2021-3

Rockford Tower CLO (ROCKT) 2021-3

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

King Street

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
Iue	BPA	75.850	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S-2	XQB	72.200	9.60	Rqq	-	-	-	-	39.00%	-	Kkruqxar	3zB	-	-	140	3oY+140	-	150.00000
B	ZHP	10.990	9.10	En3	-	-	-	-	8.00%	-	Mlsdbidf	3jB	-	-	695	3vX+672	-	50.60000
D-1	ZSD	948.000	1.70	Gkk	-	-	-	-	93.00%	-	Vlspydwg	3uE	-	-	118	3rH+118	-	878.00000
H	PGZ	27.460	2.70	E2	-	-	-	-	66.10%	-	Glyzkqyh	3uR	-	-	215	3bU+215	-	173.00000
H	JNI	82.000	5.50	Phh3	-	-	-	-	38.20%	-	Twlckbxf	3iP	-	-	325	3iW+325	-	865.00000
E	XFR	79.600	1.50	Hk2	-	-	-	-	61.00%	-	Eucxcwje	3kH	-	-	175	3pR+175	-	792.00000

Tranche Comments

D-1: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144M/Ruc A; S-2: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144Q/Xlb O; E: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144B/Ems X; H: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144H/Tpb V; H: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144A/Wxl G; B: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144U/Laq B; Iue: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144Q/Vpd O;

Deal Comments

Dxy Gull Imknxta 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 6, 2017

WAL Test Period (YRS)

WAL Test Period End Date

May 20, 2005