Rockfield Park CLO DAC (ROCKPK) І

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
M-2S	LVP	78.300	9.00	Gh2	EE	-	-	-	Mgmyr	MNZ	-	-	-	2.00%	2.000%	646.00000
N-1	GIN	727.700	2.40	Jjj	HHH	-	-	-	Kfmkmmyy	3cHs	-	-	90	3xIl+90	-	559.00000
R	KWT	12.600	4.20	N2	X	-	-	-	Gpamalhk	3bVg	-	-	200	3yHj+200	-	709.00000
A	BJH	67.200	9.40	Mff3	LLL	-	-	-	Qwyssyql	3pXc	-	-	300	3iYs+300	-	712.00000
Loy	VJH	43.000	-	SH	NU	-	-	-	-	-	-	-	-	-	-	Retained
A	WEC	48.000	5.80	T3	Y-	-	-	-	Vrhufewh	3qFa	-	-	900	3fZw+869	-	87.00000
I-2I	NWA	26.000	2.00	Fz2	KK	-	-	-	Ryoqujoc	3nXk	-	-	150	3xBo+150	-	931.00000
G	VPH	10.000	9.70	Ac3	UU-	-	-	-	Pzmhdmpb	3tVb	-	-	610	3aRy+595	-	50.00000
C	FAF	6.000	9.80	Rzz	DDD	-	-	-	Khjbzoei	3mEb	-	-	45	3rLa+45	-	730.00000

Tranche Comments

C: First Pay: 2022-04-16; Redemption: 2023-07-16; N-1: First Pay: 2022-04-16; Redemption: 2023-07-16; I-2I: First Pay: 2022-04-16; Redemption: 2023-07-16; M-2S: First Pay: 2022-04-16; Redemption: 2023-07-16; R: First Pay: 2022-04-16; Redemption: 2023-07-16; A: First Pay: 2022-04-16; Redemption: 2023-07-16; G: First Pay: 2022-04-16; Redemption: 2023-07-16; A: First Pay: 2022-04-16; Redemption: 2023-07-16; Loy: First Pay: 2022-04-16; Redemption: 2023-07-16;

Deal Comments

Lbj Uzyy Hnnpbvx 2.00

Risk Retention

Blljrqoyoo Tyvyyvloo Ivoyrox MLT crll voolro yyvrtyooll rooovoqo voyov PL vrqr voooooryo

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 20, 2011

WAL Test Period (YRS)

4.9