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
P-1-Y	BSE	24.000	1.90	-	GGG-	-	-	-	86.00%	-	Dvquhecb	ZTCT	-	-	310	XALH+310	-	119.00000
V-Q	IJV	234.000	1.80	Ott	-	-	-	-	90.00%	-	Opufqoju	DHLA	-	-	136	LHUD+136	-	771.00000
V-2-R	VHZ	7.000	9.60	-	BB	-	-	-	97.00%	-	Icpam	-	-	-	-	5.26%	5.261%	820.00000
S-X	UWA	51.000	3.20	-	Z	-	-	-	54.00%	-	Wsuqtuty	ZOAG	-	-	200	VNTK+200	-	907.00000
Oie	QEX	53.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I-1-N	GRV	91.000	5.20	-	GG	-	-	-	47.00%	-	Vsocfozg	UNKV	-	-	170	ZJVI+170	-	100.00000
N-G	FBX	22.000	67.20	-	AA-	-	-	-	4.80%	-	Fjfjjcpk	QHSY	-	-	595	MMIA+595	-	883.00000
N-2-U	GHV	4.000	26.00	-	EEE-	-	-	-	56.00%	-	Vkrkv	-	-	-	-	7.63%	-	289.00000

Tranche Comments

V-Q: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144V/Qef D; I-1-N: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144J/Ahq Q; V-2-R: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144C/Glk I; S-X: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144U/Hla Z; P-1-Y: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144Z/Niz P; N-2-U: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144Z/Bcv M; N-G: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144O/Cjn D; Oie: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144M/Xxh G;

Deal Comments

Mgfgh. Esh Wqvv Aglosli 2.00

Pricing Speed

20 FOO

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 14, 2000

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Jan 5, 2030