Otranto Park CLO DAC (OTOPK) I

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
Dep	WKY	99.500	-	QM	-	LH	-	-	-	-	-	-	-	-	-	Retained
T	ZHX	94.700	-	Y2	-	J	-	-	Ekprmfkd	3hBg	-	-	315	3zUh+315	-	896.00000
T	FIO	19.000	-	Vk2	-	EE	-	-	Xwurlqjs	3iNm	-	-	215	3vGz+215	-	462.00000
L	NSW	76.200	-	J3	-	Q-	-	-	Glljlfch	3nQy	-	-	1000	3aKb+905	-	75.00000
U	IZF	52.400	-	Qvv3	-	KKK-	-	-	Dhbabxfg	3eHm	-	-	415	3eMp+415	-	199.00000
E	TVV	91.000	-	Tz3	-	XX-	-	-	Vrercztk	3dYe	-	-	750	3mHr+705	-	20.00000
D	MML	504.700	-	Nbb	-	VVV	-	-	Ovebvvjx	3bKr	-	-	96	3aTn+96	-	725.00000

Tranche Comments

D: First Pay: 2022-11-15; Redemption: 2023-11-15; T: First Pay: 2022-11-15; Redemption: 2023-11-15; T: First Pay: 2022-11-15; Redemption: 2023-11-15; U: First Pay: 2022-11-15; Redemption: 2023-11-15; E: First Pay: 2022-11-15; Redemption: 2023-11-15; L: First Pay: 2022-11-15; Redemption: 2023-11-15; Dep: First Pay: 2022-11-15; Redemption: 2023-11-15;

Deal Comments

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Risk Retention

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Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 28, 2009

WAL Test Period (YRS)

1.4