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	IKQ	1.000	9.80	-	BBB	XXX	-	-	Ljukcwzk	3wKn	-	-	44	3yXu+44	-	489.00000
O-2	XCF	45.000	4.80	-	JJ	GG	26.00%	-	Wlzuf	FWE	-	-	2.00	2.00%	2.000%	371.00000
M	WJH	81.000	6.70	-	Y	C	14.62%	-	Zwlpxfuv	3lLw	-	-	225	3cHt+225	-	754.00000
O	GKR	33.000	5.80	-	SSS	UUU	17.87%	-	Pvsutcvo	3vHc	-	-	300	3hMc+300	-	606.00000
T	XWV	760.000	8.20	-	MMM	CCC	18.00%	-	Clhoscfn	3eQo	-	-	98	3cSd+98	-	897.00000
F-1	OJP	23.000	6.10	-	KK	KK	63.00%	-	Opoqfxyq	3wGt	-	-	178	3cMa+178	-	662.00000
P	GSL	68.000	7.30	-	B-	X-	3.58%	-	Okovsvmj	3pTk	-	-	940	3tHt+893	-	81.00000
Rmn	VOM	96.100	-	-	LG	-	-	-	-	-	-	-	-	-	-	Retained
S	ENC	31.000	1.30	-	WW-	QQ	9.79%	-	Sxhqecxk	3lFs	-	-	640	3fNq+626	-	86.00000

Tranche Comments

F: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144F/Wll I; T: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144B/Bwp L; F-1: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144A/Ase F; O-2: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144Y/Ykj J; M: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144X/Uai Q; O: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144X/Cdl F; S: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144V/Bcy L; P: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144Z/Yup T; Rmn: First Pay: 2022-02-20; Redemption: 2023-11-20; Registration: 144L/Upe U;

Deal Comments

Webej. Bsh Dcee Deysszr 2.00

Risk Retention

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Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 27, 2017

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Sep 19, 2009