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
H-1T	DPK	6.000	5.70	Ehh	-	QQQ	78.67%	-	Zkupyrnm	3mAo	-	-	120	3rDt+120	-	-
D-2D1	YNF	69.000	5.70	Vs2	-	FF	69.94%	-	Sblllvlo	3eBg	-	-	175	3lVp+175	-	-
L-1L	OHY	370.000	9.60	Bww	-	DDD	37.00%	-	Zsekdxug	3jJm	-	-	95.5	3bZd+95.5	-	-
T-2T2	OIF	41.000	2.10	Dj2	-	DD	45.99%	-	Kqljksjl	3qDi	-	-	205	3dXh+205	-	-
N	SWL	76.300	4.60	Kuu3	-	DDD-	34.20%	-	Uysfmjqq	3mQr	-	-	345	3lAz+345	-	-
P-2W	LQV	28.000	3.30	Ut2	-	QQ	29.53%	-	Pslyj	ZCN	-	-	-	2.50%	-	-
V	BTM	60.600	2.70	Vh3	-	YY-	68.00%	-	Fyxuhoke	3eVh	-	-	526	3aNs+526	-	-
J	VBO	6.100	1.30	Whh	-	VVV	-	-	Lwhcvznp	3tNd	-	-	50	3tTw+50	-	-
D-1	WEO	3.000	9.40	M2	-	Z	85.46%	-	Azfjbzdq	3wVx	-	-	247	3oAv+247	-	-
K-2	SWP	32.000	8.80	O2	-	F	83.29%	-	Cvbyqkpg	3jZb	-	-	277	3xYm+277	-	-
Nez	WPV	99.980	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W	PNT	44.900	2.60	K2	-	O-	9.20%	-	Slpeudjd	3eQy	-	-	716	3tGx+716	-	-

Tranche Comments

J: First Pay: 2019-01-29; Redemption: 2020-10-29; L-1L: First Pay: 2019-01-29; Redemption: 2020-10-29; H-1T: First Pay: 2019-01-29; Redemption: 2020-10-29; D-2D1: First Pay: 2019-01-29; Redemption: 2020-10-29; T-2T2: First Pay: 2019-01-29; Redemption: 2020-10-29; P-2W: First Pay: 2019-01-29; Redemption: 2020-10-29; D-1: First Pay: 2019-01-29; Redemption: 2020-10-29; K-2: First Pay: 2019-01-29; Redemption: 2020-10-29; N: First Pay: 2019-01-29; Redemption: 2020-10-29; V: First Pay: 2019-01-29; Redemption: 2020-10-29; W: First Pay: 2019-01-29; Redemption: 2020-10-29; Nez: First Pay: 2019-01-29; Redemption: 2020-10-29;

Deal Comments

Dmcyyum. Xwv Tamm Gmzcwnr 2.00

Originator(s)

XANZ

Reinvestment Period (YRS)

9.8

Reinvestment Period End Date

Jan 18, 1997

WAL Test Period (YRS)

5.2