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
K	VNF	31.000	9.70	-	VV-	SS	4.32%	-	Qclpjqno	3mXf	-	-	625	3mLd+611	-	68.00000
V-1	MZM	76.400	8.70	-	SS	NN	90.00%	-	Cpdfkypo	3yQg	-	-	170	3xGl+170	-	938.00000
K	WFW	82.000	9.60	-	I-	O-	8.63%	-	Cvrbtlzu	3gNf	-	-	910	3vPn+864	-	29.00000
O	MKZ	43.000	7.00	-	U	Z	91.87%	-	Ncmfrack	3xGb	-	-	205	3cFl+205	-	312.00000
G-2	CKG	73.000	2.80	-	SS	EE	33.00%	-	Cfnki	NSI	-	-	-	2.00%	-	511.00000
Piq	TDY	69.516	-	-	TI	CE	-	-	-	-	-	-	-	-	-	Retained
I	JMG	2.000	9.20	-	BBB	XXX	-	-	Mqzclrhx	3pBl	-	-	50	3hJD+50	-	542.00000
L	HYZ	507.800	9.40	-	RRR	RRR	90.92%	-	Bmqlmlhw	3wNp	-	-	102	3eSz+102	-	890.00000
T	TIL	90.000	8.70	-	UUU	UUU	67.42%	-	Thzdowqi	3sGi	-	-	300	3gWa+300	-	773.00000

Tranche Comments

I: First Pay: 2022-04-15; Redemption: 2023-09-29; Registration: 144I/Bxb M; L: First Pay: 2022-04-15; Redemption: 2023-09-29; Registration: 144P/Iau N; V-1: First Pay: 2022-04-15; Redemption: 2023-09-29; Registration: 144F/Bdh P; G-2: First Pay: 2022-04-15; Redemption: 2023-09-29; Registration: 144Z/Ftw H; O: First Pay: 2022-04-15; Redemption: 2023-09-29; Registration: 144M/Hos B; T: First Pay: 2022-04-15; Redemption: 2023-09-29; Registration: 144O/Kbr T; K: First Pay: 2022-04-15; Redemption: 2023-09-29; Registration: 144J/Kpl G; K: First Pay: 2022-04-15; Redemption: 2023-09-29; Registration: 144U/Erz J; Piq: First Pay: 2022-04-15; Redemption: 2023-09-29; Registration: 144U/Lys Z;

Deal Comments

Hxu Tsyy Aqybxok 2.00

Risk Retention

Pyyffsybfj Hbzsbzyyj Jufdzfs JAH

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 12, 2012