Rockfield 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
X	EUR	2.000	1.60	Aaa	AAA	-	-	-	Floating	3mEu	-	45	3mEu+45	-	100.00000
A-1	EUR	243.500	5.30	Aaa	AAA	-	-	-	Floating	3mEu	-	90	3mEu+90	-	100.00000
A-2A	EUR	26.000	7.00	Aa2	AA	-	-	-	Floating	3mEu	-	150	3mEu+150	-	100.00000
A-2B	EUR	14.500	7.00	Aa2	AA	-	-	-	Fixed	YLD	-	-	2.00%	2.000%	100.00000
B	EUR	26.500	7.60	A2	A	-	-	-	Floating	3mEu	-	200	3mEu+200	-	100.00000
C	EUR	28.500	8.20	Baa3	BBB	-	-	-	Floating	3mEu	-	300	3mEu+300	-	100.00000
D	EUR	21.000	8.90	Ba3	BB-	-	-	-	Floating	3mEu	-	610	3mEu+595	-	99.00000
E	EUR	12.000	9.40	B3	B-	-	-	-	Floating	3mEu	-	900	3mEu+869	-	98.00000
Sub	EUR	30.000	-	NR	NR	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

X: First Pay: 2022-04-16; Redemption: 2023-07-16; A-1: First Pay: 2022-04-16; Redemption: 2023-07-16; A-2A: First Pay: 2022-04-16; Redemption: 2023-07-16; A-2B: First Pay: 2022-04-16; Redemption: 2023-07-16; B: First Pay: 2022-04-16; Redemption: 2023-07-16; C: First Pay: 2022-04-16; Redemption: 2023-07-16; D: First Pay: 2022-04-16; Redemption: 2023-07-16; E: First Pay: 2022-04-16; Redemption: 2023-07-16; Sub: First Pay: 2022-04-16; Redemption: 2023-07-16;

Deal Comments

Non Call Period: 2.00

Risk Retention

Blackstone Corporate Funding DAC will retain horizontal interest under EU risk retention

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 16, 2025

WAL Test Period (YRS)

8.5