Rockford Tower CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H1E	CXQ	137.000	6.80	Cxx	-	AT	-	-	76.00%	-	Kzwdowqo	VDQF	-	140	GKDI+140	-	-
Dkl	NUT	99.200	-	XO	-	CQ	-	-	-	-	-	-	-	-	-	-	Retained
P2H	YSD	38.400	1.10	CE	-	AAA	-	-	44.00%	-	Quzpbipk	YBMO	-	165	NBJE+165	-	-
JE	YOT	70.800	16.40	GA	-	HH-	-	-	4.00%	-	Cmrcrjng	MNJL	-	775	TPIY+742	-	-
OM	VXY	10.500	9.70	CQ	-	LL	-	-	60.00%	-	Jlybrffk	IASF	-	185	PDIB+185	-	-
Q2T	FWH	85.000	66.00	GG	-	LLL-	-	-	34.00%	-	Dchcfecm	DEZX	-	425	ISWA+425	-	-
IEZ	UMX	7.350	5.30	IM	-	E	-	-	78.00%	-	Pwkavhlm	QIPP	-	220	NQJN+220	-	-
F1S	VYO	67.900	4.20	HK	-	RRR	-	-	69.00%	-	Lpejkwvo	GZSR	-	350	XEMW+350	-	-
J2VI	CJV	99.622	1.60	PL	-	U	-	-	23.00%	-	Vuevvhqo	KZOP	-	250	AYSS+250	-	-
V1HW	IWM	20.827	1.40	YY	-	O+	-	-	98.00%	-	Wbjydbfp	VNFU	-	190	UCDY+190	-	-

Tranche Comments

H1E: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144E/Gzp B; P2H: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144Y/Etk A; OM: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144M/Cfs Y; V1HW: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144N/Idw W; J2VI: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144P/Juj N; IEZ: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144X/Hja Y; F1S: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144T/Zno Q; Q2T: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144Q/Ktg Z; JE: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144I/Vvk M; Dkl: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144I/Hpo Q;

Deal Comments

Zckcz. Wcn-Lwpp Ocqrcws 1.9

Pricing Speed

20 XNK

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 12, 2026

WAL Test Period (YRS)

6.1

WAL Test Period End Date

Jan 26, 2015

King Street

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	OST	97.000	1.80	-	-	PP	-	-	41.00%	-	Uqieshti	TYQP	-	185	YYND+185	-	-
Jsm	RTO	41.800	-	IC	-	LC	-	-	-	-	-	-	-	-	-	-	Retained
R-1	WAK	855.000	4.40	Mkk	-	-	-	-	46.00%	-	Iqfbmehw	AMJF	-	140	DEMB+140	-	-
F-2	CEJ	30.000	2.80	-	-	TTT	-	-	19.00%	-	Pkjjpkob	GYHF	-	163	BGVJ+163	-	-
Y-1	AZD	89.000	7.20	-	-	SSS-	-	-	40.00%	-	Whukdxmn	THMW	-	350	AEYA+350	-	-
Y-2	RID	9.000	1.10	-	-	EEE-	-	-	22.00%	-	Ysygl	-	-	-	7.76%	-	-
Q	IGR	69.000	2.20	-	-	FF-	-	-	2.00%	-	Ckzpbmbc	DWAH	-	684	DEGQ+684	-	-
H	ENK	38.000	8.50	-	-	W	-	-	47.00%	-	Dqxxpqcp	JKNV	-	215	SGZQ+215	-	-

Tranche Comments

R-1: Redemption: 2026-10-20; Registration: 144Z/Vrb Q; F-2: Redemption: 2026-10-20; Registration: 144N/Xew B; B: Redemption: 2026-10-20; Registration: 144C/Lth K; H: Redemption: 2026-10-20; Registration: 144O/Fbw W; Y-1: Redemption: 2026-10-20; Registration: 144V/Tse X; Y-2: Redemption: 2026-10-20; Registration: 144Z/Vpl O; Q: Redemption: 2026-10-20; Registration: 144A/Cue W; Jsm: Redemption: 2026-10-20; Registration: 144U/Jks J;

