2022-1

Danby Park CLO Ltd (DANBY) 2022-1

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Blackstone Credit (fka GSO Capital Partners)

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
R	PJC	66.000	-	-	KK	-	-	-	46.00%	-	Csyfoftk	DLBL	-	290-300	295	MKNT+295	-	220.00000
H	RKP	28.200	-	-	Q	-	-	-	72.20%	-	Cchsemug	XZUM	-	390-400	395	SVOP+395	-	404.00000
N	UGH	14.800	-	-	PP-	-	-	-	66.60%	-	Ybuljimv	NSHW	-	925-950	950	HYWC+875	-	84.00000
K-1y	MPS	885.000	-	Yee	-	-	-	-	68.00%	-	Juxybiok	KLON	-	210	210	CLBO+210	-	182.00000
F	IVC	16.800	-	-	WWW-	-	-	-	56.40%	-	Pvaybasq	MCOX	-	535-550	550	DXPI+533	-	53.00000
M-1l	ONA	50.000	-	Tvv	-	-	-	-	64.00%	-	Sornp	NANB	-	210	210	6.034%	6.034%	319.00000
H-2	GXN	68.000	-	-	RR+	-	-	-	81.00%	-	Smrrexrq	EJYH	-	275	275	BSUX+275	-	809.00000
Nmz	XUJ	40.970	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

K-1y: First Pay: 2023-04-21; Registration: 144Z/Mzn S; M-1l: First Pay: 2023-04-21; Registration: 144X/Vfo C; H-2: First Pay: 2023-04-21; Registration: 144M/Ifi C; R: First Pay: 2023-04-21; Registration: 144M/Qvt L; H: First Pay: 2023-04-21; Registration: 144B/Kjg F; F: First Pay: 2023-04-21; Registration: 144B/Pjw L; N: First Pay: 2023-04-21; Registration: 144T/Rwf M; Nmz: First Pay: 2023-04-21; Registration: 144Y/Uia T;

Deal Comments

Ajw Ovzz Dmozjjl 2.00

Reinvestment Period (YRS)

WAL Test Period (YRS)