption: 2022-11-18; Registration: 144C/Vog T; C-1: Redemption: 2022-11-18; Registration: 144Y/Rrp S; A-2: Redemption: 2022-11-18; Registration: 144D/Emq I; A: Redemption: 2022-11-18; Registration: 144A/Qod W; W: Redemption: 2022-11-18; Registration: 144E/Xxz T; H: Redemption: 2022-11-18; Registration: 144O/Yyf L; Kyt: Redemption: 2022-11-18; Registration: 144Z/Jji E;

Deal Comments

Knxny. Wku Axff Pnnekjg 1.50

Originator(s)

Clnwjrpuin

Reinvestment Period (YRS)

7.56

Reinvestment Period End Date

Apr 26, 2002