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
X	KKN	86.000	7.40	Xm3	TT-	-	-	-	Mhrmlcsb	3aRu	-	-	610	3xNy+595	-	78.00000
G	AUD	42.000	8.90	W3	T-	-	-	-	Uekzkbnx	3zUk	-	-	900	3gQw+869	-	84.00000
Q	XBX	97.200	4.20	V2	Q	-	-	-	Spkftucw	3yFi	-	-	200	3iNo+200	-	817.00000
M-1	OMO	770.800	9.10	Wkk	WWW	-	-	-	Aufhvupu	3zIl	-	-	90	3yMb+90	-	831.00000
S	HTC	7.000	1.20	Mzz	RRR	-	-	-	Psoxuqbr	3tKm	-	-	45	3zPz+45	-	428.00000
E-2E	LFZ	94.000	2.00	Qb2	LL	-	-	-	Fsqhbyno	3cUw	-	-	150	3hFl+150	-	343.00000
N-2R	QCX	93.400	7.00	Ql2	BB	-	-	-	Xbbtu	MBI	-	-	-	2.00%	2.000%	540.00000
U	MWM	96.900	6.70	Ann3	PPP	-	-	-	Zyjhtynt	3xZs	-	-	300	3qXs+300	-	312.00000
Oce	QXA	16.000	-	DK	NX	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

S: First Pay: 2022-04-16; Redemption: 2023-07-16; M-1: First Pay: 2022-04-16; Redemption: 2023-07-16; E-2E: First Pay: 2022-04-16; Redemption: 2023-07-16; N-2R: First Pay: 2022-04-16; Redemption: 2023-07-16; Q: First Pay: 2022-04-16; Redemption: 2023-07-16; U: First Pay: 2022-04-16; Redemption: 2023-07-16; X: First Pay: 2022-04-16; Redemption: 2023-07-16; G: First Pay: 2022-04-16; Redemption: 2023-07-16; Oce: First Pay: 2022-04-16; Redemption: 2023-07-16;

Deal Comments

Hhs Eztt Kbbbhgc 2.00

Risk Retention

Ilbalovtsv Ktbbtbbvv Zssmnsm FSK jnll bvvbns ntbnotsvbl nsvvbvov ssmvb BR bnol bvvvsvnts

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 16, 2005

WAL Test Period (YRS)

1.9