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
I	YSC	62.000	8.90	-	I	T	32.00%	-	Cujpjelr	3vSp	220-230	-	250	3eJt+250	-	907.00000
X-2	PUY	42.000	6.90	-	NN	JJ	96.17%	-	Efnro	-	-	-	-	5.25%	5.250%	683.00000
O-1	GTT	28.000	8.10	-	XX	SS	10.83%	-	Svfeafvu	3tJn	185-190	-	210	3gVb+210	-	547.00000
B	WKN	58.000	7.60	-	III-	SSS-	63.00%	-	Nbusdazh	3cGd	Qcx ac Std 300h	-	365	3pAj+365	-	261.00000
G-2	HDN	3.000	6.50	-	Q-	D-	6.38%	-	Ocrbtdmy	3zXt	Oih 900w	-	1000	3wIz+859	-	80.00000
Wtt	CUM	13.300	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
HD	VIU	43.000	4.40	-	WWW	LLL	83.00%	-	Qupxeaks	3nOe	-	-	130	3pQz+130	-	114.00000
F-1	JOK	4.000	5.50	-	G+	N+	2.00%	-	Ufuqwvcq	3nYm	-	-	850	3lDp+808	-	64.30000
VB	NTW	238.000	2.90	-	EEE	III	89.00%	-	Obmbkovq	3tBl	-	-	130	3tJo+130	-	864.00000
T	CFY	83.000	1.30	-	RR-	CC-	6.78%	-	Duzkavfj	3zHb	Rmg 600r	-	675	3kOn+659	-	58.00000

Tranche Comments

VB: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144P/Izz K; HD: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144D/Tpm Z; O-1: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144V/Hhj G; X-2: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144L/Zey D; I: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144H/Wjm Z; B: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144Q/Pob N; T: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144W/Nfv L; F-1: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144B/Dpy N; G-2: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144F/Btl U; Wtt: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144P/Pcn Q;

Deal Comments

Tos-Rbxx Ymlkoad 1.5

Risk Retention

AX/XK - Leb, Geujvehe

Pricing Speed

20 OHE

Reinvestment Period (YRS)

8.3

Reinvestment Period End Date

Jul 9, 2019

Refinancing

Yes