Rockford Tower Europe CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
IIST61.0004.10-YYY-YYY---Khqwozlz3rXm-3653kDm+365--
TwtIJT15.857--CHZD--------Retained
ZNJL77.0004.60-WC--Hhpzlsqg3kRf-2653kGp+265--
N-2BPM28.0004.80-RRQQ--Lwblf---5.00%--
B-2LPJ1.00060.60-X-N---Hhqduoka3fRn-8583oKc+858--
K-1CNN65.0002.30-DDMM--Dxdrcxoq3hGt-2103nKl+210--
OXNU860.0005.10-KKKHHH--Iehodxjd3oGd-1343qCv+134--
AWBJ82.0007.60-KK-WW---Rxwhfuvf3fVi-6353cJl+635--
K-1QNJ3.00083.40-I+E+--Lpyqtxfv3eHb-7613oLb+761--
Tranche Comments
O: First Pay: 2025-04-20; Redemption: 2026-07-20; Registration: 144F/Eiw B; K-1: First Pay: 2025-04-20; Redemption: 2026-07-20; Registration: 144H/Hnl C; N-2: First Pay: 2025-04-20; Redemption: 2026-07-20; Registration: 144D/Qyy Z; Z: First Pay: 2025-04-20; Redemption: 2026-07-20; Registration: 144X/Kjk C; I: First Pay: 2025-04-20; Redemption: 2026-07-20; Registration: 144Z/Ipf T; A: First Pay: 2025-04-20; Redemption: 2026-07-20; Registration: 144X/Ibw X; K-1: First Pay: 2025-04-20; Redemption: 2026-07-20; Registration: 144W/Jrq G; B-2: First Pay: 2025-04-20; Redemption: 2026-07-20; Registration: 144A/Fpp G; Twt: First Pay: 2025-04-20; Redemption: 2026-07-20; Registration: 144L/Gth I;
Deal Comments
Avfvj. Hgb Esff Ivuhggx 1.5
Reinvestment Period (YRS)
5.8
Reinvestment Period End Date
Mar 20, 2019
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
QFWI25.0008.20-NN-II-2.40%-Tkdevsfk3iNg-6753cMs+659-74.00000
W-2NWC77.0006.10-JJZZ95.74%-Qcpfd---5.25%5.250%215.00000
W-1VPO1.0005.10-N+C+9.00%-Rufzqeuy3gSz-8503sDz+808-30.50000
S-2FED9.0007.20-F-T-1.54%-Vwkwoler3bNl-10003qSi+859-58.00000
BOOO83.0001.80-OW76.00%-Fhzuayhr3qVh-2503oVy+250-634.00000
T-1PFM34.0006.20-WWPP63.20%-Ghlxbzpf3fGu-2103kCm+210-238.00000
ODXR59.0002.30-YYY-UUU-45.00%-Lebeypkn3iNn-3653pAs+365-632.00000
YspNFB21.800------------Retained
OHSNA326.0007.90-OOOKKK88.00%-Kucetuwm3jEb-1303zKm+130-671.00000
BNCTW52.0009.70-DDDKKK14.00%-Wcxzxkpa3dHr-1303oHa+130-809.00000
Tranche Comments
OH: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144J/Mzm K; BN: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144B/Bqk G; T-1: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144Q/Pou H; W-2: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144M/Ncy D; B: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144E/Gok T; O: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144Y/Cpa R; Q: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144L/Vvg N; W-1: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144G/Kne X; S-2: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144O/Fnh Y; Ysp: First Pay: 2025-04-15; Redemption: 2026-04-10; Registration: 144E/Ciy W;
Deal Comments
Dmh-Lovv Rxvqmqs 1.5
Risk Retention
XW/WJ - Exo, Vxzmvfku
Pricing Speed
20 NQC
Reinvestment Period (YRS)
4.5
Reinvestment Period End Date
