Fernhill Park CLO DAC

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	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
I	KCB	14.000	9.50	-	FF	KK	53.00%	-	Yyhpxcdc	3eOz	-	-	210	3yIc+210	-	607.00000
F	WFV	275.000	6.70	-	NNN	AAA	39.00%	-	Kwyvhbsw	3fUa	-	-	147	3sKq+147	-	276.00000
I	VPW	10.000	9.80	-	I	V	23.00%	-	Dhlrpble	3tTl	-	-	265	3gGb+265	-	767.00000
Ngwwsp	VWO	78.300	-	-	SM	GY	-	-	-	-	-	-	-	-	-	Retained
F	GDT	73.000	4.40	-	JJJ-	YYY-	89.00%	-	Nksxetve	3gGt	-	-	375	3vQm+375	-	381.00000
E	GWJ	44.100	68.00	-	GG-	II-	7.30%	-	Qxckqlmb	3tQk	-	-	675	3dJa+668	-	14.80000
I	EEX	48.000	15.10	-	U-	Z-	8.20%	-	Imfupqjt	3kHm	-	-	950	3kYa+848	-	40.00000

Tranche Comments

F: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144U/Woc H; I: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144G/Zek T; I: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144J/Uur Y; F: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144Y/Nhl G; E: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144M/Azo H; I: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144G/Vzq H; Ngwwsp: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144N/Ryf Q;

Deal Comments

Tmy Sscc Oxltmrg 1.5

Risk Retention

ED - Xuvozupcet

Pricing Speed

20% OHQ

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 18, 2004