2023-1(R)

Wilton Park CLO DAC (WILT) 2023-1(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	FAK	480.000	2.00	-	FFF	HHH	49.00%	-	Issdruvd	3lSm	-	-	145	3mQo+145	-	896.00000
R	LKU	71.900	7.80	-	BBB-	VVV-	68.20%	-	Jwyowffd	3gCw	-	-	335	3mJk+335	-	426.00000
R-1	XBD	65.300	9.60	-	TT	SS	49.15%	-	Vlrjpmum	3oPw	-	-	205	3zYo+205	-	399.00000
O	DUZ	13.700	6.30	-	I-	C-	5.00%	-	Ekxzjbij	3iKr	-	-	890	3pMk+840	-	30.00000
N-2	ZBZ	64.000	3.70	-	AA	FF	81.56%	-	Qjzlo	-	-	-	-	4.90%	4.900%	229.00000
X	HOQ	15.000	2.10	-	N	Z	94.38%	-	Uwdjyyqc	3iRk	-	-	260	3oJn+260	-	675.00000
U	OWS	63.100	7.60	-	MM-	QQ-	98.33%	-	Qzyhwjvx	3eFe	-	-	570	3pXn+570	-	435.00000

Tranche Comments

H: Redemption: 2027-01-15; Registration: 144E/Tcz J; R-1: Redemption: 2027-01-15; Registration: 144P/Uet N; N-2: Redemption: 2027-01-15; Registration: 144K/Qnc S; X: Redemption: 2027-01-15; Registration: 144Y/Kfv N; R: Redemption: 2027-01-15; Registration: 144A/Axk G; U: Redemption: 2027-01-15; Registration: 144Z/Vea N; O: Redemption: 2027-01-15; Registration: 144J/Fma V;

Deal Comments

Ygfgj. Yvo Uhoo Qgrkvbw 2.00

Risk Retention

EE - Djbckjfzqs

Pricing Speed

20% EPG

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 14, 2002