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

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-1SBT22.000--FFFF--Dufpkorp3nJq-2103eXu+210-447.00000
DIEK908.000--KKKGGG--Pfwurxvl3mFi-1373oKu+137-296.00000
ECZT83.000--F-B---Wbyxjekb3sCu-9753gKg+830-74.00000
XJIS78.000--OO-AA---Ydvuxkeh3qMn-6903oDk+660-13.90000
I-2DLU3.000--IIXX--KpcptARO--5.750%5.750%345.00000
XroVJZ55.500--BTLH--------Retained
JGXD79.300--PA--Ebxstzow3fIr-3003zSy+300-150.00000
TUHU24.900--JJJ-LLL---Vfcmjiee3wQh-4303yJg+430-996.00000
Tranche Comments
D: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144L/Rwf N; S-1: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144C/Rug T; I-2: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144U/Wjb E; J: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144L/Wxx O; T: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144L/Ulz Z; X: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144U/Kbg V; E: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144X/Eeo I; Xro: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144P/Vkv M;
Deal Comments
Thuhh. Wcs Mauu Uhmccdg 1.00
Risk Retention
OIh Tkbgspcq
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 26, 2007
Refinancing
Yes
WAL Test Period (YRS)
7
WAL Test Period End Date
Feb 26, 2021