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

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
X-1HIZ22.000--QQEE--Kvrjoumk3tMl-2103kQk+210-923.00000
SDVM67.000--Q-B---Gjdvhbtn3sKg-9753kLh+830-81.00000
ESTO88.000--PP-ZZ---Tcramkei3fUl-6903jAg+660-76.60000
GheTCT96.500--HDII--------Retained
OPGK61.200--II--Urskeqse3jBz-3003cUp+300-824.00000
H-2LNI2.000--GGVV--KcqpuRXS--5.750%5.750%343.00000
TZQD191.000--TTTSSS--Cpfdtqkj3mDj-1373iFv+137-372.00000
BIPD29.900--AAA-VVV---Zpqqfldt3xTg-4303tEj+430-534.00000
Tranche Comments
T: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144G/Pcg R; X-1: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144Z/Deu A; H-2: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144Q/Utw Q; O: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144X/Lje N; B: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144N/Lwr C; E: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144T/Rup X; S: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144Z/Gwx A; Ghe: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144I/Tnb P;
Deal Comments
Imvmw. Yjq Dhvv Mmxqjnp 1.00
Risk Retention
SRu Rkvhniew
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Feb 17, 2008
WAL Test Period (YRS)
5
WAL Test Period End Date
Jul 15, 2008

Commentary 

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Deal Flow 

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