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
I2TT	LKD	50.000	8.00	-	MMM	-	-	-	41.87%	-	Gswdsvql	ZDAZ	-	130-135	130	NYOX+130	-	-
V1VV	AJT	44.000	1.40	-	TTT	-	-	-	36.94%	-	Mmrstsyw	GYQZ	-	280-290	300	HNSI+300	-	-
KTT	RAW	96.000	5.90	-	JJ	-	-	-	74.50%	-	Xjfxtajr	PAYK	-	150-155	155	MAEL+155	-	-
WTT	OOM	90.000	9.50	-	VV-	-	-	-	3.63%	-	Ulcpcexw	IMNP	-	600-625	590	ZAPO+590	-	-
DO	TNU	6.830	9.30	-	III	-	-	-	-	-	Imjfmbha	AGJW	-	90-95	100	GIUT+100	-	-
F1DD	EGA	313.000	2.80	-	MMM	-	-	-	45.87%	-	Zrjxmymy	ZGBT	-	-	109	OXNO+109	-	-
HLL	FNI	73.000	9.50	-	N	-	-	-	99.94%	-	Fbmrtoda	BYTA	-	175-185	190	GYNY+190	-	-
E2GG	JZK	1.000	2.20	-	WWW-	-	-	-	81.92%	-	Mvshqcin	XXML	-	400-425	400	QNER+400	-	-

Tranche Comments

DO: First Pay: 2025-04-20; Redemption: 2026-01-20; Registration: 144E/Dwn B; F1DD: First Pay: 2025-04-20; Redemption: 2026-01-20; Registration: 144B/Kqe G; I2TT: First Pay: 2025-04-20; Redemption: 2026-01-20; Registration: 144F/Neo T; KTT: First Pay: 2025-04-20; Redemption: 2026-01-20; Registration: 144E/Byg H; HLL: First Pay: 2025-04-20; Redemption: 2026-01-20; Registration: 144Q/Tdf J; V1VV: First Pay: 2025-04-20; Redemption: 2026-01-20; Registration: 144E/Hiy M; E2GG: First Pay: 2025-04-20; Redemption: 2026-01-20; Registration: 144J/Xfy K; WTT: First Pay: 2025-04-20; Redemption: 2026-01-20; Registration: 144G/Jhy X;

Deal Comments

Uyesmhmasmf. Izm-Ahoo Uyeszbt 1.00

Pricing Speed

20% NCR

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 16, 2012