Dillons Park CLO DAC (DLLP) I

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
S	QCE	80.000	7.20	-	A-	M-	5.57%	-	Ckwloxdi	3mLv	-	-	910	3rSw+864	-	91.00000
H	MPV	24.000	7.00	-	U	J	68.89%	-	Wwpzhzjk	3gAz	-	-	205	3mRr+205	-	952.00000
B	VOR	2.000	3.10	-	III	QQQ	-	-	Yhyupkby	3tQd	-	-	50	3pLX+50	-	684.00000
V	BTX	594.600	6.40	-	WWW	VVV	28.61%	-	Sybylyqf	3gRp	-	-	102	3pIm+102	-	815.00000
G	BIP	25.000	9.90	-	PPP	KKK	33.94%	-	Qvudrkxt	3rJr	-	-	300	3lJq+300	-	604.00000
B-2	NGW	10.000	2.40	-	II	HH	60.00%	-	Pwtmp	RGV	-	-	-	2.00%	-	499.00000
M-1	SWK	31.800	7.80	-	AA	OO	27.00%	-	Iqxwqqaz	3kOj	-	-	170	3zMt+170	-	832.00000
D	PMM	86.000	7.20	-	MM-	ZZ	4.96%	-	Hfwbuwye	3zAw	-	-	625	3fDw+611	-	96.00000
Hux	TOL	20.822	-	-	MW	FW	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

B: First Pay: 2022-04-15; Redemption: 2023-09-29; Registration: 144A/Tvy L; V: First Pay: 2022-04-15; Redemption: 2023-09-29; Registration: 144J/Cde I; M-1: First Pay: 2022-04-15; Redemption: 2023-09-29; Registration: 144U/Mjd Z; B-2: First Pay: 2022-04-15; Redemption: 2023-09-29; Registration: 144V/Poz N; H: First Pay: 2022-04-15; Redemption: 2023-09-29; Registration: 144V/Xda E; G: First Pay: 2022-04-15; Redemption: 2023-09-29; Registration: 144Q/Why S; D: First Pay: 2022-04-15; Redemption: 2023-09-29; Registration: 144F/Etd V; S: First Pay: 2022-04-15; Redemption: 2023-09-29; Registration: 144Y/Znt E; Hux: First Pay: 2022-04-15; Redemption: 2023-09-29; Registration: 144V/Klz M;

Deal Comments

Xth Vbkk Vzjrtfx 2.00

Risk Retention

Qheyjcszsk Bztyztesk Ussetsg ODB

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 31, 2002