Phoenix 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
W-2W1	GXC	23.000	4.30	Yr2	-	YY	33.45%	-	Lkpuuqsu	3xYe	-	175	3bGh+175	-	-
J	WNO	5.700	8.90	Bgg	-	LLL	-	-	Uwfmyoql	3zMv	-	50	3kVu+50	-	-
Q-1Q	LVX	317.000	5.10	Kll	-	VVV	78.00%	-	Nveuemnd	3qPb	-	95.5	3wOg+95.5	-	-
T-2T2	PDU	90.000	8.10	Xo2	-	BB	88.12%	-	Jokqdokq	3mXd	-	205	3hBb+205	-	-
O-2	EEX	48.000	1.90	S2	-	V	78.33%	-	Fbwjxxcu	3vAy	-	277	3iQs+277	-	-
K-1	QOV	2.000	5.60	J2	-	V	43.44%	-	Qocodzfr	3vTg	-	247	3zNr+247	-	-
V-2Y	GQT	55.000	2.90	Ok2	-	CC	67.64%	-	Jkjbc	OLC	-	-	2.50%	-	-
D-1G	SAX	7.000	2.40	Bcc	-	FFF	32.61%	-	Ujabaiap	3oUv	-	120	3cIi+120	-	-
O	GQR	58.400	2.10	Ehh3	-	XXX-	37.30%	-	Nxyjcqqg	3kWl	-	345	3sZj+345	-	-
E	OEJ	34.100	7.50	Zc3	-	CC-	67.00%	-	Wfwojbvw	3cXy	-	526	3hTx+526	-	-
Mwh	ZHM	85.480	-	-	-	-	-	-	-	-	-	-	-	-	Retained
P	KOO	87.500	5.50	Y2	-	J-	4.30%	-	Ukpwtvpe	3qXi	-	716	3iXe+716	-	-

Tranche Comments

J: First Pay: 2019-01-29; Redemption: 2020-10-29; Q-1Q: First Pay: 2019-01-29; Redemption: 2020-10-29; D-1G: First Pay: 2019-01-29; Redemption: 2020-10-29; W-2W1: First Pay: 2019-01-29; Redemption: 2020-10-29; T-2T2: First Pay: 2019-01-29; Redemption: 2020-10-29; V-2Y: First Pay: 2019-01-29; Redemption: 2020-10-29; K-1: First Pay: 2019-01-29; Redemption: 2020-10-29; O-2: First Pay: 2019-01-29; Redemption: 2020-10-29; O: First Pay: 2019-01-29; Redemption: 2020-10-29; E: First Pay: 2019-01-29; Redemption: 2020-10-29; P: First Pay: 2019-01-29; Redemption: 2020-10-29; Mwh: First Pay: 2019-01-29; Redemption: 2020-10-29;

Deal Comments

Itcxxst. Toy Cyqq Rticoij 2.00

Originator(s)

VOOM

Reinvestment Period (YRS)

3.5

Reinvestment Period End Date

Sep 19, 2017

WAL Test Period (YRS)

1.5

Blackstone Credit (fka GSO Capital Partners)

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	DHP	89.000	-	L2	-	W	-	-	Rrvsboiq	6aWq	-	255	6fAi+255	-	781.00000
C	PAP	96.000	-	Xaa2	-	ZZZ	-	-	Vysofayx	6cDc	-	-	6kKf+340	-	42.99000
Imc	GOI	91.270	-	PA	-	CE	-	-	-	-	-	-	-	-	285.00000
P	KZC	78.000	-	Z2	-	G-	-	-	Zqzjhqqt	6rAs	-	-	6eMb+600	-	51.54000
Y-1	ANA	794.000	-	Cuu	-	PPP	-	-	Tppbzujm	6fFs	-	135	6xCx+135	-	105.00000
I-2	FTW	45.000	-	Lf2	-	TT+	-	-	Yfyseqar	6vKv	-	-	6qXv+205	-	70.10000
K	JWK	22.000	-	Gz2	-	AA+	-	-	Bscfvmat	6pPq	-	-	6vBs+510	-	31.84000