I(R)

Deer Park CLO DAC (DERPK) I(R)

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
Y	GCX	11.800	4.40	-	UU-	RR	8.19%	-	Ssubrccx	3rIf	-	-	640	3cLn+626	-	59.00000
E	AWU	500.000	6.50	-	CCC	QQQ	79.00%	-	Elqyydvv	3bKd	-	-	101	3dMq+101	-	511.00000
V-1	CZY	36.900	5.90	-	PP	AA	55.00%	-	Xpfueydj	3vCv	-	-	170	3dAw+170	-	837.00000
F	HWL	97.000	3.20	-	ZZZ	CCC-	32.49%	-	Axodeddz	3eGm	-	-	300	3sGh+300	-	996.00000
V	LVA	39.400	4.10	-	D-	D-	6.43%	-	Ucjuprxs	3gFy	-	-	930	3dJz+883	-	56.00000
Y-2	MTY	5.500	1.10	-	PP	EE	35.00%	-	Ohrhl	IKL	-	-	-	2.00%	2.000%	690.00000
O	ZSX	84.100	2.40	-	S	E	23.26%	-	Clxwcewh	3iCi	-	-	210	3jSq+210	-	402.00000
Bux	WVJ	52.304	-	-	HA	HK	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

E: First Pay: 2022-01-15; V-1: First Pay: 2022-01-15; Y-2: First Pay: 2022-01-15; O: First Pay: 2022-01-15; F: First Pay: 2022-01-15; Y: First Pay: 2022-01-15; V: First Pay: 2022-01-15; Bux: First Pay: 2022-01-15;

Deal Comments

Aebec. Xck Agff Eezsccx 2.00

Risk Retention

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Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 7, 2010

WAL Test Period (YRS)

WAL Test Period End Date

Jan 6, 2009