| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CLOS | | | ROCKT 2024-2 (USD 405m) | King Street | | USOA | Oct 1, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | LSR | 48.000 | 9.20 | - | - | MM | - | - | 90.00% | - | Jpwrravw | HVFB | - | - | 185 | KJOO+185 | - | - | | Sso | JWH | 83.600 | - | TL | - | CR | - | - | - | - | - | - | - | - | - | - | - | Retained | | M-1 | UFH | 13.000 | 1.10 | - | - | QQQ- | - | - | 48.00% | - | Jkwwycce | EKAO | - | - | 350 | JSAC+350 | - | - | | Z-2 | CPT | 8.000 | 3.50 | - | - | EEE- | - | - | 94.00% | - | Dbjbr | - | - | - | - | 7.76% | - | - | | L-1 | VGX | 584.000 | 5.50 | Pww | - | - | - | - | 56.00% | - | Rjvufjow | MMIX | - | - | 140 | ZHMK+140 | - | - | | X-2 | KYW | 93.000 | 8.70 | - | - | GGG | - | - | 26.00% | - | Xlkmhybs | KUSM | - | - | 163 | CHYK+163 | - | - | | K | TCA | 15.000 | 6.40 | - | - | N | - | - | 61.00% | - | Lcsybibo | VHBW | - | - | 215 | LUZX+215 | - | - | | C | XTJ | 85.000 | 7.10 | - | - | RR- | - | - | 4.00% | - | Kwuqpjva | EJPP | - | - | 684 | JWNN+684 | - | - |
Tranche Comments L-1: Redemption: 2026-10-20; Registration: 144F/Zxy S;
X-2: Redemption: 2026-10-20; Registration: 144Q/Vby L;
S: Redemption: 2026-10-20; Registration: 144W/Ffi O;
K: Redemption: 2026-10-20; Registration: 144V/Jwt Q;
M-1: Redemption: 2026-10-20; Registration: 144G/Xbg J;
Z-2: Redemption: 2026-10-20; Registration: 144J/Dad S;
C: Redemption: 2026-10-20; Registration: 144K/Hyc Y;
Sso: Redemption: 2026-10-20; Registration: 144P/Twj U; Deal Comments Lbp Zwss Subkbsc 2.00 Reinvestment Period (YRS) 8 Reinvestment Period End Date Jan 25, 2020 |
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