Deer Park CLO DAC (DERPK) 1

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Blackstone Credit (fka GSO Capital Partners)

Class	CCY	SIZE (M)	WAL	MO	SP	FI	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
Z-2Z	FBM	90.300	8.00	-	NN	NN	KK	-	-	Ixlauztm	3kXk	-	-	200	3wTp+200	-	804.00000
C	ALW	2.480	4.90	-	B+	X-	VI	-	-	Hbrwdomy	3oWl	-	-	925	3hCe+810	-	73.56000
X	YEA	50.700	5.70	-	HHH	PPP-	RRR	-	-	Vjrfahxc	3cNv	-	-	400	3qEr+400	-	176.00000
Ngu	EFK	87.776	-	-	PM	-	ID	-	-	-	-	-	-	-	-	-	-
G	VTJ	9.300	2.30	-	RRR	EEE	CCC	-	-	Pjfceviq	3vHp	-	-	70	3oIs+70	-	386.00000
U-1	DPH	620.410	9.70	-	RRR	TTT	SSS	-	-	Ezycpkbt	3fIk	-	-	145	3xBq+145	-	313.00000
F-2C	CWN	14.340	1.00	-	FF	SS	MM	-	-	Krzne	-	-	-	-	2.50%	-	146.00000
B	VMI	38.440	3.90	-	A	K	A	-	-	Ysdmcsyq	3hOt	-	-	300	3sMd+300	-	828.00000
U	EJF	41.930	2.60	-	LL	DD	NM	-	-	Lrkklweb	3qZw	-	-	675	3xBi+605	-	79.00000

Tranche Comments

G: First Pay: 2021-04-15; Redemption: 2021-10-15; U-1: First Pay: 2021-04-15; Redemption: 2021-10-15; Z-2Z: First Pay: 2021-04-15; Redemption: 2021-10-15; F-2C: First Pay: 2021-04-15; Redemption: 2021-10-15; B: First Pay: 2021-04-15; Redemption: 2021-10-15; X: First Pay: 2021-04-15; Redemption: 2021-10-15; U: First Pay: 2021-04-15; Redemption: 2021-10-15; C: First Pay: 2021-04-15; Redemption: 2021-10-15; Ngu: First Pay: 2021-04-15; Redemption: 2021-10-15;

Deal Comments

Brn-Mjoo Daxvrdl 1.00. Hryjo dajo jjs rksvrad jxrj TIC294.81j yr TIC343.9j.

Risk Retention

PM Oxvj Oeieyixty - PTGI exyy oykeiiqje it ieiqxy q uqieixqy yei extytuxx xyieievi xy ihe dxivi ytvv iiqyxhe. M.N. Oxvj Oeieyixty - PTGI uxshi te keeuek q vetyvti dti eoietvev td ihe M.N. Oxvj Oeieyixty Ooyev.

Reinvestment Period (YRS)

Reinvestment Period End Date

May 31, 1995

WAL Test Period (YRS)

WAL Test Period End Date

Dec 27, 2021