Rockford Tower Europe CLO DAC (ROCKE) 2021-1

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ENTH856.000-YppNNN-92.00%-Yshsmkez3yDq-803aZm+80-573.00000
GPYS89.000-U3J--1.10%-Mhqulody3gWj-8853kEy+786-61.60000
WGNQ33.000-D2Y-72.90%-Worojlqm3wVa-2353lDo+235-193.00000
WmvAQL34.776-BJAC---------Retained
YSBG74.000-Qi3LL--3.20%-Cxvolleq3rKg-6253pZe+596-21.00000
N1NWW26.000-Vp2NN---Ebwpvvcc3aDa-1253dBt+125-196.00000
CHWJ58.000-Gaa3VVV-64.70%-Ebyrhmbh3rXo-3453dVv+345-892.00000
G2HWW76.000-Da2II-23.80%-Ujfob---1.750%1.750%996.00000
Tranche Comments
E: First Pay: 2021-10-20; Redemption: 2022-10-22; N1: First Pay: 2021-10-20; Redemption: 2022-10-22; G2: First Pay: 2021-10-20; Redemption: 2022-10-22; W: First Pay: 2021-10-20; Redemption: 2022-10-22; C: First Pay: 2021-10-20; Redemption: 2022-10-22; Y: First Pay: 2021-10-20; Redemption: 2022-10-22; G: First Pay: 2021-10-20; Redemption: 2022-10-22; Wmv: First Pay: 2021-10-20; Redemption: 2022-10-22;
Deal Comments
Yjo Lguu Morujdb 1.00
Risk Retention
RNq Ruwsbxdf/Bwblbhdsjw
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 2, 2012

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan