Danby Park CLO Ltd (DANBY) 2022-1(R)

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H-OFOH88.0005.90-B---67.00%-UexexmquNLPI-200TVOD+200-882.00000
EgyVNS12.840--------------Retained
K-2-UQRV6.00078.00-QQQ----92.00%-Hlros---7.63%-196.00000
V-RYEN324.0001.50Hyy----34.00%-ZqpzvohbYHVH-136SQGR+136-824.00000
Z-DJUX41.00075.60-JJ----6.80%-OsheufcnKTMS-595HQXL+595-124.00000
E-1-NZFT52.0009.50-ZZ---49.00%-ZebstrcnCJLN-170HAHE+170-212.00000
P-2-BZHE7.0005.20-MM---17.00%-Aqpyo---5.26%5.261%986.00000
G-1-BAFM51.0006.30-FFF----88.00%-SxqaclioQXJC-310QZLX+310-732.00000
Tranche Comments
V-R: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144O/Lrn C; E-1-N: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144J/Ohu N; P-2-B: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144I/Nho T; H-O: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144P/Otn W; G-1-B: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144I/Bqa T; K-2-U: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144B/Pvp P; Z-D: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144P/Ckq H; Egy: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144O/Lmp I;
Deal Comments
Tkzkt. Rfe Nwpp Pkpkfcx 2.00
Pricing Speed
20 XGO
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 27, 2001
Refinancing
Yes
WAL Test Period (YRS)
8
WAL Test Period End Date
Jun 7, 2013

Commentary 

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B&I

BWICS & Inventory

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TRACE

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Research