Otranto 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
P	EKF	42.200	-	S2	-	E	-	-	Addezhxe	3hGg	-	-	315	3fDg+315	-	992.00000
Z	HMP	43.000	-	Hr2	-	LL	-	-	Syzxmkep	3dJp	-	-	215	3zRg+215	-	417.00000
Y	EQR	12.600	-	M3	-	B-	-	-	Kxrwvtkq	3dTp	-	-	1000	3wVr+905	-	60.00000
I	KQP	600.800	-	Ecc	-	WWW	-	-	Lcyzeihq	3qEl	-	-	96	3sDr+96	-	397.00000
D	ABN	38.500	-	Ybb3	-	SSS-	-	-	Djbxzyme	3vCl	-	-	415	3zCj+415	-	186.00000
Tvj	SVA	63.600	-	LY	-	SG	-	-	-	-	-	-	-	-	-	Retained
T	XYE	25.000	-	Ka3	-	PP-	-	-	Hhyhmhzd	3kAu	-	-	750	3hHy+705	-	64.00000

Tranche Comments

I: First Pay: 2022-11-15; Redemption: 2023-11-15; Z: First Pay: 2022-11-15; Redemption: 2023-11-15; P: First Pay: 2022-11-15; Redemption: 2023-11-15; D: First Pay: 2022-11-15; Redemption: 2023-11-15; T: First Pay: 2022-11-15; Redemption: 2023-11-15; Y: First Pay: 2022-11-15; Redemption: 2023-11-15; Tvj: First Pay: 2022-11-15; Redemption: 2023-11-15;

Deal Comments

Dou Ilpp Lqlfobm 2.00

Risk Retention

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Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 16, 2004

WAL Test Period (YRS)

4.8