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
G-2G2	JZP	87.000	4.90	Dy2	-	RR	90.23%	-	Njljhsvr	3hWp	-	-	205	3sZw+205	-	-
K-1	PLL	7.000	6.90	X2	-	F	37.43%	-	Pwylppmy	3eWf	-	-	247	3tCe+247	-	-
G-2	JEW	20.000	5.50	V2	-	M	48.64%	-	Gmdjyhdz	3nZs	-	-	277	3iXh+277	-	-
M	LKF	15.200	9.80	Qoo3	-	RRR-	91.20%	-	Wdwjpmvc	3jOc	-	-	345	3pTh+345	-	-
W	PPD	41.500	7.50	Lb3	-	YY-	12.00%	-	Jzzfmrlj	3pQj	-	-	526	3eTj+526	-	-
G-2D	OJL	86.000	6.10	Uq2	-	OO	58.12%	-	Vmqkn	VPO	-	-	-	2.50%	-	-
G	NHG	4.900	6.30	Yll	-	SSS	-	-	Tkouyzkl	3iYn	-	-	50	3iFv+50	-	-
P-1P	TES	894.000	7.30	Acc	-	FFF	18.00%	-	Auwdklad	3sMc	-	-	95.5	3xJd+95.5	-	-
G-1T	WVD	5.000	3.10	Ipp	-	DDD	95.30%	-	Toroezkv	3cHp	-	-	120	3dZt+120	-	-
E-2E1	QYP	31.000	7.10	Yt2	-	ZZ	42.48%	-	Auqbszzc	3rVp	-	-	175	3xXz+175	-	-
Tql	LZL	83.380	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T	PQC	99.400	8.10	T2	-	N-	3.50%	-	Vfhkdhkd	3jYw	-	-	716	3eKu+716	-	-

Tranche Comments

G: First Pay: 2019-01-29; Redemption: 2020-10-29; P-1P: First Pay: 2019-01-29; Redemption: 2020-10-29; G-1T: First Pay: 2019-01-29; Redemption: 2020-10-29; E-2E1: First Pay: 2019-01-29; Redemption: 2020-10-29; G-2G2: First Pay: 2019-01-29; Redemption: 2020-10-29; G-2D: First Pay: 2019-01-29; Redemption: 2020-10-29; K-1: First Pay: 2019-01-29; Redemption: 2020-10-29; G-2: First Pay: 2019-01-29; Redemption: 2020-10-29; M: First Pay: 2019-01-29; Redemption: 2020-10-29; W: First Pay: 2019-01-29; Redemption: 2020-10-29; T: First Pay: 2019-01-29; Redemption: 2020-10-29; Tql: First Pay: 2019-01-29; Redemption: 2020-10-29;

Deal Comments

Jkhcczk. Hxx Vbgg Bkphxkm 2.00

Originator(s)

KBDO

Reinvestment Period (YRS)

3.3

Reinvestment Period End Date

Jul 13, 2006

Refinancing

Yes

WAL Test Period (YRS)

2.6