2025-2

Rockford Tower Europe CLO DAC (ROCKE) 2025-2

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
Qsk	PSE	62.500	-	-	WA	XN	-	-	-	-	-	-	-	-	-	Retained
Q	GXB	27.000	-	-	AA	SS	-	-	Yurhupzx	3gFd	-	-	200	3wJj+200	-	744.00000
Y	WUH	63.000	-	-	GG-	TT-	-	-	Obzvdzhx	3hYd	-	-	580	3aLe+580	-	119.00000
H	NKH	710.000	-	-	JJJ	BBB	-	-	Ijxzqpmk	3gKg	-	-	135	3fNj+135	-	463.00000
X	HFG	13.000	-	-	W	K	-	-	Jervlpfu	3yDa	-	-	240	3iBz+240	-	921.00000
T	EEB	33.000	-	-	LLL-	SSS-	-	-	Aqlvjsmq	3qTy	-	-	335	3dAw+335	-	566.00000
G	KSH	23.000	-	-	E-	U-	-	-	Ipxzdtzi	3hKc	-	-	-	3pEz+852	-	-

Tranche Comments

H: First Pay: 2026-01-15; Redemption: 2027-10-15; Registration: 144L/Ijt S; Q: First Pay: 2026-01-15; Redemption: 2027-10-15; Registration: 144Q/Ixo W; X: First Pay: 2026-01-15; Redemption: 2027-10-15; Registration: 144P/Zuf V; T: First Pay: 2026-01-15; Redemption: 2027-10-15; Registration: 144A/Bsv K; Y: First Pay: 2026-01-15; Redemption: 2027-10-15; Registration: 144A/Wtr F; G: First Pay: 2026-01-15; Redemption: 2027-10-15; Registration: 144G/Yss Q; Qsk: First Pay: 2026-01-15; Redemption: 2027-10-15; Registration: 144Y/Zkg D;

Deal Comments

Wsq-Mzaa Vgbtsev 2.17

Risk Retention

QZ/ZX - Huu

Reinvestment Period (YRS)

4.35

Reinvestment Period End Date

Oct 30, 2007