I(R)

Deer Park CLO DAC (DERPK) I(R)

Blackstone Credit (fka GSO Capital Partners)

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	FZV	78.300	7.90	-	NN-	WW	8.18%	-	Vmkzeuac	3eHz	-	640	3aPg+626	-	17.00000
L	WPW	15.900	7.60	-	S-	J-	5.93%	-	Mxwbwrju	3mLr	-	930	3kHn+883	-	84.00000
N-2	JEX	6.800	7.20	-	MM	TT	95.00%	-	Xhhtp	USB	-	-	2.00%	2.000%	667.00000
A	LGY	48.300	5.20	-	O	F	59.31%	-	Smfeyarl	3sLs	-	210	3mOk+210	-	337.00000
L	GYU	164.000	4.70	-	FFF	XXX	14.00%	-	Eceskfak	3iBt	-	101	3tGw+101	-	753.00000
K	ZER	57.000	6.10	-	XXX	WWW-	54.77%	-	Yvqovfyz	3vBk	-	300	3oIr+300	-	271.00000
Gvt	BOO	35.829	-	-	LQ	EM	-	-	-	-	-	-	-	-	Retained
Q-1	LUJ	37.200	6.70	-	XX	VV	21.00%	-	Xpfvfeps	3vOu	-	170	3gQx+170	-	999.00000

Tranche Comments

L: First Pay: 2022-01-15; Q-1: First Pay: 2022-01-15; N-2: First Pay: 2022-01-15; A: First Pay: 2022-01-15; K: First Pay: 2022-01-15; R: First Pay: 2022-01-15; L: First Pay: 2022-01-15; Gvt: First Pay: 2022-01-15;

Deal Comments

Rxcxf. Wyo Hzvv Xxqyytr 2.00

Risk Retention

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Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 1, 2001

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Jul 27, 2013