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-2T	THO	30.800	8.00	Kj2	DD	-	-	-	Iostj	XYB	-	-	-	2.00%	2.000%	974.00000
F	KKJ	4.000	7.90	Jss	HHH	-	-	-	Wbllmhmj	3qZv	-	-	45	3cUt+45	-	588.00000
O	QBJ	93.000	5.40	D3	M-	-	-	-	Dbvwovhg	3pOo	-	-	900	3qBi+869	-	31.00000
E	TVG	74.500	8.60	Nyy3	KKK	-	-	-	Edzuvtpv	3sIn	-	-	300	3vBg+300	-	506.00000
Ivd	EDB	40.000	-	EF	VJ	-	-	-	-	-	-	-	-	-	-	Retained
T	TTG	99.000	5.20	Vc3	WW-	-	-	-	Zlehlkqq	3xVl	-	-	610	3gAk+595	-	17.00000
S-2S	CTY	27.000	1.00	Lg2	QQ	-	-	-	Exejexkd	3kZp	-	-	150	3bLr+150	-	542.00000
G-1	JGV	972.600	6.10	Zrr	ZZZ	-	-	-	Qmobhxvp	3aDg	-	-	90	3vHa+90	-	282.00000
T	LZJ	11.900	6.70	H2	S	-	-	-	Gqjchprs	3pKu	-	-	200	3wYe+200	-	317.00000

Tranche Comments

F: First Pay: 2022-04-16; Redemption: 2023-07-16; G-1: First Pay: 2022-04-16; Redemption: 2023-07-16; S-2S: First Pay: 2022-04-16; Redemption: 2023-07-16; X-2T: First Pay: 2022-04-16; Redemption: 2023-07-16; T: First Pay: 2022-04-16; Redemption: 2023-07-16; E: First Pay: 2022-04-16; Redemption: 2023-07-16; T: First Pay: 2022-04-16; Redemption: 2023-07-16; O: First Pay: 2022-04-16; Redemption: 2023-07-16; Ivd: First Pay: 2022-04-16; Redemption: 2023-07-16;

Deal Comments

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Risk Retention

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Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 22, 2019

WAL Test Period (YRS)

2.2