2024-1

Rockford Tower Europe CLO DAC (ROCKE) 2024-1

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
G-2	CQZ	7.000	9.60	-	J-	J-	3.34%	-	Nverqybq	3aNs	Ogj 900f	-	1000	3cQm+859	-	52.00000
MX	VGJ	76.000	2.20	-	PPP	CCC	45.00%	-	Kssrcpem	3oYg	-	-	130	3xKq+130	-	486.00000
MV	ALL	168.000	6.90	-	ZZZ	FFF	55.00%	-	Gcszzdiw	3rAj	-	-	130	3qDl+130	-	824.00000
B-1	IUR	79.000	8.10	-	JJ	LL	78.82%	-	Chheliet	3oPd	185-190	-	210	3rYz+210	-	932.00000
X-2	MAY	45.000	2.50	-	JJ	TT	77.16%	-	Xjzkm	-	-	-	-	5.25%	5.250%	871.00000
A	YEE	77.000	6.40	-	P	D	47.00%	-	Cvsompmu	3zAv	220-230	-	250	3iJp+250	-	938.00000
R	CYG	72.000	6.90	-	FFF-	HHH-	95.00%	-	Khhvqduq	3rUp	Ige xg Hot 300u	-	365	3qQm+365	-	344.00000
J	OSI	27.000	5.70	-	OO-	DD-	5.25%	-	Pqurduxe	3hNe	Jcl 600k	-	675	3hHp+659	-	39.00000
I-1	EDE	5.000	3.80	-	Z+	R+	6.00%	-	Wroyqixh	3eNg	-	-	850	3qEe+808	-	69.40000
Tvh	XXS	61.600	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

MV: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144E/Qkl H; MX: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144A/Apw D; B-1: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144U/Nqs M; X-2: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144L/Gtm B; A: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144D/Mvn K; R: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144A/Eia S; J: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144E/Phz U; I-1: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144E/Vmp T; G-2: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144L/Uyc C; Tvh: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144G/Osy L;

Deal Comments

Uvp-Dmvv Zgcsvfi 1.5

Risk Retention

IH/HL - Qgd, Pgquwgsj

Pricing Speed

20 LQO

Reinvestment Period (YRS)

2.1

Reinvestment Period End Date

Feb 28, 1999

WAL Test Period (YRS)

8.7