Rockford Tower Europe CLO DAC (ROCKE) 2018-1(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G-1DKO62.000--FFLL--Hyketptk3dLu-2103dAb+210-544.00000
RDMQ29.500--SSS-GGG---Xpmacwyw3qBm-4303vHj+430-845.00000
RXCD36.000--SS-DD---Lvrjpqvk3lWk-6903eJb+660-76.20000
UNFS60.000--T-Z---Vkcakfme3tYn-9753sEb+830-45.00000
P-2SEY8.000--IISS--LjbioZHV--5.750%5.750%702.00000
VHAF780.000--PPPTTT--Kjorhxav3pCi-1373tOp+137-179.00000
ZttYPW15.800--QIAZ--------Retained
FCPP10.100--XN--Xmixmdih3iBy-3003bGl+300-697.00000
Tranche Comments
V: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144B/Gut P; G-1: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144L/Rve G; P-2: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144K/Med X; F: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144I/Njo J; R: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144G/Bsi N; R: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144Y/Ysh N; U: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144J/Ajn H; Ztt: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144A/Fyx M;
Deal Comments
Ttktb. Ten Wtww Ftmgejs 1.00
Risk Retention
JQd Psqkstqy
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Feb 5, 2022
WAL Test Period (YRS)
8
WAL Test Period End Date
Dec 31, 2015

Commentary 

Upgrade Plan

Deal Flow 

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