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
Eud	XCF	86.639	-	XL	HB	-	-	-	-	-	-	-	-	-	-	Retained
I	GQI	678.000	-	Jnn	MMM	-	57.00%	-	Glupofcc	3tGq	-	-	80	3tIz+80	-	569.00000
C	ODA	99.000	-	Ka3	DD-	-	7.30%	-	Uuqzrakg	3kQf	-	-	625	3lCf+596	-	54.00000
C	DJJ	78.000	-	J3	W-	-	2.20%	-	Gxkoxqvr	3cJu	-	-	885	3gGf+786	-	27.90000
I1	ZEY	69.000	-	Tp2	NN	-	-	-	Sjxxfbls	3cHv	-	-	125	3hRu+125	-	910.00000
H2	SSQ	22.000	-	Vp2	YY	-	38.10%	-	Zmzxw	-	-	-	-	1.750%	1.750%	761.00000
T	FBK	82.000	-	I2	J	-	42.20%	-	Cafyzajz	3lGg	-	-	235	3vVq+235	-	830.00000
S	BAK	78.000	-	Tbb3	III	-	98.80%	-	Mjdfsikw	3eRp	-	-	345	3qTk+345	-	883.00000

Tranche Comments

I: First Pay: 2021-10-20; Redemption: 2022-10-22; I1: First Pay: 2021-10-20; Redemption: 2022-10-22; H2: First Pay: 2021-10-20; Redemption: 2022-10-22; T: First Pay: 2021-10-20; Redemption: 2022-10-22; S: First Pay: 2021-10-20; Redemption: 2022-10-22; C: First Pay: 2021-10-20; Redemption: 2022-10-22; C: First Pay: 2021-10-20; Redemption: 2022-10-22; Eud: First Pay: 2021-10-20; Redemption: 2022-10-22;

Deal Comments

Rwo Awbb Yjwpwje 1.00

Risk Retention

XMb Chxivehy/Jxvvvihiwx

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 8, 2020

Reset

Yes