2019-1

Rockford Tower Europe CLO DAC (ROCKE) 2019-1

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

King Street

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
D	TFW	41.000	-	Zmm3	-	WWW-	-	-	Qszyvjkl	3nHm	-	-	370	3uI+370	-	693.00000
Sdk	AFX	70.887	-	OM	-	BJ	-	-	-	-	-	-	-	-	-	-
Z	NGO	38.300	-	K2	-	S	-	-	Auzjrbcr	3jDs	-	-	240	3bD+240	-	193.00000
T	VBG	69.900	-	Tz3	-	EE-	-	-	Ekxqbpma	3sOy	-	-	660	3rT+603	-	33.00000
R	FFT	260.000	-	Gaa	-	FFF	-	-	Dbpsfmto	3nXu	-	-	92	3iS+92	-	777.00000
Ekvt2	NII	7.000	-	Sk2	-	PP	-	-	Nkboy	-	-	-	-	2.200%	-	301.00000
S	QPB	2.190	-	C3	-	O-	-	-	Pckspooy	3xJo	-	-	875	3uX+771	-	98.00000
Gnup1	WVR	56.000	-	Lu2	-	RR	-	-	Bjmxczqs	3kAg	-	-	160	3nJ+160	-	880.00000

Tranche Comments

R: First Pay: 2020-07-20; Redemption: 2021-12-04; Gnup1: First Pay: 2020-07-20; Redemption: 2021-12-04; Ekvt2: First Pay: 2020-07-20; Redemption: 2021-12-04; Z: First Pay: 2020-07-20; Redemption: 2021-12-04; D: First Pay: 2020-07-20; Redemption: 2021-12-04; T: First Pay: 2020-07-20; Redemption: 2021-12-04; S: First Pay: 2020-07-20; Redemption: 2021-12-04; Sdk: First Pay: 2020-07-20; Redemption: 2021-12-04;

Deal Comments

Gpo-Rgvv Rerhpet 2.00.

Risk Retention

Meujdeokxc

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 16, 2011