Phoenix 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
Z-1	PFO	3.000	3.90	E2	-	J	40.19%	-	Bkeazwip	3cBa	-	-	247	3kLn+247	-	-
O	OQS	4.100	5.40	Iqq	-	BBB	-	-	Mklorwet	3gDp	-	-	50	3fEe+50	-	-
R	AFA	52.100	9.20	Dq3	-	SS-	14.00%	-	Npqlhetz	3kWk	-	-	526	3wIn+526	-	-
K-1K	TJK	440.000	1.20	Fcc	-	BBB	54.00%	-	Ibuypbkw	3pHt	-	-	95.5	3hVa+95.5	-	-
Q-1D	FUL	8.000	5.80	Rtt	-	YYY	58.42%	-	Rxpjztzk	3lVy	-	-	120	3bEb+120	-	-
G-2	NWG	93.000	9.10	E2	-	U	59.22%	-	Ssuxwykb	3sIr	-	-	277	3iHy+277	-	-
T-2T1	VJB	18.000	7.10	Gs2	-	EE	47.93%	-	Ahqdfcab	3dSv	-	-	175	3fQr+175	-	-
V-2V2	HJT	88.000	3.90	Qx2	-	TT	83.51%	-	Tdzbmhsm	3nAs	-	-	205	3hGv+205	-	-
U-2Q	GOY	20.000	3.30	Uj2	-	UU	56.51%	-	Bggkg	XBV	-	-	-	2.50%	-	-
D	QSA	86.700	1.60	Syy3	-	NNN-	55.10%	-	Fpyukxzu	3sYf	-	-	345	3cPo+345	-	-
Lzm	CMY	84.180	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M	LVL	98.500	7.60	M2	-	K-	7.30%	-	Ljqbzvhz	3kKb	-	-	716	3nZg+716	-	-

Tranche Comments

O: First Pay: 2019-01-29; Redemption: 2020-10-29; K-1K: First Pay: 2019-01-29; Redemption: 2020-10-29; Q-1D: First Pay: 2019-01-29; Redemption: 2020-10-29; T-2T1: First Pay: 2019-01-29; Redemption: 2020-10-29; V-2V2: First Pay: 2019-01-29; Redemption: 2020-10-29; U-2Q: First Pay: 2019-01-29; Redemption: 2020-10-29; Z-1: First Pay: 2019-01-29; Redemption: 2020-10-29; G-2: First Pay: 2019-01-29; Redemption: 2020-10-29; D: First Pay: 2019-01-29; Redemption: 2020-10-29; R: First Pay: 2019-01-29; Redemption: 2020-10-29; M: First Pay: 2019-01-29; Redemption: 2020-10-29; Lzm: First Pay: 2019-01-29; Redemption: 2020-10-29;

Deal Comments

Jjpxxgj. Zvv Hipp Ijppvmu 2.00

Originator(s)

BSDY

Reinvestment Period (YRS)

7.2

Reinvestment Period End Date

Nov 22, 2011

WAL Test Period (YRS)

1.3