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
N-1	LTR	41.000	-	-	CC	HH	-	-	Wfpqwich	3jQw	-	-	210	3dAi+210	-	986.00000
C	IYB	91.000	-	-	K-	S-	-	-	Ekhwkccc	3tBh	-	-	975	3rKg+830	-	72.00000
Snz	OKO	84.300	-	-	TJ	KV	-	-	-	-	-	-	-	-	-	Retained
Z	HYX	31.000	-	-	DD-	BB-	-	-	Vvqloele	3aUr	-	-	690	3yMa+660	-	97.60000
S	CIG	59.800	-	-	W	T	-	-	Dfravrrw	3oZr	-	-	300	3nSe+300	-	181.00000
J	XYH	79.300	-	-	FFF-	NNN-	-	-	Vrjbjbpc	3eRy	-	-	430	3lQv+430	-	349.00000
W-2	HUW	9.000	-	-	VV	RR	-	-	Owakk	TOP	-	-	-	5.750%	5.750%	629.00000
V	CQI	970.000	-	-	III	XXX	-	-	Oeqwuxoj	3eMu	-	-	137	3lRz+137	-	387.00000

Tranche Comments

V: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144G/Zeu L; N-1: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144O/Vjf G; W-2: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144M/Xzq H; S: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144B/Mzx W; J: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144C/Nuh X; Z: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144M/Zxr U; C: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144V/Ced L; Snz: First Pay: 2024-07-24; Redemption: 2025-04-05; Registration: 144H/Jwb G;

Deal Comments

Ioeox. Vbs Hgee Mofobzy 1.00

Risk Retention

NIf Qsrevjvp

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 13, 2019

WAL Test Period (YRS)

WAL Test Period End Date

Mar 18, 2006