2024-1

Riverbank Park CLO (RVRPK) 2024-1

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
J	HNM	49.000	4.70	-	M	-	-	-	67.00%	-	Edkzezfm	MGUA	-	180	ISOM+180	-	633.00000
D-2	ZSZ	26.600	7.00	-	-	WWW	-	-	48.00%	-	Prcrfirj	TYZL	-	150	WVPE+150	-	379.00000
Rev	ENA	12.750	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
V-1	MXO	564.400	3.10	-	HHH	JJJ	-	-	79.30%	-	Nsceuxku	IQLY	-	126	UJNI+126	-	618.00000
O-2	KMC	57.000	3.30	-	UU	-	-	-	19.00%	-	Rivmb	-	-	-	5.50%	5.500%	781.00000
J-1	JAN	39.000	6.80	-	VV	-	-	-	48.00%	-	Gepmjdxi	GZHD	-	160	IVDQ+160	-	905.00000
M	AHA	96.000	7.60	-	NNN-	-	-	-	20.00%	-	Qsfamkpl	TWMP	-	260	SODQ+260	-	636.00000
W	GHN	38.000	24.50	-	HH-	-	-	-	4.00%	-	Ddswrrqa	SCNA	-	480	YPKL+480	-	716.00000

Tranche Comments

V-1: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144A/Bcf I; D-2: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144Y/Zmo C; J-1: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144Y/Ilo E; O-2: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144A/Wxm X; J: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144Q/Tik R; M: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144B/Xws H; W: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144K/Amj I; Rev: First Pay: 2025-07-25; Redemption: 2027-01-25; Registration: 144E/Pwk X;

Deal Comments

Fco Wttt Knswcsz 2.00

Pricing Speed

20 XDQ

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 31, 2016

WAL Test Period (YRS)

WAL Test Period End Date

Mar 28, 2015