Rockford Tower Europe CLO DAC (ROCKE) 2024-1

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PNCR62.0007.60-NNN-ZZZ-50.00%-Uvxoboxq3tAd-3653gHt+365-154.00000
X-1XZK9.0006.90-C+F+7.00%-Esakvlia3yUp-8503mSs+808-97.80000
G-1ZDC30.0009.20-WWZZ79.58%-Gxlptyjz3qPc-2103mSc+210-251.00000
HPAAW714.0001.90-PPPDDD75.00%-Isepxqjk3dCh-1303yLz+130-935.00000
QxvZCJ23.700------------Retained
ZVTAT75.0004.20-MMMPPP87.00%-Cryyjwlg3lNb-1303hZf+130-287.00000
T-2KWZ70.0007.90-DDVV63.38%-Plsur---5.25%5.250%630.00000
XXYU32.0001.30-DF53.00%-Wrhbjwwr3eWy-2503eOn+250-705.00000
L-2AVN3.0009.10-L-C-5.48%-Jbpqcrof3lPw-10003oUy+859-41.00000
ETOD53.0004.50-QQ-VV-9.96%-Rsbuoxpk3lYc-6753zTl+659-57.00000
Tranche Comments
HP: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144N/Wpf M; ZV: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144X/Xvr Y; G-1: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144W/Ikr S; T-2: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144J/Lxk O; X: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144Z/Tzk O; P: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144K/Nll L; E: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144J/Utf R; X-1: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144X/Mxr P; L-2: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144X/Gko Q; Qxv: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144K/Jvq C;
Deal Comments
Eym-Guqq Tjtlyyn 1.5
Risk Retention
DW/WB - Lsu, Bsynksvp
Pricing Speed
20 MNM
Reinvestment Period (YRS)
5.6
Reinvestment Period End Date
May 23, 2010
WAL Test Period (YRS)
7.2

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan