2021-1

Rockford Tower Europe CLO DAC (ROCKE) 2021-1

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
Tsi	BKM	43.754	-	MT	WU	-	-	-	-	-	-	-	-	-	-	Retained
P	JZC	59.000	-	Fxx3	ZZZ	-	46.40%	-	Qbhbqnsn	3qPo	-	-	345	3cMt+345	-	384.00000
X1	SYN	14.000	-	Zl2	EE	-	-	-	Pwvpyxkj	3kPn	-	-	125	3xSe+125	-	572.00000
I	SFP	924.000	-	Bmm	TTT	-	51.00%	-	Qkojczhw	3zRu	-	-	80	3tPh+80	-	115.00000
W2	YYD	58.000	-	Wh2	SS	-	83.10%	-	Xmzli	-	-	-	-	1.750%	1.750%	455.00000
P	QZL	41.000	-	B3	M-	-	2.20%	-	Vjoelhkt	3zNu	-	-	885	3oSr+786	-	78.10000
Y	KTA	49.000	-	M2	P	-	93.20%	-	Lppjvvcb	3gTx	-	-	235	3cYd+235	-	183.00000
L	WEU	39.000	-	Ir3	RR-	-	5.30%	-	Nwqspjmg	3tNz	-	-	625	3mWx+596	-	14.00000

Tranche Comments

I: First Pay: 2021-10-20; Redemption: 2022-10-22; X1: First Pay: 2021-10-20; Redemption: 2022-10-22; W2: First Pay: 2021-10-20; Redemption: 2022-10-22; Y: First Pay: 2021-10-20; Redemption: 2022-10-22; P: First Pay: 2021-10-20; Redemption: 2022-10-22; L: First Pay: 2021-10-20; Redemption: 2022-10-22; P: First Pay: 2021-10-20; Redemption: 2022-10-22; Tsi: First Pay: 2021-10-20; Redemption: 2022-10-22;

Deal Comments

Hyq Jztt Zpcgyoe 1.00

Risk Retention

PXd Pxwkivwm/Uwimilwkfw

Reinvestment Period (YRS)

Reinvestment Period End Date

May 18, 2004