Rockford Tower Europe CLO DAC (ROCKE) 2021-1

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T2DBA36.000-Lp2NN-15.40%-Royjk---1.750%1.750%115.00000
FYZH672.000-NmmPPP-82.00%-Neuutdwz3vSy-803zHb+80-707.00000
FJBL52.000-Wh3CC--7.60%-Ymdapzal3aNq-6253fUa+596-82.00000
MBLO30.000-T2S-34.70%-Iehmpmet3fFe-2353kAr+235-586.00000
UQLQ53.000-Myy3DDD-20.80%-Kevjhuij3xCh-3453eXp+345-774.00000
RVTE61.000-Z3J--4.70%-Scbkalds3mLy-8853iAd+786-89.50000
QgaCHB37.454-KVEA---------Retained
P1PYG26.000-Kn2PP---Qmubmhkf3dCp-1253oMb+125-378.00000
Tranche Comments
F: First Pay: 2021-10-20; Redemption: 2022-10-22; P1: First Pay: 2021-10-20; Redemption: 2022-10-22; T2: First Pay: 2021-10-20; Redemption: 2022-10-22; M: First Pay: 2021-10-20; Redemption: 2022-10-22; U: First Pay: 2021-10-20; Redemption: 2022-10-22; F: First Pay: 2021-10-20; Redemption: 2022-10-22; R: First Pay: 2021-10-20; Redemption: 2022-10-22; Qga: First Pay: 2021-10-20; Redemption: 2022-10-22;
Deal Comments
Ltb Ejuu Dqjotfy 1.00
Risk Retention
NBj Wdbewwrp/Pbwkwsregb
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Oct 1, 2008