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
H	TLB	893.000	-	-	GGG	XXX	-	-	Nzvjraha	3rBk	-	-	137	3lJh+137	-	205.00000
Tde	GUE	68.100	-	-	GT	HJ	-	-	-	-	-	-	-	-	-	Retained
Y	XJS	84.700	-	-	F	U	-	-	Yxkqwwnq	3tTv	-	-	300	3rIt+300	-	607.00000
M	WVU	40.200	-	-	AAA-	QQQ-	-	-	Seklbcxd	3sOq	-	-	430	3iOz+430	-	339.00000
N	LTT	42.000	-	-	UU-	CC-	-	-	Vfpwkcwl	3wFi	-	-	690	3xHr+660	-	54.50000
S-2	ZQH	9.000	-	-	XX	II	-	-	Mkhfv	MXY	-	-	-	5.750%	5.750%	822.00000
H	GLJ	82.000	-	-	J-	B-	-	-	Aumlbxob	3mNl	-	-	975	3fOe+830	-	27.00000
K-1	MIG	69.000	-	-	DD	UU	-	-	Nmuhxofv	3aSe	-	-	210	3hZe+210	-	499.00000

Tranche Comments

H: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144H/Way O; K-1: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144Z/Htq N; S-2: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144R/Koz R; Y: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144W/Mhc R; M: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144F/Gaz L; N: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144V/Lhr T; H: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144P/Utw P; Tde: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144Q/Uon K;

Deal Comments

Zepej. Nzo Zcgg Uexkzgm 1.00

Risk Retention

GMs Psjvfsmu

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 4, 2020

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Jul 13, 2011