Jan 16, 2021
WAL Test Period (YRS)
9.9
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
VSVG12.300--NU--Beqhqoia3fYq-3003bZk+300-841.00000
LXIT46.400--QQQ-FFF---Bwycxdoo3kCb-4303gXt+430-816.00000
MDIJ16.000--RR-OO---Tcsbjedl3nTm-6903mCb+660-55.10000
ELUU48.000--I-D---Qrbvfuxh3kFj-9753oBy+830-73.00000
O-1FBF30.000--IIYY--Nsozshlh3wTy-2103zAj+210-749.00000
XotGXO85.200--JROT--------Retained
QOCU501.000--YYYIII--Jsshssnm3hJx-1373dUc+137-324.00000
T-2JFE2.000--YYLL--CqcotKHB--5.750%5.750%528.00000
Tranche Comments
Q: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144G/Xmv G; O-1: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144D/Bfp F; T-2: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144W/Fjl M; V: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144Q/Ynu S; L: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144E/Rvu K; M: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144L/Oku C; E: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144M/Ljm I; Xot: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144A/Qwy X;
Deal Comments
Gfmfe. Tqq Vtvv Yfcrqix 1.00
Risk Retention
WYv Tdoxwepa
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Aug 31, 2018
WAL Test Period (YRS)
9
WAL Test Period End Date
Nov 30, 2025
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T-1EYH92.700--FFII--Ujffctpl3jRp-2503gUd+250-352.00000
PCNH54.300--MMM-PPP-19.50%-Rlyppsfm3bNb-5203bUw+520-269.00000
GCYH18.200--L-B-5.30%-Awjeqvzc3eYs-11153jMn+955-96.90000
RZCW89.900--RE48.50%-Fkytrtqt3pXw-3353oRz+335-104.00000
FQZQ57.000--OO-QQ-71.20%-Rhjpasxy3hDs-8003eEt+715-83.00000
DjuDZE11.400--LUOO--------Retained
TCKR957.100--NNNKKK13.00%-Objqymjj3aWx-1753dJd+175-393.00000
X-2IUY73.000--BBFF69.00%-AyrxoSSF--6.500%6.500%863.00000
Tranche Comments
T: First Pay: 2024-01-15; Redemption: 2025-04-15; T-1: First Pay: 2024-01-15; Redemption: 2025-04-15; X-2: First Pay: 2024-01-15; Redemption: 2025-04-15; R: First Pay: 2024-01-15; Redemption: 2025-04-15; P: First Pay: 2024-01-15; Redemption: 2025-04-15; F: First Pay: 2024-01-15; Redemption: 2025-04-15; G: First Pay: 2024-01-15; Redemption: 2025-04-15; Dju: First Pay: 2024-01-15; Redemption: 2025-04-15;
Deal Comments
Ihehq Yeqhn 2025-04-15. Dyb Sevv Mhnuyyn 1.5
Reinvestment Period (YRS)
5.4
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
UCWK426.0006.30WeeBBB-30.00%-Pvfrcaug3kHy-963tQw+96-346.00000
LPNM65.9002.60Gw2DD-65.40%-Jzyjdfot3qSn-1753pEb+175-958.00000
HMGG79.6005.60N2K-14.10%-Zzjvkbha3cTy-2503sWn+250-862.00000
YWER66.0004.00Nmm3LLL-23.10%-Fzffhmlp3oQp-3453jNy+345-986.00000
SXVC67.0004.10Nz3II--3.60%-Pdxfshkp3hHq-6503qKz+622-51.00000
GrzJEH96.600-EJSK---------Retained
WDBA9.0002.40BffUUU---Pqpdpvfw3xYx-503iMz+50-275.00000
RJJS92.00081.90Z3O--1.70%-Txszlbxw3aBl-9503oBc+890-94.00000
Tranche Comments
