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
L-2	PGQ	20.000	7.40	-	BB	YY	74.94%	-	Ephot	-	-	-	-	5.25%	5.250%	841.00000
L	CAT	32.000	6.30	-	TTT-	EEE-	43.00%	-	Npnnfyen	3fYd	Poj lo Fle 300w	-	365	3cLu+365	-	510.00000
K-2	IAN	8.000	1.40	-	V-	A-	5.60%	-	Gklacqqc	3xOp	Iei 900f	-	1000	3hTv+859	-	56.00000
Dnw	IFT	77.200	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O-1	HEO	51.000	8.60	-	FF	TT	19.62%	-	Jmmewflz	3vYi	185-190	-	210	3wFn+210	-	841.00000
GJ	HPZ	52.000	4.40	-	MMM	UUU	14.00%	-	Zfxzzjwk	3oMy	-	-	130	3rXn+130	-	103.00000
R	NMU	58.000	8.60	-	Q	L	67.00%	-	Brelhqdz	3eId	220-230	-	250	3yTn+250	-	469.00000
H	GZX	11.000	4.90	-	QQ-	OO-	4.49%	-	Wdpbtyux	3yGu	Zyj 600c	-	675	3aDo+659	-	76.00000
Q-1	COG	6.000	1.70	-	W+	V+	7.00%	-	Wwwfurta	3nXl	-	-	850	3iZw+808	-	98.70000
CK	XVL	917.000	4.60	-	DDD	FFF	43.00%	-	Jyrmxkuq	3rFu	-	-	130	3iLq+130	-	932.00000

Tranche Comments

CK: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144T/Pyo E; GJ: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144O/Pfc F; O-1: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144L/Coi F; L-2: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144O/Hmj E; R: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144Q/Edt C; L: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144X/Yab T; H: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144X/Pwd V; Q-1: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144Z/Lok G; K-2: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144O/Npi Q; Dnw: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144J/Ikm N;

Deal Comments

Nyn-Jzpp Xbkiycw 1.5

Risk Retention

XW/WC - Egd, Hgdkxsad

Pricing Speed

20 HFG

Reinvestment Period (YRS)

4.3

Reinvestment Period End Date

Sep 25, 2005

Refinancing

Yes