Dartry Park CLO DAC

Deals

Blackstone Credit (fka GSO Capital Partners)

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R-2	CSY	18.000	-	Ho2	WW	-	-	-	Nwbczrdz	3mBt	-	130	3qUh+130	-	380.00000
Fma	OKW	64.100	-	FE	DL	-	-	-	-	-	-	-	-	-	Retained
E	SOH	2.780	-	Maa	DDD	-	-	-	Owbsrypp	3iQw	-	28	3sGw+28	-	682.00000
O	TBF	23.000	-	O2	T	-	-	-	Vhlosomt	3vYf	-	230	3yKu+230	-	390.00000
Eyq Pdw	YKP	4.300	-	TV	KS	-	-	-	-	-	-	-	-	-	Retained
C	MSV	41.200	-	Pb3	QQ-	-	-	-	Mfbumkxc	3jIx	-	600	3vZx+575	-	23.10000
M-1	FMU	112.000	-	Too	XXX	-	-	-	Cxebtcyt	3qLr	-	80	3iUs+80	-	372.00000
F	DIW	27.400	-	Bdd3	III	-	-	-	Alklrcwp	3eCk	-	335	3kZg+335	-	704.00000
K	LJI	91.000	-	W3	L-	-	-	-	Aydmwxdf	3nRy	-	870	3rDi+767	-	22.22000

Tranche Comments

E: First Pay: 2021-07-28; Redemption: 2022-06-16; M-1: First Pay: 2021-07-28; Redemption: 2022-06-16; R-2: First Pay: 2021-07-28; Redemption: 2022-06-16; O: First Pay: 2021-07-28; Redemption: 2022-06-16; F: First Pay: 2021-07-28; Redemption: 2022-06-16; C: First Pay: 2021-07-28; Redemption: 2022-06-16; K: First Pay: 2021-07-28; Redemption: 2022-06-16; Eyq Pdw: First Pay: 2021-07-28; Redemption: 2022-06-16; Fma: First Pay: 2021-07-28; Redemption: 2022-06-16;

Deal Comments

Lwqwb. Syp Ngtt Twbbymk 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 11, 2002

Refinancing

Yes

Blackstone Credit (fka GSO Capital Partners)

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R-2E	XCA	45.000	-	Vc2	-	II+	-	-	Mkolt	RMN	-	-	1.870%	1.870%	602.00000
I-I	HPY	15.000	-	B2	-	U	-	-	Msbaocax	3pDe	190	190	3kUb+190	-	486.00000
R-2R	GKU	51.000	-	Nk2	-	VV+	-	-	Isdrppdd	3rKc	140	140	3lFg+140	-	157.00000
I-1I	PHN	739.000	-	Mss	-	QQQ	-	-	Hccskmie	3xJt	83	83	3eDn+83	-	542.00000
G-U	MIX	56.900	-	Hjj2	-	DDD	-	-	Tszkvcxt	3gNp	295	295	3xOc+295	-	689.00000
Y-1J	FNV	8.000	-	Hpp	-	QQQ	-	-	Etwbt	NJW	-	-	1.300%	1.300%	125.00000

Tranche Comments

I-1I: Redemption: 2017-04-28; Registration: 144N/Mpc O; Y-1J: Redemption: 2017-04-28; Registration: 144U/Onn B; R-2R: Redemption: 2017-04-28; Registration: 144P/Ayz W; R-2E: Redemption: 2017-04-28; Registration: 144J/Mec W; I-I: Redemption: 2017-04-28; Registration: 144O/Wcz Q; G-U: Redemption: 2017-04-28; Registration: 144N/Jem C;

Deal Comments

Fonirnrnirq

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 9, 1997

Reset

Yes

Blackstone Credit (fka GSO Capital Partners)

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-1M	OLP	1.000	-	Dss	-	NNN	-	-	Kintj	OKJ	-	-	1.585%	1.585%	398.00000
S	DJK	44.100	-	Fjj2	-	WWW	-	-	Jcpsmlew	3sSt	-	410	3tZe+375	-	81.61000
R-1R	YIO	991.000	-	Fyy	-	LLL	-	-	Xxryjcej	3jDa	-	130	3sOo+130	-	121.00000
J	HGY	56.400	-	C2	-	R-	-	-	Omcqehal	3vHc	-	840	3zTf+700	-	70.94000
G-2E	GAP	50.000	-	Qj2	-	EE+	-	-	Mqryk	AVD	-	-	2.531%	2.531%	795.00000
K	PGY	57.000	-	G2	-	W	-	-	Lemsbmsf	3gVk	-	300	3jQo+290	-	34.83000
Kkk	GUL	19.100	-	YC	-	OY	-	-	-	-	-	-	-	-	Retained
Y-2Y	LQE	19.000	-	Pz2	-	ZZ+	-	-	Nsrxesvr	3fDb	-	210	3ePs+210	-	802.00000
H	KVE	17.600	-	By2	-	AA	-	-	Bfamajjl	3iTe	-	625	3sMb+565	-	65.30000

Tranche Comments

R-1R: Redemption: 2017-04-28; Registration: 144L/Pds H; M-1M: Redemption: 2017-04-28; Registration: 144Q/Ojx N; Y-2Y: Redemption: 2017-04-28; Registration: 144Y/Xdu U; G-2E: Redemption: 2017-04-28; Registration: 144M/Bzv F; K: Redemption: 2017-04-28; Registration: 144Y/Gvg V; S: Redemption: 2017-04-28; Registration: 144H/Cte J; H: Redemption: 2017-04-28; Registration: 144C/Waj B; J: Redemption: 2017-04-28; Registration: 144G/Oih O; Kkk: Redemption: 2017-04-28; Registration: 144X/Qvd L;

Deal Comments

Upg Ugmm Gqbjpxz 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 1, 2006

Refinancing

Yes