2021-3(R)

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

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
Y1XM	WSK	98.173	7.20	FY	-	Z+	-	-	73.00%	-	Aeehphfh	DZLZ	-	-	190	WZNI+190	-	-
NVZ	PFK	9.580	5.40	CJ	-	M	-	-	75.00%	-	Bfrvtznu	VYKY	-	-	220	VODZ+220	-	-
V1G	VUW	51.300	9.90	BV	-	EEE	-	-	78.00%	-	Wrdvcfze	BDAV	-	-	350	SSTN+350	-	-
J2R	FZQ	29.600	9.20	VG	-	QQQ	-	-	22.00%	-	Fuuqsddv	LSNU	-	-	165	SUZR+165	-	-
Lcr	IBL	82.800	-	FT	-	BS	-	-	-	-	-	-	-	-	-	-	-	Retained
H2YE	ORH	84.618	5.20	BH	-	Q	-	-	85.00%	-	Syqjkcoz	SIPO	-	-	250	QLHK+250	-	-
C2E	UTG	77.000	46.00	ER	-	TTT-	-	-	76.00%	-	Wkxexxay	HZXB	-	-	425	IUFX+425	-	-
YB	RIE	81.500	43.70	LK	-	HH-	-	-	5.00%	-	Lpxcxxvq	MKHR	-	-	775	MJOT+742	-	-
N1R	CJW	388.000	6.50	Raa	-	UC	-	-	23.00%	-	Uvdqdqmn	NHUV	-	-	140	JEWH+140	-	-
OQ	EJO	34.200	8.40	ZS	-	SS	-	-	57.00%	-	Vpbtujtj	MULK	-	-	185	MODG+185	-	-

Tranche Comments

N1R: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144L/Bvm L; J2R: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144K/Vrf K; OQ: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144K/Imd Q; Y1XM: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144D/Mel C; H2YE: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144M/Ztq E; NVZ: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144P/Rni L; V1G: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144B/Guo P; C2E: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144M/Ouv Z; YB: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144A/Geq X; Lcr: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144O/Gmo J;

Deal Comments

Ofcfg. Mut-Fcjj Nffqupn 1.9

Pricing Speed

20 MVD

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 6, 2026

WAL Test Period (YRS)

2.6

WAL Test Period End Date

Nov 20, 2019