2023-1

Rockford Tower Europe CLO DAC (ROCKE) 2023-1

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
C-1	LLW	85.500	-	-	TT	DD	-	-	Dztehztu	3lJy	250-260	-	250	3aYn+250	-	819.00000
Rgb	HBI	75.100	-	-	XQ	ZF	-	-	-	-	-	-	-	-	-	Retained
X	VXX	83.100	-	-	H-	H-	7.40%	-	Kwhapjqk	3cXi	-	-	1115	3xDy+955	-	86.50000
O	VBF	26.000	-	-	TT-	QQ-	99.70%	-	Adyavtfi	3eZd	840b	-	800	3bPj+715	-	31.00000
E-2	KNX	36.000	-	-	UU	JJ	92.00%	-	Qbgwc	XOG	-	-	-	6.500%	6.500%	518.00000
T	TGA	16.200	-	-	V	Q	55.80%	-	Tkwupacs	3eRs	350-360	-	335	3zJd+335	-	986.00000
S	FPA	507.600	-	-	QQQ	ZZZ	46.00%	-	Oxfbhkwv	3kBc	175-180	-	175	3rOv+175	-	923.00000
A	JFX	75.600	-	-	WWW-	PPP-	79.40%	-	Qlueypnk	3lLs	540a	-	520	3fUn+520	-	636.00000

Tranche Comments

S: First Pay: 2024-01-15; Redemption: 2025-04-15; C-1: First Pay: 2024-01-15; Redemption: 2025-04-15; E-2: First Pay: 2024-01-15; Redemption: 2025-04-15; T: First Pay: 2024-01-15; Redemption: 2025-04-15; A: First Pay: 2024-01-15; Redemption: 2025-04-15; O: First Pay: 2024-01-15; Redemption: 2025-04-15; X: First Pay: 2024-01-15; Redemption: 2025-04-15; Rgb: First Pay: 2024-01-15; Redemption: 2025-04-15;

Deal Comments

Vlblv Bsvlz 2025-04-15. Olp Nsww Vllwlnz 1.5

Reinvestment Period (YRS)

2.8