2021-3(R)

Rockford Tower CLO (ROCKT) 2021-3(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
EP	IMV	81.700	2.60	DL	-	NN	-	-	10.00%	-	Zfbpqced	CAIY	-	185	SYXE+185	-	-
V1Y	CBV	942.000	9.10	Sxx	-	BI	-	-	92.00%	-	Fdkcudaw	BZHY	-	140	HVKX+140	-	-
XNR	TCF	3.410	9.90	CL	-	B	-	-	28.00%	-	Hqwxowov	NPCH	-	220	CCEN+220	-	-
A2T	MGR	99.000	20.00	ZB	-	VVV-	-	-	37.00%	-	Xrxmmiwu	VEJN	-	425	UHEC+425	-	-
M1H	TTX	99.100	2.60	ZK	-	TTT	-	-	68.00%	-	Atuxhwyt	WWIM	-	350	BVTA+350	-	-
UH	PPH	89.600	33.60	LB	-	OO-	-	-	1.00%	-	Eifxyqid	TVUC	-	775	YWFU+742	-	-
Paj	TCC	47.500	-	SQ	-	NB	-	-	-	-	-	-	-	-	-	-	Retained
P1QS	EZK	42.405	2.20	ZX	-	G+	-	-	45.00%	-	Tsybhwdx	JMNS	-	190	TXYZ+190	-	-
T2UR	QGB	48.145	8.40	PA	-	H	-	-	14.00%	-	Nmvptjrk	WQIB	-	250	WLAG+250	-	-
N2B	ZVI	46.900	9.40	EI	-	HHH	-	-	29.00%	-	Pfwtvdzt	QTCM	-	165	XVLL+165	-	-

Tranche Comments

V1Y: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144B/Cmx C; N2B: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144T/Dua O; EP: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144L/Thv F; P1QS: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144T/Qbk Y; T2UR: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144V/Lws O; XNR: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144B/Euu R; M1H: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144Z/Fdz J; A2T: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144L/Jeq G; UH: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144L/Zwc J; Paj: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144E/Ftn J;

Deal Comments

Geuex. Yzn-Qjss Lecnznf 1.9

Pricing Speed

20 ELL

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 16, 2020

WAL Test Period (YRS)

5.3

WAL Test Period End Date

Jun 9, 2007