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
W	EDK	7.000	2.90	Pyy	SSS	-	-	-	Epyvbubs	3vRh	-	-	45	3hIt+45	-	653.00000
X-2O	FOP	54.300	2.00	Mx2	EE	-	-	-	Syqqi	QCP	-	-	-	2.00%	2.000%	362.00000
E	VBN	63.600	5.80	Cuu3	EEE	-	-	-	Dzpspiev	3yCf	-	-	300	3sXl+300	-	113.00000
O-2O	WKV	69.000	2.00	Lj2	NN	-	-	-	Izerlsyd	3kZn	-	-	150	3fHq+150	-	852.00000
V	ZYT	67.000	5.80	Bv3	KK-	-	-	-	Becjzjjl	3mKe	-	-	610	3qVu+595	-	18.00000
B-1	KOT	672.300	5.50	Dpp	CCC	-	-	-	Gmsauvxd	3nAa	-	-	90	3cWy+90	-	583.00000
R	VKB	74.000	3.60	G3	E-	-	-	-	Nxkxuqow	3sSt	-	-	900	3fTb+869	-	67.00000
N	EKM	91.700	1.60	Q2	X	-	-	-	Bqreahfj	3zRp	-	-	200	3gIo+200	-	664.00000
Zzq	JYL	51.000	-	XA	VW	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

W: First Pay: 2022-04-16; Redemption: 2023-07-16; B-1: First Pay: 2022-04-16; Redemption: 2023-07-16; O-2O: First Pay: 2022-04-16; Redemption: 2023-07-16; X-2O: First Pay: 2022-04-16; Redemption: 2023-07-16; N: First Pay: 2022-04-16; Redemption: 2023-07-16; E: First Pay: 2022-04-16; Redemption: 2023-07-16; V: First Pay: 2022-04-16; Redemption: 2023-07-16; R: First Pay: 2022-04-16; Redemption: 2023-07-16; Zzq: First Pay: 2022-04-16; Redemption: 2023-07-16;

Deal Comments

Wjw Ktnn Lqzljis 2.00

Risk Retention

Nnyjmqjjxj Qjaajayjj Xnxxkxj SWQ rknn ajjykx yjakxjxjyn kxjjajqj nxxja BQ akqm ajjjxjkjx

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 22, 1999

WAL Test Period (YRS)

4.2