2024

Fernhill Park CLO DAC (FERN) 2024

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Blackstone Credit (fka GSO Capital Partners)

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
B	XNT	95.000	9.90	-	WW	FF	78.00%	-	Yldmywtw	3dBz	-	-	210	3rTr+210	-	701.00000
I	TVD	76.000	8.50	-	H	R	38.00%	-	Njwpxpmn	3rGo	-	-	265	3jHf+265	-	663.00000
B	DHV	650.000	3.60	-	AAA	ZZZ	44.00%	-	Lpwmrwth	3mXr	-	-	147	3nPe+147	-	222.00000
G	XBN	93.200	78.00	-	SS-	CC-	1.60%	-	Rcxxzrbo	3hTx	-	-	675	3nXb+668	-	30.70000
B	XTB	64.000	81.40	-	U-	P-	9.80%	-	Jrlxdfcu	3cMv	-	-	950	3eEz+848	-	80.00000
I	JBZ	70.000	3.20	-	JJJ-	XXX-	16.00%	-	Wuppxbvr	3ePx	-	-	375	3eWa+375	-	138.00000
Tlxzgv	QUR	14.400	-	-	LF	NM	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

B: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144W/Ttw U; B: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144Q/Kec W; I: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144I/Qsn Q; I: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144N/Vcb C; G: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144O/Fdd W; B: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144Y/Bqc M; Tlxzgv: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144Y/Vmk Z;

Deal Comments

Fyt Ksxx Fuxwyhq 1.5

Risk Retention

QA - Lfpwffqgyt

Pricing Speed

20% LSO

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 11, 2020