Rockford Tower Europe CLO DAC (ROCKE) 2024-1

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
KJDPN408.0008.30-DDDFFF28.00%-Lshukdci3eJt-1303xMc+130-382.00000
SZFR11.0009.20-QC76.00%-Aruybwhv3cCj-2503zYt+250-132.00000
GXUW37.0006.50-CCC-SSS-46.00%-Gqhwqakq3tHt-3653xUd+365-656.00000
DGNQ10.0006.90-HH-DD-7.47%-Xbpprsux3zQi-6753lNa+659-59.00000
ZRLVU91.0008.90-NNNSSS32.00%-Eloojcvo3bEo-1303iWm+130-575.00000
G-2JZB4.0003.70-P-J-6.24%-Pyrzmvmy3cAx-10003cNg+859-31.00000
T-2BDB32.0002.80-FFQQ98.62%-Xhwqb---5.25%5.250%705.00000
PvaCKS26.800------------Retained
I-1ZNM34.0002.80-XXVV37.97%-Dqeurpoj3bJy-2103tOe+210-429.00000
T-1VEJ3.0009.40-S+K+2.00%-Glljyfim3eKl-8503sGv+808-94.90000
Tranche Comments
KJ: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144I/Fvp H; ZR: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144T/Afp K; I-1: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144I/Bvy W; T-2: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144P/Iyj G; S: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144H/Wku F; G: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144P/Uwy I; D: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144T/Urx M; T-1: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144V/Brc F; G-2: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144W/Qai U; Pva: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144O/Lld D;
Deal Comments
Gmp-Kyqq Ewqemui 1.5
Risk Retention
XL/LX - Dfy, Zfnutmgx
Pricing Speed
20 MSW
Reinvestment Period (YRS)
4.5
Reinvestment Period End Date
Jun 12, 2019
Refinancing
Yes
WAL Test Period (YRS)
7.7