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
J	DKR	45.000	87.50	-	J-	E-	6.10%	-	Fxoywonr	3vFl	-	-	950	3hJb+848	-	69.00000
X	FKI	375.000	6.70	-	EEE	KKK	64.00%	-	Lmubwpwt	3sDq	-	-	147	3iNn+147	-	625.00000
X	IOY	35.000	7.30	-	CC	OO	84.00%	-	Idluzetr	3xZr	-	-	210	3kPb+210	-	213.00000
P	KCG	98.000	5.70	-	SSS-	GGG-	99.00%	-	Afqvtmsu	3hQi	-	-	375	3xSu+375	-	961.00000
F	EXO	36.000	2.40	-	R	P	71.00%	-	Prmrdovc	3qAi	-	-	265	3nQi+265	-	491.00000
R	FWV	46.400	50.00	-	OO-	KK-	1.60%	-	Jazomasl	3oJr	-	-	675	3fGb+668	-	28.90000
Oxjogd	YUD	28.300	-	-	EN	HO	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

X: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144B/Cmi K; X: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144Z/Ojv V; F: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144A/Hml U; P: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144M/Rma V; R: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144V/Yye X; J: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144X/Glv C; Oxjogd: First Pay: 2025-01-15; Redemption: 2025-10-15; Registration: 144N/Dks H;

Deal Comments

Njv Ijjj Vmgyjmw 1.5

Risk Retention

KQ - Fuwcduuxdm

Pricing Speed

20% LVF

Reinvestment Period (YRS)

Reinvestment Period End Date

May 3, 2023