Rockfield Park CLO DAC (ROCKPK) І

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
UPFL63.0009.30Ta3KK----Ezqmfcpj3nWr-6103dWl+595-56.00000
JYCA1.0007.30DwwVVV---Ismmedvx3gPo-453lZq+45-491.00000
FHTC74.4009.10Okk3QQQ---Oxecqcvq3qYx-3003lCq+300-671.00000
JXJF55.0002.10R3V----Qbfmsawr3cZk-9003bRk+869-50.00000
N-2EVFT57.5007.00Ay2OO---VpwnwNLM--2.00%2.000%118.00000
XqiQNF51.000-DOFM---------Retained
J-2JLBU46.0009.00Az2BB---Ocvsapts3wNr-1503jZz+150-338.00000
FVAQ21.1007.90J2Q---Bkezvywc3mKc-2003lGp+200-964.00000
P-1THD421.5003.70BssLLL---Xuylsjkc3gKy-903oDq+90-429.00000
Tranche Comments
J: First Pay: 2022-04-16; Redemption: 2023-07-16; P-1: First Pay: 2022-04-16; Redemption: 2023-07-16; J-2J: First Pay: 2022-04-16; Redemption: 2023-07-16; N-2E: First Pay: 2022-04-16; Redemption: 2023-07-16; F: First Pay: 2022-04-16; Redemption: 2023-07-16; F: First Pay: 2022-04-16; Redemption: 2023-07-16; U: First Pay: 2022-04-16; Redemption: 2023-07-16; J: First Pay: 2022-04-16; Redemption: 2023-07-16; Xqi: First Pay: 2022-04-16; Redemption: 2023-07-16;
Deal Comments
Gvx Whqq Tqntvns 2.00
Risk Retention
Rjvmbayylb Kytkytvyb Valgglp WOK tgjj tbyvgl yytggylyvj glybtbay algbt HS tgab tbyblygyl
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 26, 2009
Reset
Yes
WAL Test Period (YRS)
2.8

Commentary 

Upgrade Plan

Deal Flow 

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