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
N-1-U	KQD	55.000	4.80	-	BB	-	-	-	52.00%	-	Tzusmxhy	IOLD	-	-	170	GJVG+170	-	722.00000
F-2-U	CAV	7.000	25.00	-	PPP-	-	-	-	83.00%	-	Qnfag	-	-	-	-	7.63%	-	993.00000
H-E	YTX	89.000	9.90	-	R	-	-	-	81.00%	-	Lqeeukoh	LVIV	-	-	200	HTVH+200	-	133.00000
N-D	XCW	622.000	7.80	Jpp	-	-	-	-	81.00%	-	Opkahfel	KSES	-	-	136	QMTF+136	-	102.00000
J-S	OEJ	97.000	20.30	-	KK-	-	-	-	5.40%	-	Hxulvjor	BWZH	-	-	595	LUFJ+595	-	678.00000
W-2-X	YQM	6.000	6.60	-	TT	-	-	-	75.00%	-	Qlvwa	-	-	-	-	5.26%	5.261%	611.00000
A-1-R	ZHP	69.000	1.80	-	JJJ-	-	-	-	48.00%	-	Kkisjuui	KBFO	-	-	310	CSSZ+310	-	260.00000
Unz	QXJ	28.170	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

N-D: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144M/Mtq J; N-1-U: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144B/Wiu S; W-2-X: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144W/Xhi U; H-E: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144F/Jfb L; A-1-R: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144I/Olq K; F-2-U: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144N/Lks O; J-S: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144O/Mrz U; Unz: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144J/Xmt W;

Deal Comments

Mzmzg. Rtg Dubb Gzzftsj 2.00

Pricing Speed

20 UXK

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 16, 2020

WAL Test Period (YRS)

WAL Test Period End Date

May 31, 2004