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	MKH	42.000	3.50	-	GGG-	-	-	-	92.00%	-	Jvjwlxxh	HPBU	-	-	310	XQKY+310	-	343.00000
Ire	KVV	55.540	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
J-2-X	BKP	1.000	91.00	-	TTT-	-	-	-	24.00%	-	Kqpmt	-	-	-	-	7.63%	-	453.00000
N-I	MYD	27.000	73.80	-	BB-	-	-	-	7.40%	-	Cqytmetz	CXQQ	-	-	595	BSJI+595	-	426.00000
K-1-Z	TCT	53.000	7.10	-	GG	-	-	-	58.00%	-	Xswhadzs	NEBI	-	-	170	WZPW+170	-	418.00000
V-2-T	KEE	2.000	8.50	-	XX	-	-	-	90.00%	-	Ajlxc	-	-	-	-	5.26%	5.261%	931.00000
O-H	RMN	76.000	1.10	-	D	-	-	-	11.00%	-	Ccvemstq	ULWJ	-	-	200	XWKI+200	-	872.00000
P-T	BZV	388.000	3.90	Iee	-	-	-	-	13.00%	-	Qjpzpovp	VMTR	-	-	136	ZLDM+136	-	249.00000

Tranche Comments

P-T: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144U/Ayz S; K-1-Z: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144K/Ivy S; V-2-T: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144C/Qmw B; O-H: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144C/Pqp W; P-1-Y: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144D/Vco F; J-2-X: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144G/Dfu A; N-I: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144K/Asw N; Ire: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144C/Ntb I;

Deal Comments

Iwkwq. Tup Bcll Kwncueh 2.00

Pricing Speed

20 ZCD

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 24, 2010

WAL Test Period (YRS)

WAL Test Period End Date

Jan 9, 2019