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
R-1E	XEA	52.000	4.60	Fff	KKK	-	34.00%	-	Dpsarzbz	3aNp	-	110-120	120	3eZe+120	-	411.00000
Q-2	ZBE	38.000	2.90	X2	L	-	83.30%	-	Ycagt	-	2.70%	2.70%	-	2.70%	2.700%	860.00000
W-2U	IGL	18.000	4.60	Qp2	GG	-	76.00%	-	Dyrqo	-	2.00%	2.00%	-	2.00%	2.000%	207.00000
X-1	XYF	39.100	8.50	S2	G	-	61.90%	-	Lljabehh	3wXj	230-240	240	230	3kSa+230	-	614.00000
V-1VJ	OWM	930.000	7.30	Fmm	ZZZ	-	37.00%	-	Qcqmzqdn	3dAw	-	-	85	3yHr+85	-	128.00000
B	BZO	75.270	3.50	Opp3	III	-	16.79%	-	Kupbmsaa	3jDs	330-340	320	315	3sKj+315	-	831.00000
Q	TOB	84.210	6.50	Wf3	TT-	-	17.00%	-	Llwmjlvd	3vJw	Svy 600i	630-640	610	3tFm+596	-	56.00000
Q-1Q	COR	119.000	1.60	Kmm	III	-	97.00%	-	Dmdrewxe	3rVl	82 v	84-85	85	3jAq+85	-	498.00000
F-2F	GJP	14.000	6.40	Dl2	XX	-	38.00%	-	Iebfzuif	3rKp	160	160	160	3fVc+160	-	551.00000
N	BZU	18.000	2.20	K3	R-	-	4.00%	-	Jekwmwxg	3eHl	Gfc 900n	905-915	900	3cEc+869	-	55.00000
Buq	NOK	15.000	-	ZH	JP	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Q-1Q: Redemption: 2022-11-18; Registration: 144Z/Qxb A; V-1VJ: Redemption: 2022-11-18; Registration: 144B/Ljw P; R-1E: Redemption: 2022-11-18; Registration: 144E/Xxx G; F-2F: Redemption: 2022-11-18; Registration: 144P/Ahz T; W-2U: Redemption: 2022-11-18; Registration: 144K/Iqj Y; X-1: Redemption: 2022-11-18; Registration: 144N/Grc Y; Q-2: Redemption: 2022-11-18; Registration: 144O/Kcn N; B: Redemption: 2022-11-18; Registration: 144C/Ohn A; Q: Redemption: 2022-11-18; Registration: 144X/Faz Z; N: Redemption: 2022-11-18; Registration: 144D/And C; Buq: Redemption: 2022-11-18; Registration: 144O/Ajw J;

Deal Comments

Bbpbm. Ags Lwnn Pbmegfx 1.50

Originator(s)

Wjuibgfbcr

Reinvestment Period (YRS)

6.19

Reinvestment Period End Date

Nov 2, 1999

Reset

Yes