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

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T-1-CFTW30.0007.80-GGG----98.00%-SuenkqvnIVYH-310WUIE+310-506.00000
K-2-XONN9.0002.20-OO---66.00%-Nhcvs---5.26%5.261%735.00000
O-GMBK33.00064.30-DD----3.60%-MhopzryiBHGT-595INTU+595-810.00000
P-NNOJ378.0005.80Jbb----91.00%-IkhuokkqUKLH-136AALP+136-125.00000
H-1-GKSA88.0004.10-YY---23.00%-ZmbykoxzJCIG-170KOGG+170-472.00000
F-QYIS20.0006.10-I---66.00%-YqkksjppWXBO-200BEDC+200-598.00000
N-2-SZMG6.00014.00-VVV----62.00%-Zwgas---7.63%-204.00000
DvuWGV77.440--------------Retained
Tranche Comments
P-N: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144D/Nwa A; H-1-G: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144Q/Clm X; K-2-X: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144H/Wjo D; F-Q: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144G/Krt K; T-1-C: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144Q/Mba H; N-2-S: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144Y/Xbb Y; O-G: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144G/Vcb W; Dvu: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144G/Tes L;
Deal Comments
Jucuk. Lcj Optt Juwzcvi 2.00
Pricing Speed
20 CYR
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jul 6, 2010
WAL Test Period (YRS)
4
WAL Test Period End Date
Mar 22, 2014

Commentary 

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B&I

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Research