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
V	MXA	57.000	-	Hy2	-	JJ	-	-	Exwelpjd	3hWn	-	-	215	3zXz+215	-	831.00000
Afp	TCZ	87.600	-	DH	-	QJ	-	-	-	-	-	-	-	-	-	Retained
E	ZQV	57.100	-	P2	-	K	-	-	Exlfvxqd	3zXg	-	-	315	3rOs+315	-	604.00000
V	ZAV	487.200	-	Wxx	-	PPP	-	-	Vqqmcsir	3gOn	-	-	96	3qHg+96	-	830.00000
P	SLH	51.000	-	Aw3	-	QQ-	-	-	Juboyonz	3iCk	-	-	750	3cZn+705	-	25.00000
T	AED	29.600	-	Vtt3	-	RRR-	-	-	Nrkubtsb	3gTk	-	-	415	3jJy+415	-	839.00000
X	KPP	29.200	-	U3	-	Q-	-	-	Rsucvflr	3hIz	-	-	1000	3iXk+905	-	69.00000

Tranche Comments

V: First Pay: 2022-11-15; Redemption: 2023-11-15; V: First Pay: 2022-11-15; Redemption: 2023-11-15; E: First Pay: 2022-11-15; Redemption: 2023-11-15; T: First Pay: 2022-11-15; Redemption: 2023-11-15; P: First Pay: 2022-11-15; Redemption: 2023-11-15; X: First Pay: 2022-11-15; Redemption: 2023-11-15; Afp: First Pay: 2022-11-15; Redemption: 2023-11-15;

Deal Comments

Dvx Xqee Uoaevps 2.00

Risk Retention

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Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 21, 2006

WAL Test Period (YRS)

8.1