I(R)

Phoenix Park CLO DAC (PHNXP) 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
T	ONV	3.300	7.60	Gaa	-	OOO	-	-	Ressmpbn	3sMy	-	-	50	3cBy+50	-	-
G	NVJ	12.300	9.10	Jrr3	-	XXX-	88.90%	-	Gupfrvrh	3lLw	-	-	345	3qOc+345	-	-
O	MFV	99.300	7.50	Vf3	-	GG-	15.00%	-	Gejhmlls	3vBu	-	-	526	3wBs+526	-	-
H-2J	WHI	58.000	8.10	Ks2	-	YY	95.39%	-	Kjacl	OSC	-	-	-	2.50%	-	-
Y-2	FEE	85.000	9.50	R2	-	P	50.37%	-	Xlklthhz	3nNv	-	-	277	3zRv+277	-	-
P-1J	GHS	5.000	7.10	Gbb	-	AAA	75.29%	-	Acjdydje	3aMo	-	-	120	3gHc+120	-	-
A-2A2	HVY	73.000	1.80	Kh2	-	HH	46.29%	-	Mcmyymvj	3nAt	-	-	205	3dYg+205	-	-
U-2U1	EFP	78.000	6.60	Sn2	-	DD	87.80%	-	Rwcmmisz	3aWy	-	-	175	3oTx+175	-	-
U-1	LCV	3.000	7.90	F2	-	X	59.58%	-	Rpudqhfj	3lJg	-	-	247	3wYv+247	-	-
Z-1Z	TEF	817.000	6.60	Xww	-	AAA	27.00%	-	Pzrcdqkk	3mUt	-	-	95.5	3oGi+95.5	-	-
Plv	QNA	84.150	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
P	NWA	43.400	7.20	B2	-	U-	6.50%	-	Axxjkbqm	3gBe	-	-	716	3jPr+716	-	-

Tranche Comments

T: First Pay: 2019-01-29; Redemption: 2020-10-29; Z-1Z: First Pay: 2019-01-29; Redemption: 2020-10-29; P-1J: First Pay: 2019-01-29; Redemption: 2020-10-29; U-2U1: First Pay: 2019-01-29; Redemption: 2020-10-29; A-2A2: First Pay: 2019-01-29; Redemption: 2020-10-29; H-2J: First Pay: 2019-01-29; Redemption: 2020-10-29; U-1: First Pay: 2019-01-29; Redemption: 2020-10-29; Y-2: First Pay: 2019-01-29; Redemption: 2020-10-29; G: First Pay: 2019-01-29; Redemption: 2020-10-29; O: First Pay: 2019-01-29; Redemption: 2020-10-29; P: First Pay: 2019-01-29; Redemption: 2020-10-29; Plv: First Pay: 2019-01-29; Redemption: 2020-10-29;

Deal Comments

Wyjttvy. Osg Ugcc Iyqjsew 2.00

Originator(s)

KTTN

Reinvestment Period (YRS)

5.4

Reinvestment Period End Date

Jan 22, 2018

WAL Test Period (YRS)

5.4