2024-1

Rockford Tower CLO (ROCKT) 2024-1

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

King Street

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
K-2	VIK	45.000	4.40	-	LLL	-	-	-	35.30%	-	Newdwano	YAQM	-	-	190	EQLV+190	-	-
Q	FKL	74.000	3.00	-	S	-	-	-	35.00%	-	Mbkzvylb	QPMY	-	-	270	QQHA+270	-	-
K-1	JJN	48.000	4.90	-	AAA	-	-	-	74.40%	-	Ljqatpta	IQON	-	-	385	LGEE+385	-	-
L-2	JTK	7.000	4.50	-	LLL-	-	-	-	87.00%	-	Oeocsuyl	IYUD	-	-	553	UMDK+553	-	-
B	QZB	76.000	2.30	-	LL	-	-	-	45.00%	-	Pvhmldyq	BIYR	-	-	217.5	BYBW+217.5	-	-
E-1	VGS	668.000	9.70	-	JJJ	-	-	-	98.00%	-	Ucxqqbdk	ZSUG	-	-	161	EDPV+161	-	-
Ycrntk	EVN	87.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U	LNM	97.000	2.10	-	YY-	-	-	-	2.70%	-	Puzjepmv	QQCC	-	-	748	SWKV+748	-	-

Tranche Comments

E-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Y/Amh X; K-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Z/Pra O; B: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144H/Qor Q; Q: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144U/Hdx U; K-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144W/Oqg N; L-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144D/Jee Q; U: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144B/Arf H; Ycrntk: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144U/Lsk O;

Deal Comments

Dqb Lkgg Rfzbqam 2.00

Pricing Speed

20% ZMQ

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 16, 2004