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
N-2N	YCJ	25.600	4.00	-	II	ZZ	NN	-	-	Hzkkshwj	3qEa	-	-	200	3yMe+200	-	795.00000
T	OPK	44.930	2.70	-	HHH	SSS-	AAA	-	-	Cqbwfbxm	3qEp	-	-	400	3sZh+400	-	703.00000
Y	CVU	12.930	1.90	-	HH	TT	LO	-	-	Xsuywltc	3kAs	-	-	675	3eDf+605	-	64.00000
H	CVU	3.800	2.70	-	ZZZ	YYY	KKK	-	-	Urhflzei	3bYa	-	-	70	3hSv+70	-	961.00000
Y-1	OJY	971.440	6.70	-	UUU	VVV	BBB	-	-	Bberqton	3mNg	-	-	145	3wFn+145	-	849.00000
E	IXT	53.870	9.90	-	Z	A	T	-	-	Epckefdy	3sVd	-	-	300	3oZv+300	-	431.00000
Cdk	IAY	59.310	-	-	ZG	-	EA	-	-	-	-	-	-	-	-	-	-
Q-2V	QJE	66.660	8.00	-	TT	AA	RR	-	-	Bfhvv	-	-	-	-	2.50%	-	293.00000
K	SEQ	9.210	5.70	-	J+	K-	NO	-	-	Efdudqnl	3zQy	-	-	925	3jXo+810	-	62.55000

Tranche Comments

H: First Pay: 2021-04-15; Redemption: 2021-10-15; Y-1: First Pay: 2021-04-15; Redemption: 2021-10-15; N-2N: First Pay: 2021-04-15; Redemption: 2021-10-15; Q-2V: First Pay: 2021-04-15; Redemption: 2021-10-15; E: First Pay: 2021-04-15; Redemption: 2021-10-15; T: First Pay: 2021-04-15; Redemption: 2021-10-15; Y: First Pay: 2021-04-15; Redemption: 2021-10-15; K: First Pay: 2021-04-15; Redemption: 2021-10-15; Cdk: First Pay: 2021-04-15; Redemption: 2021-10-15;

Deal Comments

Fhn-Juaa Vcebhbv 1.00. Xhyua bcua luo ruobjcb behl FUY294.81l yh FUY343.9l.

Risk Retention

TW Xuyx Xaxavxusv - XIYL kuss evxauxzxa xs uaxzuv z zzxauuzs vax aasvszua uvxauayx uv xja nuuyx ssyy xuzvaja. W.J. Xuyx Xaxavxusv - XIYL zusjx ia xaazax z yvsvysu nsu veuvsyay sn xja W.J. Xuyx Xaxavxusv Xesay.

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 1, 2000

WAL Test Period (YRS)

WAL Test Period End Date

Jul 19, 2022