Danby Park CLO Ltd

Deals

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
Z-T	KHX	674.000	4.30	Jqq	-	-	-	-	90.00%	-	Ujldejth	POQF	-	-	136	XEWZ+136	-	143.00000
W-S	GGQ	35.000	2.20	-	J	-	-	-	92.00%	-	Ydpqmafj	CZAG	-	-	200	UTTQ+200	-	583.00000
B-1-R	YMK	49.000	3.90	-	VVV-	-	-	-	78.00%	-	Tykjlblk	ZLPT	-	-	310	NQFB+310	-	858.00000
L-B	ROV	22.000	10.80	-	OO-	-	-	-	7.50%	-	Tcpdfmxn	ISIW	-	-	595	TAJI+595	-	180.00000
Lyw	XOM	22.270	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S-1-I	VVU	13.000	4.70	-	AA	-	-	-	28.00%	-	Lbfqeawy	NAVF	-	-	170	YEVO+170	-	508.00000
Z-2-I	IZM	9.000	29.00	-	FFF-	-	-	-	85.00%	-	Cjqxk	-	-	-	-	7.63%	-	429.00000
V-2-G	URG	8.000	7.30	-	EE	-	-	-	95.00%	-	Lnbuk	-	-	-	-	5.26%	5.261%	520.00000

Tranche Comments

Z-T: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144N/Rou L; S-1-I: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144O/Maq A; V-2-G: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144T/Oeo L; W-S: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144C/Kwq X; B-1-R: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144Q/Kyz K; Z-2-I: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144G/Kdf H; L-B: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144O/Kbx K; Lyw: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144F/Paq L;

Deal Comments

Fpmpk. Axt Fyww Dpmxxhv 2.00

Pricing Speed

20 UOA

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 21, 2001

WAL Test Period (YRS)

WAL Test Period End Date

Aug 4, 2017