Rockford Tower Europe CLO DAC (ROCKE) 2021-1

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ELVH797.000-UqqYYY-62.00%-Irqhdlyi3aFh-803fIe+80-635.00000
I1GUK27.000-Xk2PP---Wejjslow3dTw-1253rBi+125-268.00000
ByyWBS16.583-IRFC---------Retained
ALNO47.000-Z2X-97.70%-Awzwddry3xMt-2353zFt+235-322.00000
EBUP61.000-Lll3NNN-84.60%-Asvupqwu3mUm-3453jVn+345-642.00000
MJYR21.000-Wn3MM--6.70%-Dpcewxbl3sAz-6253iCd+596-59.00000
W2KCA97.000-La2FF-21.80%-Gjlzw---1.750%1.750%159.00000
AHUC34.000-Y3W--4.60%-Mpavaicj3oWg-8853wPe+786-28.60000
Tranche Comments
E: First Pay: 2021-10-20; Redemption: 2022-10-22; I1: First Pay: 2021-10-20; Redemption: 2022-10-22; W2: First Pay: 2021-10-20; Redemption: 2022-10-22; A: First Pay: 2021-10-20; Redemption: 2022-10-22; E: First Pay: 2021-10-20; Redemption: 2022-10-22; M: First Pay: 2021-10-20; Redemption: 2022-10-22; A: First Pay: 2021-10-20; Redemption: 2022-10-22; Byy: First Pay: 2021-10-20; Redemption: 2022-10-22;
Deal Comments
Zca Nhxx Aanxczj 1.00
Risk Retention
KJj Seieydiu/Liypyrieri
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 14, 2020

Commentary 

Upgrade Plan

Deal Flow 

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