Dunedin Park CLO DAC

Deals

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
F-2	QWZ	27.000	4.70	-	YY	ZZ	83.00%	-	Vthpm	GYT	-	-	2.00	2.00%	2.000%	249.00000
L	VYW	61.000	8.10	-	KK-	GG	7.86%	-	Tfxqcosa	3dCw	-	-	640	3mSg+626	-	13.00000
F	NFQ	19.000	3.90	-	LLL	PPP	97.50%	-	Tmzlebqx	3gAw	-	-	300	3oCc+300	-	804.00000
Iam	CNK	25.700	-	-	OK	-	-	-	-	-	-	-	-	-	-	Retained
M-1	XYH	43.000	4.90	-	WW	DD	24.00%	-	Ndwqqwvm	3jEh	-	-	178	3wVl+178	-	746.00000
L	VLV	33.000	7.10	-	R-	F-	8.35%	-	Kucyqahy	3sCu	-	-	940	3tId+893	-	44.00000
N	GMU	5.000	2.20	-	JJJ	LLL	-	-	Swplrrzm	3cXw	-	-	44	3vXf+44	-	672.00000
D	PXR	804.000	5.20	-	KKK	YYY	16.00%	-	Plvulmsm	3sUw	-	-	98	3wTx+98	-	390.00000
I	MCS	47.000	8.20	-	V	X	58.53%	-	Wzsymfcj	3lTz	-	-	225	3iCg+225	-	602.00000

Tranche Comments

N: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144G/Ifx Z; D: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144K/Zhc Z; M-1: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144T/Mbr M; F-2: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144K/Idf R; I: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144H/Nqo E; F: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144P/Ysc Z; L: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144I/Nym W; L: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144E/Iqj F; Iam: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144C/Ura W;

Deal Comments

Ztptm. Mvb Sfcc Stquvtn 2.00

Risk Retention

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Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 25, 2015

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Mar 12, 2015