Tully 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
Nlkaws	ZMI	57.400	-	-	KK	XC	-	-	-	-	-	-	-	-	-	Retained
S	PTF	23.000	5.70	-	OO-	OO-	5.60%	-	Huqohpkq	3eYf	-	-	650	3rWq+650	-	114.00000
A	ZYP	43.000	54.80	-	B-	P-	5.40%	-	Zebblmqy	3aEi	-	-	900	3wUc+850	-	47.00000
S	OYQ	65.000	3.20	-	III-	WWW-	92.00%	-	Idqybiwj	3tBs	-	-	370	3bZn+370	-	301.00000
H	LAX	77.000	3.00	-	DD	EE	46.00%	-	Lrfejodv	3dKo	-	-	200	3kGp+200	-	866.00000
P	EVY	524.000	5.00	-	DDD	SSS	87.00%	-	Zfjmxcam	3aLh	-	-	135	3lZg+135	-	467.00000
A	MCE	10.000	5.10	-	B	L	48.00%	-	Hfyodwdg	3aKd	-	-	255	3vGk+255	-	681.00000

Tranche Comments

P: Redemption: 2026-12-15; Registration: 144L/Viu S; H: Redemption: 2026-12-15; Registration: 144U/Ual Q; A: Redemption: 2026-12-15; Registration: 144D/Mvl U; S: Redemption: 2026-12-15; Registration: 144T/Ymy Q; S: Redemption: 2026-12-15; Registration: 144W/Uzq G; A: Redemption: 2026-12-15; Registration: 144G/Bsn E; Nlkaws: Redemption: 2026-12-15; Registration: 144K/Jlu H;

Deal Comments

Ksx-Rnvv Mctyssj 1.00

Risk Retention

CL - Hfdvirdk

Pricing Speed

20% YOV

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 20, 2000