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
E-B	HKK	415.000	8.30	Upp	-	-	-	-	79.00%	-	Vpoulkwc	BYAQ	-	-	136	NTHS+136	-	756.00000
H-1-F	YXR	21.000	3.30	-	YYY-	-	-	-	37.00%	-	Vzqoerdf	GQVG	-	-	310	UHVP+310	-	331.00000
C-K	RJN	48.000	59.40	-	VV-	-	-	-	1.30%	-	Fmbqupxf	JWDF	-	-	595	WBHG+595	-	757.00000
C-X	BGI	26.000	4.80	-	I	-	-	-	28.00%	-	Luqjooee	UNFM	-	-	200	DXEC+200	-	384.00000
M-2-G	LRZ	7.000	87.00	-	BBB-	-	-	-	58.00%	-	Zynlr	-	-	-	-	7.63%	-	372.00000
L-2-X	RIR	4.000	2.50	-	EE	-	-	-	82.00%	-	Zsfmr	-	-	-	-	5.26%	5.261%	642.00000
Gzl	PVS	59.150	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I-1-C	VPJ	80.000	5.20	-	DD	-	-	-	93.00%	-	Xbxrqtdl	DNUX	-	-	170	DEEK+170	-	723.00000

Tranche Comments

E-B: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144G/Ruk C; I-1-C: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144J/Uiq N; L-2-X: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144Y/Nks J; C-X: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144X/Itq V; H-1-F: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144G/Mmm E; M-2-G: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144B/Idl M; C-K: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144U/Ocy H; Gzl: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144Z/Knb A;

Deal Comments

Vvcvv. Tbg Fgbb Tvorbwp 2.00

Pricing Speed

20 JYS

Reinvestment Period (YRS)

Reinvestment Period End Date

May 3, 2008

WAL Test Period (YRS)

WAL Test Period End Date

Feb 13, 2015