Dillons 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
A-1	MYC	19.700	7.60	-	WW	SS	88.00%	-	Wczwxsdw	3oSt	-	-	170	3bRu+170	-	512.00000
L	NZY	28.000	6.40	-	AA-	TT	8.67%	-	Jwbhefji	3cOj	-	-	625	3oXe+611	-	51.00000
T-2	DGQ	57.000	5.20	-	EE	JJ	79.00%	-	Rvrfb	SQX	-	-	-	2.00%	-	920.00000
X	ISK	794.700	2.50	-	CCC	VVV	24.84%	-	Yuwfhzvl	3zUt	-	-	102	3wEj+102	-	453.00000
G	HUD	3.000	5.20	-	KKK	GGG	-	-	Wrxprlol	3pOw	-	-	50	3iET+50	-	954.00000
T	BDE	11.000	8.00	-	I	H	52.91%	-	Krdhfpli	3nZz	-	-	205	3xEk+205	-	690.00000
Wuw	AME	53.460	-	-	ED	DT	-	-	-	-	-	-	-	-	-	Retained
O	SJN	31.000	3.80	-	KKK	III	53.56%	-	Kwfezvuw	3mBg	-	-	300	3tQk+300	-	362.00000
O	QUW	46.000	4.20	-	E-	Z-	1.26%	-	Jhyvewiw	3wRq	-	-	910	3hQo+864	-	50.00000

Tranche Comments

G: First Pay: 2022-04-15; Redemption: 2023-09-29; Registration: 144E/Bdu Y; X: First Pay: 2022-04-15; Redemption: 2023-09-29; Registration: 144O/Gdw Z; A-1: First Pay: 2022-04-15; Redemption: 2023-09-29; Registration: 144Y/Arw C; T-2: First Pay: 2022-04-15; Redemption: 2023-09-29; Registration: 144C/Lzn W; T: First Pay: 2022-04-15; Redemption: 2023-09-29; Registration: 144U/Vub T; O: First Pay: 2022-04-15; Redemption: 2023-09-29; Registration: 144W/Zsz Y; L: First Pay: 2022-04-15; Redemption: 2023-09-29; Registration: 144B/Zqe J; O: First Pay: 2022-04-15; Redemption: 2023-09-29; Registration: 144D/Aze F; Wuw: First Pay: 2022-04-15; Redemption: 2023-09-29; Registration: 144K/Rou N;

Deal Comments

Zxn Cmcc Soqsxby 2.00

Risk Retention

Ovyxoorefl Xehzehyrl Eofrhfe XNX

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 16, 2007