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
V	KTU	3.000	6.30	Ccc	BBB	-	-	-	Awqphezw	3mCg	-	-	45	3bJo+45	-	947.00000
Hiz	BMM	65.000	-	BY	ZW	-	-	-	-	-	-	-	-	-	-	Retained
H-2H	ZIB	98.000	2.00	Uh2	VV	-	-	-	Uswompme	3eJq	-	-	150	3kXy+150	-	104.00000
J	SLT	41.400	2.90	Uhh3	SSS	-	-	-	Vhfdbcsb	3tAr	-	-	300	3qYl+300	-	268.00000
V	IIN	94.000	2.10	Bd3	NN-	-	-	-	Ulzvzzkr	3yPy	-	-	610	3kHq+595	-	72.00000
T	WIX	14.000	9.60	S3	T-	-	-	-	Dymzezdx	3kDl	-	-	900	3wPv+869	-	56.00000
E-2Q	THW	57.900	2.00	Hr2	LL	-	-	-	Gpstf	SFL	-	-	-	2.00%	2.000%	299.00000
U	EDF	49.800	3.40	K2	R	-	-	-	Akzbhuki	3tDb	-	-	200	3lEz+200	-	356.00000
B-1	NVI	827.800	9.30	Jww	OOO	-	-	-	Awmueorw	3dBd	-	-	90	3oOr+90	-	927.00000

Tranche Comments

V: First Pay: 2022-04-16; Redemption: 2023-07-16; B-1: First Pay: 2022-04-16; Redemption: 2023-07-16; H-2H: First Pay: 2022-04-16; Redemption: 2023-07-16; E-2Q: 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; V: First Pay: 2022-04-16; Redemption: 2023-07-16; T: First Pay: 2022-04-16; Redemption: 2023-07-16; Hiz: First Pay: 2022-04-16; Redemption: 2023-07-16;

Deal Comments

Rvm Snww Mzmfvex 2.00

Risk Retention

Oclykaccil Ycbicblcl Vxiumiy MTY imcc blclmi scbmiciclc miclblac xiulb ZK bmak blclicmci

Reinvestment Period (YRS)

Reinvestment Period End Date

May 13, 2012

WAL Test Period (YRS)

4.2