2021-2

Rockford Tower Europe CLO DAC (ROCKE) 2021-2

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
R	XLC	25.000	9.20	Wf3	UU-	-	3.60%	-	Qxdezlfx	3gHn	-	-	650	3zBx+622	-	14.00000
C	GNG	36.000	82.80	Q3	L-	-	4.60%	-	Dvezltcp	3jCz	-	-	950	3hTf+890	-	99.00000
J	EFR	52.400	6.80	L2	W	-	65.40%	-	Cuqmxqob	3dGd	-	-	250	3kZe+250	-	130.00000
R	VQG	4.000	9.80	Xff	QQQ	-	-	-	Ojdvbktq	3sNh	-	-	50	3fRz+50	-	352.00000
Z	XAC	56.000	5.00	Wxx3	CCC	-	17.80%	-	Jzzdzdym	3bCl	-	-	345	3hSo+345	-	693.00000
R	QYC	215.000	5.70	Xuu	YYY	-	88.00%	-	Yvfchtas	3dYk	-	-	96	3yOe+96	-	945.00000
Nsd	BWI	11.100	-	JH	MV	-	-	-	-	-	-	-	-	-	-	Retained
H	KCI	20.700	3.20	Zg2	AA	-	90.70%	-	Offjfbjs	3eNt	-	-	175	3rLh+175	-	978.00000

Tranche Comments

R: First Pay: 2022-07-24; Redemption: 2023-06-20; Registration: 144M/Mal H; R: First Pay: 2022-07-24; Redemption: 2023-06-20; Registration: 144K/Lzv W; H: First Pay: 2022-07-24; Redemption: 2023-06-20; Registration: 144C/Zdv Y; J: First Pay: 2022-07-24; Redemption: 2023-06-20; Registration: 144B/Dxd L; Z: First Pay: 2022-07-24; Redemption: 2023-06-20; Registration: 144Y/Rfx D; R: First Pay: 2022-07-24; Redemption: 2023-06-20; Registration: 144B/Gjo Z; C: First Pay: 2022-07-24; Redemption: 2023-06-20; Registration: 144Z/Mqk L; Nsd: First Pay: 2022-07-24; Redemption: 2023-06-20; Registration: 144X/Nvz K;

Deal Comments

Gkx Byff Nnfyknm 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 1, 2018