Juniper Valley Park CLO Ltd

Deals

Blackstone Credit (fka GSO Capital Partners)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1	USD	308.000	-	Aaa	NR	NR	-	-	37.00%	-	Floating	SOFR	-	185	SOFR+185	-	-
A-L	USD	65.000	-	Aaa	NR	NR	-	-	37.00%	-	Floating	SOFR	-	185	SOFR+185	-	-
A-2	USD	5.000	-	Aaa	NR	NR	-	-	37.00%	-	Fixed	SOFR	-	185	5.128%	-	-
B	USD	75.000	-	NR	AA	NR	-	-	24.50%	-	Floating	SOFR	-	255	SOFR+255	-	-
C	USD	36.000	-	NR	A	NR	-	-	18.50%	-	Floating	SOFR	-	300	SOFR+300	-	-
D	USD	36.900	-	NR	BBB-	NR	-	-	12.35%	-	Floating	SOFR	-	470	SOFR+470	-	-
E	USD	18.900	-	NR	BB-	NR	-	-	9.20%	-	Floating	SOFR	-	800	SOFR+800	-	-
Sub	USD	54.510	-	NR	NR	NR	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A-1: Redemption: 2024-07-20; Registration: 144A/Reg S; A-L: Redemption: 2024-07-20; Registration: 144A/Reg S; A-2: Redemption: 2024-07-20; Registration: 144A/Reg S; B: Redemption: 2024-07-20; Registration: 144A/Reg S; C: Redemption: 2024-07-20; Registration: 144A/Reg S; D: Redemption: 2024-07-20; Registration: 144A/Reg S; E: Redemption: 2024-07-20; Registration: 144A/Reg S; Sub: Redemption: 2024-07-20; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 1.00. The deal was upsized to US$600m

Risk Retention

US - Yes; EU/UK - Yes

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 20, 2026