Wilton 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
F	PEL	39.300	5.30	-	BB-	GG-	73.58%	-	Nzvmtbvg	3kYl	-	-	570	3bVj+570	-	145.00000
I-1	FKZ	43.700	5.10	-	OO	AA	25.23%	-	Hclqxblz	3yQg	-	-	205	3bWk+205	-	779.00000
R-2	HSN	80.000	4.90	-	MM	NN	34.69%	-	Wfvxu	-	-	-	-	4.90%	4.900%	846.00000
Y	VUQ	97.000	9.40	-	R	T	87.76%	-	Qvbckyrs	3cZn	-	-	260	3gPg+260	-	513.00000
T	IUP	94.700	5.60	-	C-	A-	1.00%	-	Adcwtdpd	3yHl	-	-	890	3hWs+840	-	16.00000
N	OSM	553.000	6.00	-	NNN	FFF	20.00%	-	Nxwvfyqe	3xSj	-	-	145	3cFd+145	-	522.00000
O	ZMW	53.200	7.60	-	PPP-	ZZZ-	44.70%	-	Fzkkcybd	3hBa	-	-	335	3vVx+335	-	470.00000

Tranche Comments

N: Redemption: 2027-01-15; Registration: 144I/Cnd Y; I-1: Redemption: 2027-01-15; Registration: 144U/Nci J; R-2: Redemption: 2027-01-15; Registration: 144U/Fks W; Y: Redemption: 2027-01-15; Registration: 144T/Bua L; O: Redemption: 2027-01-15; Registration: 144U/Pmp A; F: Redemption: 2027-01-15; Registration: 144I/Pma C; T: Redemption: 2027-01-15; Registration: 144V/Jqt Y;

Deal Comments

Yzwzf. Veo Sboo Wzcbenq 2.00

Risk Retention

TP - Qhprdhzexp

Pricing Speed

20% CKP

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 21, 2016