2022-1(R)

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

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
V-2-Y	WBW	9.000	25.00	-	FFF-	-	-	-	56.00%	-	Fywrg	-	-	-	-	7.63%	-	265.00000
Y-D	AMP	634.000	2.80	Iqq	-	-	-	-	74.00%	-	Gqqnxktn	TCWP	-	-	136	QIMI+136	-	206.00000
L-1-V	QSJ	70.000	3.80	-	DDD-	-	-	-	27.00%	-	Thoqpdmq	JZEE	-	-	310	GTWK+310	-	946.00000
Yfo	HEU	74.330	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L-2-A	RBP	4.000	2.80	-	MM	-	-	-	13.00%	-	Ejrzg	-	-	-	-	5.26%	5.261%	687.00000
X-Y	BNM	70.000	77.40	-	EE-	-	-	-	3.90%	-	Rhxavjef	MQNQ	-	-	595	IGPO+595	-	498.00000
M-1-V	JKD	69.000	5.20	-	WW	-	-	-	61.00%	-	Zukvqapq	HCCP	-	-	170	DQKI+170	-	192.00000
M-Z	AAE	97.000	6.80	-	A	-	-	-	58.00%	-	Epebaddb	KDYM	-	-	200	DCSM+200	-	874.00000

Tranche Comments

Y-D: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144N/Uwo K; M-1-V: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144Y/Qex Z; L-2-A: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144G/Qcg L; M-Z: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144N/Mqj T; L-1-V: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144Z/Fhk Q; V-2-Y: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144E/Ddo T; X-Y: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144H/Xsk Q; Yfo: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144J/Blz D;

Deal Comments

Wthtw. Yfo Tnpp Attbfhx 2.00

Pricing Speed

20 ZIM

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 10, 2003

WAL Test Period (YRS)

WAL Test Period End Date

Oct 3, 2007