Rockford Tower Europe CLO DAC

Deals

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
Z	WAZ	89.000	-	-	DD	TT	-	-	Azxldidt	3vWu	-	-	200	3fQe+200	-	659.00000
I	TAO	93.000	-	-	W	A	-	-	Uueauwob	3aQt	-	-	240	3vRw+240	-	699.00000
Z	SYJ	82.000	-	-	BBB-	ZZZ-	-	-	Tpfbbhxc	3kRz	-	-	335	3iCr+335	-	293.00000
D	TAI	432.000	-	-	XXX	BBB	-	-	Frlxpkkr	3zJk	-	-	135	3qMp+135	-	886.00000
J	ZXQ	59.000	-	-	CC-	TT-	-	-	Febrbcpm	3zDo	-	-	580	3vHk+580	-	605.00000
V	YFA	93.000	-	-	G-	M-	-	-	Vdsprtdu	3tDl	-	-	-	3gGx+852	-	-
Etr	AMO	97.700	-	-	BV	TO	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

D: First Pay: 2026-01-15; Redemption: 2027-10-15; Registration: 144F/Owj W; Z: First Pay: 2026-01-15; Redemption: 2027-10-15; Registration: 144W/Rio E; I: First Pay: 2026-01-15; Redemption: 2027-10-15; Registration: 144H/Alo Y; Z: First Pay: 2026-01-15; Redemption: 2027-10-15; Registration: 144P/Orf G; J: First Pay: 2026-01-15; Redemption: 2027-10-15; Registration: 144O/Bsq I; V: First Pay: 2026-01-15; Redemption: 2027-10-15; Registration: 144Q/Xna Q; Etr: First Pay: 2026-01-15; Redemption: 2027-10-15; Registration: 144O/Vmo U;

Deal Comments

Dfk-Vpqq Osjufua 2.17

Risk Retention

CQ/QO - Mpo

Reinvestment Period (YRS)

9.87

Reinvestment Period End Date

Mar 14, 2020