2020-1(R)

Rockford Tower CLO (ROCKT) 2020-1(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

King Street

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
BQQ	IJR	94.000	6.50	-	E	-	-	-	46.89%	-	Olxlkuhm	EQQC	-	175-185	190	CZJI+190	-	-
CHH	CAW	96.000	8.30	-	BB-	-	-	-	3.75%	-	Uvmcuqmz	TSWF	-	600-625	590	MYFT+590	-	-
WB	QQO	9.750	8.40	-	EEE	-	-	-	-	-	Usjxwhtc	XHFL	-	90-95	100	BHQV+100	-	-
B2AA	EMF	21.000	9.00	-	XXX	-	-	-	49.83%	-	Rlxccecs	VDHU	-	130-135	130	GSHD+130	-	-
AAA	AAK	32.000	1.50	-	II	-	-	-	77.39%	-	Gbcuojkc	BUJJ	-	150-155	155	ZNIP+155	-	-
U1FF	OWI	44.000	8.60	-	MMM	-	-	-	66.78%	-	Ghxrwjtr	USZV	-	280-290	300	IVUU+300	-	-
P1EE	VFU	184.000	7.60	-	JJJ	-	-	-	18.69%	-	Ewlqmjcc	WYIZ	-	-	109	JDYO+109	-	-
L2FF	LBT	4.000	3.60	-	KKK-	-	-	-	42.17%	-	Rymppuah	JVPH	-	400-425	400	QZAW+400	-	-

Tranche Comments

WB: First Pay: 2025-04-20; Redemption: 2026-01-20; Registration: 144T/Fcq S; P1EE: First Pay: 2025-04-20; Redemption: 2026-01-20; Registration: 144Z/Vna X; B2AA: First Pay: 2025-04-20; Redemption: 2026-01-20; Registration: 144B/Buu L; AAA: First Pay: 2025-04-20; Redemption: 2026-01-20; Registration: 144Y/Qyh L; BQQ: First Pay: 2025-04-20; Redemption: 2026-01-20; Registration: 144N/Nzn T; U1FF: First Pay: 2025-04-20; Redemption: 2026-01-20; Registration: 144E/Aho A; L2FF: First Pay: 2025-04-20; Redemption: 2026-01-20; Registration: 144Q/Xml L; CHH: First Pay: 2025-04-20; Redemption: 2026-01-20; Registration: 144C/Jby M;

Deal Comments

Lvkfbfbhfbg. Vpb-Mfee Uvofput 1.00

Pricing Speed

20% YCD

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 5, 2004