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
GV	MKZ	98.000	2.90	-	CCC	NNN	13.00%	-	Zfdfqdtw	3oUn	-	-	130	3fJh+130	-	965.00000
F	HED	57.000	7.30	-	N	J	49.00%	-	Qsqmxaqy	3dBn	220-230	-	250	3kAc+250	-	865.00000
R	ZIY	73.000	1.80	-	JJ-	MM-	7.84%	-	Weoqmuvk	3xGm	Spm 600f	-	675	3vGp+659	-	40.00000
Zjd	OXN	75.100	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
PG	FJQ	330.000	8.20	-	JJJ	CCC	31.00%	-	Bvpvldzg	3iZh	-	-	130	3cTc+130	-	434.00000
M-2	DIM	5.000	9.60	-	X-	Y-	4.40%	-	Pmhctrwu	3yGa	Uwc 900p	-	1000	3mQr+859	-	26.00000
P-1	DYD	39.000	5.90	-	II	JJ	64.66%	-	Zvjrjhpz	3bGo	185-190	-	210	3vUf+210	-	276.00000
T-1	SCU	9.000	5.50	-	D+	O+	2.00%	-	Ithwftbp	3kEo	-	-	850	3zSb+808	-	66.60000
O-2	NYP	58.000	8.50	-	BB	GG	39.50%	-	Pjxui	-	-	-	-	5.25%	5.250%	667.00000
I	SBF	20.000	6.50	-	UUU-	CCC-	28.00%	-	Kzpwhawz	3cXd	Kbr zb Sqc 300h	-	365	3rJe+365	-	714.00000

Tranche Comments

PG: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144J/Lua Z; GV: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144G/Apf U; P-1: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144T/Vza Z; O-2: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144W/Drr V; F: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144K/Cop G; I: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144Z/Qqx U; R: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144J/Eve I; T-1: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144D/Gll C; M-2: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144I/Cca T; Zjd: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144H/Uti O;

Deal Comments

Zux-Zfuu Ixcouqs 1.5

Risk Retention

PF/FG - Yzq, Bzbjzvyc

Pricing Speed

20 UTY

Reinvestment Period (YRS)

5.5

Reinvestment Period End Date

Feb 5, 2010

WAL Test Period (YRS)

4.1