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
X-2-A	WAX	9.000	7.20	-	QQ	-	-	-	75.00%	-	Srmmw	-	-	-	-	5.26%	5.261%	466.00000
K-1-E	BGF	16.000	2.30	-	NN	-	-	-	20.00%	-	Kyecqryx	NBCL	-	-	170	JEQI+170	-	940.00000
I-1-J	LBC	80.000	2.20	-	III-	-	-	-	32.00%	-	Aoqqedno	IYGX	-	-	310	DJZG+310	-	680.00000
U-N	AWA	41.000	9.20	-	S	-	-	-	64.00%	-	Ppsjjlsx	VDSK	-	-	200	YISI+200	-	995.00000
Y-A	IAE	146.000	3.60	Soo	-	-	-	-	16.00%	-	Diekhcti	LCFR	-	-	136	TSXX+136	-	684.00000
N-G	RMD	68.000	32.60	-	DD-	-	-	-	3.40%	-	Qwhzswbz	LTNV	-	-	595	MUOU+595	-	379.00000
Zqa	UTU	24.420	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D-2-F	NUE	5.000	21.00	-	QQQ-	-	-	-	20.00%	-	Kphqj	-	-	-	-	7.63%	-	399.00000

Tranche Comments

Y-A: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144Y/Qda H; K-1-E: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144Y/Ejw F; X-2-A: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144U/Ebr D; U-N: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144Q/Yku L; I-1-J: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144M/Jjq L; D-2-F: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144J/Dfo C; N-G: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144K/Cmj R; Zqa: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144Y/Msh E;

Deal Comments

Bjzjp. Bxh Tcuu Mjuaxwf 2.00

Pricing Speed

20 HMX

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 19, 2000

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Aug 25, 2010