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
F-2-S	IWQ	5.000	58.00	-	SSS-	-	-	-	93.00%	-	Bisfz	-	-	-	-	7.63%	-	399.00000
V-2-Y	IOP	4.000	8.10	-	RR	-	-	-	27.00%	-	Zhctm	-	-	-	-	5.26%	5.261%	693.00000
U-J	GAA	96.000	6.50	-	E	-	-	-	10.00%	-	Mxyvldrh	JYXO	-	-	200	JSUO+200	-	172.00000
K-1-R	UAG	20.000	4.10	-	YYY-	-	-	-	53.00%	-	Dpeyoozn	KPSS	-	-	310	MJIJ+310	-	514.00000
L-G	NMC	222.000	8.40	Qjj	-	-	-	-	85.00%	-	Xpkysave	TLJZ	-	-	136	IQAA+136	-	341.00000
Jae	NRS	80.540	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
X-1-Z	XQU	13.000	8.50	-	BB	-	-	-	90.00%	-	Slxcedmc	KTZW	-	-	170	UVCJ+170	-	280.00000
Z-F	CNB	51.000	98.30	-	CC-	-	-	-	4.30%	-	Hhrwswcd	ZJCF	-	-	595	WQBX+595	-	632.00000

Tranche Comments

L-G: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144O/Ufw W; X-1-Z: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144N/Bcu L; V-2-Y: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144A/Yhe U; U-J: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144W/Qwr S; K-1-R: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144M/Upv S; F-2-S: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144T/Zsn N; Z-F: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144W/Nfl L; Jae: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144H/Bzl E;

Deal Comments

Aeues. Yje Qhtt Eepfjav 2.00

Pricing Speed

20 AGO

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 13, 2013

WAL Test Period (YRS)

WAL Test Period End Date

Jan 8, 2007