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
R	DLL	89.000	9.00	-	SS	VV	90.00%	-	Vupbqxwd	3bGu	-	-	200	3tRz+200	-	439.00000
W	OHP	69.000	5.90	-	E	K	53.00%	-	Rrqqdemu	3vVm	-	-	255	3oLj+255	-	486.00000
Q	IWQ	29.000	5.60	-	VVV-	JJJ-	82.00%	-	Kydpkddc	3eLr	-	-	370	3jCk+370	-	595.00000
G	WWQ	17.000	1.40	-	BB-	QQ-	8.50%	-	Qhoetzrq	3gGw	-	-	650	3oNa+650	-	752.00000
S	MNC	17.000	49.20	-	F-	G-	6.90%	-	Rvjphsma	3nVb	-	-	900	3rSd+850	-	20.00000
Kvogqp	LHR	31.800	-	-	WI	OQ	-	-	-	-	-	-	-	-	-	Retained
S	JNN	155.000	2.00	-	QQQ	EEE	97.00%	-	Fybloxze	3nPt	-	-	135	3qJw+135	-	843.00000

Tranche Comments

S: Redemption: 2026-12-15; Registration: 144M/Bwu P; R: Redemption: 2026-12-15; Registration: 144C/Fmb H; W: Redemption: 2026-12-15; Registration: 144O/Rbd M; Q: Redemption: 2026-12-15; Registration: 144P/Yuh F; G: Redemption: 2026-12-15; Registration: 144F/Ypt B; S: Redemption: 2026-12-15; Registration: 144Z/Lvb D; Kvogqp: Redemption: 2026-12-15; Registration: 144F/Ils N;

Deal Comments

Qbn-Rhuu Nuwcblz 1.00

Risk Retention

NU - Opnkphwb

Pricing Speed

20% KLD

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 28, 2021

Refinancing

Yes