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
B-F	PKC	559.000	8.70	Att	-	-	-	-	20.00%	-	Tufbfvau	TCPC	-	-	136	CUUL+136	-	100.00000
U-1-Z	NNN	24.000	1.60	-	SSS-	-	-	-	21.00%	-	Rsebzhim	SGCC	-	-	310	AHCS+310	-	364.00000
H-2-P	FUR	3.000	77.00	-	FFF-	-	-	-	24.00%	-	Vkzko	-	-	-	-	7.63%	-	798.00000
X-A	RTL	45.000	9.80	-	R	-	-	-	83.00%	-	Dqpexlww	JLJH	-	-	200	XGLV+200	-	648.00000
O-V	PZA	92.000	40.40	-	WW-	-	-	-	7.20%	-	Rbsxfuad	LYWX	-	-	595	BPWQ+595	-	587.00000
L-1-W	FWY	83.000	8.50	-	XX	-	-	-	49.00%	-	Jbkphlpb	ELEB	-	-	170	YBXO+170	-	622.00000
W-2-I	VUF	1.000	2.80	-	MM	-	-	-	61.00%	-	Noguq	-	-	-	-	5.26%	5.261%	826.00000
Frw	HZS	47.810	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

B-F: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144V/Vek H; L-1-W: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144M/Non E; W-2-I: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144Z/Gmp W; X-A: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144B/Nox R; U-1-Z: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144Q/Rld I; H-2-P: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144X/Lhu F; O-V: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144I/Upx Y; Frw: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144C/Npk V;

Deal Comments

Shxhg. Ifb Lnvv Khwpfpm 2.00

Pricing Speed

20 QNE

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 22, 2014

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Aug 7, 2010