Palmerston Park CLO DAC

Deals

Blackstone Credit (fka GSO Capital Partners)

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1A	EUR	233.000	3.10	Aaa	AAA	-	-	-	Floating	3mEu	-	65	3mE+65	-	100.00000
A-1B	EUR	10.000	3.10	Aaa	AAA	-	-	-	Fixed	-	-	-	0.89%	-	100.00000
B-1	EUR	14.000	5.50	A2	A	-	-	-	Floating	3mEu	-	210	3mE+210	-	100.00000
B-2	EUR	10.000	5.50	A2	A	-	-	-	Floating	3mEu	-	210	3mE+210	-	100.00000

More Details

Tranche Comments

A-1A: First Pay: 2019-01-21; A-1B: First Pay: 2019-01-21; B-1: First Pay: 2019-01-21; B-2: First Pay: 2019-01-21;

Deal Comments

Refinancing. Non-Call Period: 6 months.

Risk Retention

Blackstone/GSO Corporate Funding DAC/Horizonta. US: Reliance on foreign safe harbour for U.S. risk retention - Max 10% can be purchased by U.S. persons.

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 18, 2021

WAL Test Period (YRS)

WAL Test Period End Date

Jul 11, 2026