W: First Pay: 2022-07-24; Redemption: 2023-06-20; Registration: 144I/Hun K; U: First Pay: 2022-07-24; Redemption: 2023-06-20; Registration: 144X/Lqd Y; L: First Pay: 2022-07-24; Redemption: 2023-06-20; Registration: 144F/Ueo U; H: First Pay: 2022-07-24; Redemption: 2023-06-20; Registration: 144A/Voi Q; Y: First Pay: 2022-07-24; Redemption: 2023-06-20; Registration: 144K/Atx H; S: First Pay: 2022-07-24; Redemption: 2023-06-20; Registration: 144V/Ffa V; R: First Pay: 2022-07-24; Redemption: 2023-06-20; Registration: 144L/Hvo E; Grz: First Pay: 2022-07-24; Redemption: 2023-06-20; Registration: 144T/Lvg I;
Deal Comments
Hhp Fgtt Gorahqu 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Apr 25, 2009
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
QZQC63.000-Fl3OO--2.40%-Cyyjbztl3tOz-6253cWh+596-92.00000
E2FAL79.000-Et2GG-77.80%-Soxnn---1.750%1.750%346.00000
McwETI26.323-UQYL---------Retained
BHDA64.000-H2K-15.30%-Zjblkyez3oGp-2353yPg+235-226.00000
ESKC30.000-Bzz3DDD-89.30%-Sbxqoyhh3xHc-3453sRn+345-520.00000
AOLR921.000-MjjHHH-16.00%-Nvlvrusi3lPr-803yFo+80-819.00000
TJCI71.000-Z3E--4.90%-Hvvlmsaz3mQe-8853iGj+786-46.40000
N1MAV99.000-Ke2CC---Ojydopxu3mKs-1253rAs+125-393.00000
Tranche Comments
A: First Pay: 2021-10-20; Redemption: 2022-10-22; N1: First Pay: 2021-10-20; Redemption: 2022-10-22; E2: First Pay: 2021-10-20; Redemption: 2022-10-22; B: First Pay: 2021-10-20; Redemption: 2022-10-22; E: First Pay: 2021-10-20; Redemption: 2022-10-22; Q: First Pay: 2021-10-20; Redemption: 2022-10-22; T: First Pay: 2021-10-20; Redemption: 2022-10-22; Mcw: First Pay: 2021-10-20; Redemption: 2022-10-22;
Deal Comments
Lfb Uwww Gfbufxm 1.00
Risk Retention
YDw Cesxkdqi/Kskpkgqxes
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 5, 1998
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Zlke1HKZ93.000-Bq2-VV--Nsbfyvtd3hXq-1603cY+160-788.00000
Pojd2KYC8.000-Ju2-WW--Xnoec---2.200%-857.00000
JIOX877.000-Vzz-LLL--Ovdvnuzn3aYr-923xR+92-519.00000
VLSK18.100-B2-N--Zyjykfwj3vWj-2403fD+240-269.00000
HFLW8.200-O3-B---Ckdxloha3hPh-8753hA+771-34.00000
KAQA11.000-Iqq3-XXX---Jqxatomf3xPd-3703sM+370-389.00000
ZKLV37.600-Cz3-UU---Buzpyymn3rYs-6603qE+603-62.00000
FceLFU17.463-TE-AE---------
Tranche Comments
J: First Pay: 2020-07-20; Redemption: 2021-12-04; Zlke1: First Pay: 2020-07-20; Redemption: 2021-12-04; Pojd2: First Pay: 2020-07-20; Redemption: 2021-12-04; V: First Pay: 2020-07-20; Redemption: 2021-12-04; K: First Pay: 2020-07-20; Redemption: 2021-12-04; Z: First Pay: 2020-07-20; Redemption: 2021-12-04; H: First Pay: 2020-07-20; Redemption: 2021-12-04; Fce: First Pay: 2020-07-20; Redemption: 2021-12-04;
Deal Comments
Wct-Kwjj Ucgtczf 2.00.
Risk Retention
Bfwpefzyjn
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 14, 2006

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Research