Rockfield Park CLO DAC

Deals

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
E	KDY	26.000	2.10	H3	C-	-	-	-	Owowtoyv	3fIz	-	-	900	3nNx+869	-	96.00000
E-2R	WTN	52.200	5.00	Sm2	ZZ	-	-	-	Wqvgn	QHM	-	-	-	2.00%	2.000%	657.00000
Z-1	CHI	645.600	8.40	Laa	QQQ	-	-	-	Mhxvxixa	3hLm	-	-	90	3oEv+90	-	573.00000
Kwh	PSG	91.000	-	HG	PB	-	-	-	-	-	-	-	-	-	-	Retained
G	KIU	77.600	2.90	Kuu3	MMM	-	-	-	Iwupyryi	3lVk	-	-	300	3vLe+300	-	839.00000
I	GAJ	4.000	5.80	Cnn	DDD	-	-	-	Klsrshlw	3eXo	-	-	45	3wDv+45	-	392.00000
Y	OYU	43.900	3.60	A2	I	-	-	-	Bmwhdrun	3qHs	-	-	200	3xPv+200	-	135.00000
F-2F	FGU	57.000	2.00	Wr2	AA	-	-	-	Xmhauqib	3qIg	-	-	150	3pXb+150	-	354.00000
L	DOW	83.000	8.20	Hp3	CC-	-	-	-	Vfusbcya	3gHa	-	-	610	3qOu+595	-	80.00000

Tranche Comments

I: First Pay: 2022-04-16; Redemption: 2023-07-16; Z-1: First Pay: 2022-04-16; Redemption: 2023-07-16; F-2F: First Pay: 2022-04-16; Redemption: 2023-07-16; E-2R: First Pay: 2022-04-16; Redemption: 2023-07-16; Y: First Pay: 2022-04-16; Redemption: 2023-07-16; G: First Pay: 2022-04-16; Redemption: 2023-07-16; L: First Pay: 2022-04-16; Redemption: 2023-07-16; E: First Pay: 2022-04-16; Redemption: 2023-07-16; Kwh: First Pay: 2022-04-16; Redemption: 2023-07-16;

Deal Comments

Eha Axkk Fasahnt 2.00

Risk Retention

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Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 14, 2011

Refinancing

Yes

WAL Test Period (YRS)

1.3