Deer 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
V-2	HEA	8.300	8.60	-	NN	NN	73.00%	-	Czpqa	EGR	-	-	-	2.00%	2.000%	946.00000
M	LSG	98.000	5.10	-	FFF	III-	41.25%	-	Icfsttqj	3hBx	-	-	300	3gBi+300	-	232.00000
O	NGH	69.300	7.60	-	UU-	TT	6.71%	-	Ocfxwmlw	3oTf	-	-	640	3kKi+626	-	54.00000
S	GDK	70.200	2.40	-	O-	S-	4.40%	-	Rehmyciy	3oAj	-	-	930	3nIw+883	-	22.00000
K-1	DVC	85.600	7.60	-	FF	VV	65.00%	-	Gbfcjwci	3xQp	-	-	170	3rOd+170	-	689.00000
F	CTC	64.900	3.70	-	W	N	85.96%	-	Pybbrdjh	3rEo	-	-	210	3nSn+210	-	293.00000
K	GXW	842.000	5.70	-	GGG	VVV	38.00%	-	Karjawwu	3wOq	-	-	101	3hYe+101	-	550.00000
Vuw	KTY	95.582	-	-	GX	PB	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

K: First Pay: 2022-01-15; K-1: First Pay: 2022-01-15; V-2: First Pay: 2022-01-15; F: First Pay: 2022-01-15; M: First Pay: 2022-01-15; O: First Pay: 2022-01-15; S: First Pay: 2022-01-15; Vuw: First Pay: 2022-01-15;

Deal Comments

Fbybw. Gvb Xwtt Obgcvyi 2.00

Risk Retention

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Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 17, 2018

WAL Test Period (YRS)

WAL Test Period End Date

Nov 23, 2026