Dunedin Park CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XEUR2.0001.40-AAAAAA--Floating3mEu-443mEu+44-100.00000
AEUR248.0005.80-AAAAAA38.00%-Floating3mEu-983mEu+98-100.00000
B-1EUR30.0007.50-AAAA28.00%-Floating3mEu-1783mEu+178-100.00000
B-2EUR10.0007.50-AAAA28.00%-FixedYLD-2.002.00%2.000%100.00000
CEUR29.0008.20-AA20.75%-Floating3mEu-2253mEu+225-100.00000
DEUR24.0008.70-BBBBBB14.75%-Floating3mEu-3003mEu+300-100.00000
EEUR20.0009.30-BB-BB9.75%-Floating3mEu-6403mEu+626-99.00000
FEUR12.0009.60-B-B-6.75%-Floating3mEu-9403mEu+893-97.00000
SubEUR47.800--NR---------Retained
Tranche Comments
X: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144A/Reg S; A: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144A/Reg S; B-1: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144A/Reg S; B-2: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144A/Reg S; C: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144A/Reg S; D: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144A/Reg S; E: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144A/Reg S; F: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144A/Reg S; Sub: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Risk Retention
EU/UK: Blackstone Corporate Funding DAC, acting as originator and retention holder, will undertake to continue to hold on the Closing Date on an ongoing basis for so long as any class of notes remains outstanding, a material net economic interest in the first loss tranche of not less than 5.0 per cent. of the nominal value of the securitised exposures through the purchase and retention of Subordinated Notes. US: Blackstone Ireland Ltd and Blackstone Corporate Funding DAC intends to rely on the foreign transaction safe harbour exemption
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 20, 2026
WAL Test Period (YRS)
9
WAL Test Period End Date
May 15, 2030
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-1WXI17.0005.00-ZI--Fymlsxnc3kIk-2503sSq+250-261.00000
BNMJ84.8107.70-RRRWWW--Mkxsjhrm3tGu-3903lXs+390-897.00000
RZLR8.0001.80-NNNTTT--Vbcaffjm3eBq-503hLc+50-316.00000
P-2PWKZ45.9007.90-PPCC--Jyyurmsv3nCe-1753tJv+175-644.00000
M-2YIMZ94.2002.50-EELL--Abrxd--2.5%--824.00000
XmwTHX33.300--DNTU---------
S-1NUH263.0009.60-VVVZZZ--Gifypwei3bNi-1073bWz+107-950.00000
Z-2SEN7.0009.00-IM--Asaft--3.1%--274.00000
SSNB64.2806.30-IIXX--Ybalqtka3zHo-6753wGd+624-29.90000
Tranche Comments
R: First Pay: 2020-04-22; Redemption: 2021-09-17; S-1: First Pay: 2020-04-22; Redemption: 2021-09-17; P-2P: First Pay: 2020-04-22; Redemption: 2021-09-17; M-2Y: First Pay: 2020-04-22; Redemption: 2021-09-17; S-1: First Pay: 2020-04-22; Redemption: 2021-09-17; Z-2: First Pay: 2020-04-22; Redemption: 2021-09-17; B: First Pay: 2020-04-22; Redemption: 2021-09-17; S: First Pay: 2020-04-22; Redemption: 2021-09-17; Xmw: First Pay: 2020-04-22; Redemption: 2021-09-17;
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Sep 5, 1996
Refinancing
Yes
WAL Test Period (YRS)
3
WAL Test Period End Date
Jul 20, 2020

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