Limerock CLO (LROCK) II

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
L-2LGS93.000--KK-----Foxki---0.044%--
QBRX13.000--D-----Xcxylusz3vN--3xO+550--
YkxnrnMEW86.770---------------
S-2TVI8.800--Q-----Gbgwr---0.052%--
IQNL439.980--OOO-----Kepwxfbm3wF--3jT+150--
L-1ZUB48.380--MM-----Xzrzjwjd3pG--3kD+210--
ZGRL50.760--BB-----Wwoplvtc3oM--3iO+450--
BHCY40.710--GGG-----Llsudavo3wS--3gD+325--
N-1BHE94.000--L-----Trfxpacb3eR--3wD+285--
Tranche Comments
I: Registration: 144J/Fin J; L-1: Registration: 144F/Toi F; L-2: Registration: 144Y/Nlc E; N-1: Registration: 144M/Ikh J; S-2: Registration: 144J/Zyk H; B: Registration: 144J/Ytt O; Z: Registration: 144T/Yxq U; Ykxnrn: Registration: 144T/Mpq K; Q: Registration: 144W/Icb H;
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