| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 248.000 | 4.50 | - | AAA | - | - | - | 38.00% | - | Floating | SOFR | - | 235 | SOFR+235 | - | - |
| B-1 | USD | 41.000 | 6.20 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | - | 315 | SOFR+315 | - | - |
| B-2 | USD | 15.000 | 6.20 | - | AA | - | - | - | 24.00% | - | Fixed | Swaps | 305-310 | - | 6.35% | - | - |
| C | USD | 18.000 | 6.80 | - | A | - | - | - | 19.50% | - | Floating | SOFR | - | 405 | SOFR+405 | - | - |
| D | USD | 26.000 | 7.20 | - | BBB- | - | - | - | 13.00% | - | Floating | SOFR | 600-625 | 596 | SOFR+596 | - | - |
| E | USD | 12.000 | 7.60 | - | BB- | - | - | - | 10.00% | - | Floating | SOFR | Mid 900s | 870 | SOFR+870 | - | - |
| Equity | USD | 35.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2023-07-20; Redemption: 2024-07-09;
B-1: First Pay: 2023-07-20; Redemption: 2024-07-09;
B-2: First Pay: 2023-07-20; Redemption: 2024-07-09;
C: First Pay: 2023-07-20; Redemption: 2024-07-09;
D: First Pay: 2023-07-20; Redemption: 2024-07-09; Comments: Pre-placed;
E: First Pay: 2023-07-20; Redemption: 2024-07-09;
Equity: First Pay: 2023-07-20; Redemption: 2024-07-09;
Deal Comments
Non Call Period: 1.5
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jan 20, 2026
| Sector | Name | Type | Publisher | Date |
|---|
CLOS | Rockford Tower Europe CLO 2021-2 | Performance Analytics | Dealscribe | Feb 9, 2023
|
CLOS | Rockford Tower CLO 2021-3 | Performance Analytics | Dealscribe | Feb 9, 2023
|