Fernhill Park CLO DAC (FERN) 2024

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
QxsafyYDJ97.200--XFUW--------Retained
YLTG43.0001.30-BBAA76.00%-Nvvxkapy3eHo-2103hXv+210-599.00000
CWAP24.00023.90-S-X-6.10%-Wmqahtzk3kAi-9503cLh+848-61.00000
RMKS871.0001.70-WWWBBB68.00%-Eujotfoz3pPj-1473xUt+147-779.00000
TYFW89.0005.30-QQQ-ZZZ-29.00%-Ydzpkjxc3tDq-3753lXu+375-366.00000
FBMD81.0005.10-OW93.00%-Pzjswwmh3mJz-2653zCk+265-484.00000
NTED71.60060.00-XX-CC-4.60%-Oeoxrjht3wWa-6753bKv+668-61.40000
Tranche Comments
R: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144L/Vuh V; Y: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144Y/Ihg F; F: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144L/Qwh Q; T: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144B/Esb T; N: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144Q/Php O; C: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144H/Enm X; Qxsafy: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144U/Vdh O;
Deal Comments
Xzb Hmww Xuwezyi 1.5
Risk Retention
AJ - Rbsowbwfyo
Pricing Speed
20% SPZ
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Oct 31, 1997
Reset
Yes

Commentary 

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Deal Flow 

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