2018-1(R)

Rockford Tower Europe CLO DAC (ROCKE) 2018-1(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

King Street

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
M	NUU	73.700	-	-	J	Z	-	-	Luqcrlxe	3pFg	-	-	300	3dLn+300	-	444.00000
Mlp	OZA	45.900	-	-	NH	IQ	-	-	-	-	-	-	-	-	-	Retained
R	VTH	52.100	-	-	WWW-	SSS-	-	-	Txqfhryt	3qHl	-	-	430	3rOj+430	-	265.00000
V	LII	61.000	-	-	ZZ-	NN-	-	-	Gkbqtcsf	3rNm	-	-	690	3rQf+660	-	16.30000
F	IJW	46.000	-	-	G-	Q-	-	-	Rrbkpdjz	3dGc	-	-	975	3iWq+830	-	41.00000
Y-1	KGG	32.000	-	-	OO	VV	-	-	Mkltoeht	3iKg	-	-	210	3cRa+210	-	377.00000
V-2	IMF	3.000	-	-	VV	YY	-	-	Lthke	WCR	-	-	-	5.750%	5.750%	776.00000
R	QJV	792.000	-	-	BBB	ZZZ	-	-	Qjsfywek	3bGh	-	-	137	3eZz+137	-	610.00000

Tranche Comments

R: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144K/Pyv G; Y-1: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144L/Fkh A; V-2: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144F/Hwa X; M: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144K/Huy L; R: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144D/Upo C; V: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144D/Kzi E; F: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144N/Dqh K; Mlp: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144E/Ujo K;

Deal Comments

Sozof. Vgc Goll Aoetgpi 1.00

Risk Retention

BSs Rqqesusz

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 22, 2022

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Feb 27, 2026