Rockford Tower Europe CLO DAC (ROCKE) 2021-1

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ABMI756.000-UffTTT-80.00%-Xnjwqucn3tKi-803iJm+80-152.00000
HHDO52.000-L3S--6.10%-Fedduhjt3zTm-8853tKw+786-67.90000
ZJZI18.000-Udd3MMM-18.60%-Rpbqwkqr3mDr-3453aMz+345-385.00000
H1JDE79.000-Zo2BB---Creajcfx3oUe-1253aHf+125-955.00000
QtnVLU50.590-LWSH---------Retained
P2SOT10.000-Nw2RR-59.40%-Kfjjw---1.750%1.750%284.00000
IBND90.000-N2W-11.30%-Edrhshld3cHs-2353eKa+235-611.00000
TFYY56.000-Xi3XX--6.30%-Xyjmjpqr3gEf-6253bYl+596-95.00000
Tranche Comments
A: First Pay: 2021-10-20; Redemption: 2022-10-22; H1: First Pay: 2021-10-20; Redemption: 2022-10-22; P2: First Pay: 2021-10-20; Redemption: 2022-10-22; I: First Pay: 2021-10-20; Redemption: 2022-10-22; Z: First Pay: 2021-10-20; Redemption: 2022-10-22; T: First Pay: 2021-10-20; Redemption: 2022-10-22; H: First Pay: 2021-10-20; Redemption: 2022-10-22; Qtn: First Pay: 2021-10-20; Redemption: 2022-10-22;
Deal Comments
Jvp Scoo Sbgrvjn 1.00
Risk Retention
QNx Zjwheetf/Zweeenthzw
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jul 3, 2011