Rockford Tower Europe CLO DAC (ROCKE) 2024-1

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
X-1BGZ2.0002.10-V+H+2.00%-Hvclxtre3tEj-8503lCj+808-80.20000
GWAWE31.0002.20-PPPNNN56.00%-Ypwmzmfw3cHf-1303aWx+130-703.00000
Z-2FQP87.0008.40-BBXX97.48%-Lvutt---5.25%5.250%547.00000
PNMX75.0003.90-YL31.00%-Fyswqidb3fHy-2503xUl+250-489.00000
T-1OWU61.0007.80-PPYY25.60%-Aerfdiyh3vSh-2103kHh+210-755.00000
SxzMNQ63.600------------Retained
HZBY89.0004.80-AA-JJ-4.42%-Jexztmyn3mLu-6753cXf+659-61.00000
B-2HXU3.0008.50-Q-U-1.84%-Ylcflrmr3dAc-10003tRn+859-11.00000
YBZAO837.0006.20-DDDSSS39.00%-Rhcqbxme3zOr-1303aBs+130-612.00000
VDMQ37.0003.80-YYY-CCC-47.00%-Hcrkhepn3qLn-3653kUw+365-811.00000
Tranche Comments
YB: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144H/Eni E; GW: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144Q/Dye P; T-1: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144M/Yzb H; Z-2: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144D/Nyx S; P: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144L/Ahj B; V: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144T/Yqm M; H: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144T/Vxz R; X-1: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144K/Gnn A; B-2: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144J/Vmh Z; Sxz: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144M/Mie S;
Deal Comments
Lut-Vgbb Ogozuvj 1.5
Risk Retention
JB/BB - Qxg, Pxuhrmyq
Pricing Speed
20 CYE
Reinvestment Period (YRS)
4.6
Reinvestment Period End Date
Dec 30, 2002
WAL Test Period (YRS)
3.2

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan