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
J	CDE	775.000	4.60	-	UUU	WWW	51.00%	-	Xuxozotg	3fEh	-	-	101	3hTv+101	-	818.00000
N-2	HXK	1.600	1.70	-	GG	TT	77.00%	-	Tbkfv	ZUL	-	-	-	2.00%	2.000%	562.00000
D	BUS	69.800	4.50	-	C	Z	61.75%	-	Pxtsqhti	3kXi	-	-	210	3rCk+210	-	660.00000
Z-1	CQE	35.800	9.60	-	FF	CC	22.00%	-	Lcdxzycs	3vNm	-	-	170	3iAv+170	-	860.00000
D	GIN	94.000	2.20	-	III	SSS-	71.36%	-	Kydatocd	3oLc	-	-	300	3lTt+300	-	779.00000
V	TOQ	18.800	2.80	-	VV-	VV	9.46%	-	Bemsuchc	3pYf	-	-	640	3jAx+626	-	52.00000
S	TSY	24.500	2.70	-	Z-	O-	2.77%	-	Xldnyhon	3sZi	-	-	930	3tLd+883	-	47.00000
Esl	NVZ	77.194	-	-	HG	OL	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

J: First Pay: 2022-01-15; Z-1: First Pay: 2022-01-15; N-2: First Pay: 2022-01-15; D: First Pay: 2022-01-15; D: First Pay: 2022-01-15; V: First Pay: 2022-01-15; S: First Pay: 2022-01-15; Esl: First Pay: 2022-01-15;

Deal Comments

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Risk Retention

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Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 30, 2015

WAL Test Period (YRS)

WAL Test Period End Date

May 15, 2009