Deal Comments

Hxs Vktt Thsnxmc 2.00

Pricing Speed

20% GOL

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 20, 2022

King Street

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
JT2	QNB	90.000	-	Zg1	-	DQ	-	-	50.29%	-	Ujlefhlt	ZWQH	165-170	165	MMAV+165	-	-
DM2	XUF	542.000	-	Zjj	-	CH	-	-	71.14%	-	Zvjwlikf	EZVH	113	113	WHXF+113	-	-
XL2	OSY	86.000	-	K2	-	LR	-	-	46.33%	-	Vbjjmcfk	SHUA	195-200	200	AHMH+200	-	-
HO2	BFT	74.830	-	Gbb3	-	AC	-	-	71.75%	-	Ehvcqfpj	HOLP	290-300	300	ALCF+300	-	-

Tranche Comments

DM2: Redemption: 2025-04-04; Registration: 144Z/Arf E; JT2: Redemption: 2025-04-04; Registration: 144B/Uds Z; XL2: Redemption: 2025-04-04; Registration: 144J/Otp Y; HO2: Redemption: 2025-04-04; Registration: 144F/Xys Q;

Deal Comments

Hhuryhm Yaaymhmxymm. Qam Thmm Hauyadv 0.5

Pricing Speed

20% YSS

Reinvestment Period End Date

Mar 22, 2004

King Street

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-K	FWD	18.000	3.60	-	Y	-	-	-	13.30%	-	Sdhmllzd	KOYO	-	215	MPFE+215	-	-
Z1-Q	FOX	38.000	3.80	-	UUU-	-	-	-	64.00%	-	Tzxbxxhj	LVPF	-	335	IVIR+335	-	-
Q-U	EVK	47.000	3.30	-	WW	-	-	-	34.00%	-	Sbkrohuz	ILYW	-	180	DHHQ+180	-	-
V-G	ZTQ	73.000	58.40	-	II-	-	-	-	5.00%	-	Vyjerwpt	MEWF	-	742	BWHD+742	-	-
J-A	OKE	753.000	9.60	-	CCC	-	-	-	18.00%	-	Nbeobohj	QWJP	-	144	XOPF+144	-	-
K2-N	RSC	3.000	92.20	-	LLL-	-	-	-	63.00%	-	Bzkadznj	BDME	-	510	PAEZ+510	-	-

Tranche Comments

J-A: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144A/Uap E; Q-U: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144O/Njc U; P-K: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144C/Hee U; Z1-Q: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144L/Lto V; K2-N: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144M/Kyy I; V-G: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144L/Aey E;

Deal Comments

Kuvuk. Lgy Suww Muopgxl 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 30, 2004

King Street

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-2	OHA	4.000	9.90	-	QQQ-	-	-	-	97.00%	-	Zmdwmspx	JSTQ	-	553	BDAT+553	-	-
Fhhhzo	RZI	43.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z	ZMT	98.000	1.00	-	I	-	-	-	87.00%	-	Oqzsejqb	HBIL	-	270	NKCL+270	-	-
Z	VSA	33.000	9.30	-	CC	-	-	-	52.00%	-	Vmsmwims	ENFU	-	217.5	VZZW+217.5	-	-
D	XOH	65.000	8.40	-	JJ-	-	-	-	6.10%	-	Grlkmclr	CSAF	-	748	BZOT+748	-	-
Y-1	LCW	390.000	7.40	-	SSS	-	-	-	58.00%	-	Occtztja	JCWT	-	161	AHNW+161	-	-
Q-2	RVV	88.000	8.70	-	VVV	-	-	-	68.60%	-	Tixzhpei	CWOB	-	190	HMBK+190	-	-
N-1	KYN	95.000	5.50	-	CCC	-	-	-	20.40%	-	Wwqesaud	SHKU	-	385	WWNQ+385	-	-

Tranche Comments

Y-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144W/Qck Q; Q-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144G/Ojb F; Z: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Y/Ddc G; Z: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144O/Oym Z; N-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144I/Nsy P; D-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144J/Xwh Q; D: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144C/Aqv U; Fhhhzo: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144X/Wbp G;

Deal Comments

Gxa Bzaa Hxhcxzq 2.00

Pricing Speed

20% MYQ

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 25, 2008

Reset

Yes

King Street

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-1-S	ACA	31.000	6.40	-	FFF	-	-	-	37.00%	-	Rquuucor	QCPQ	415-425	460	NXMK+460	-	-
T-N	NYZ	81.000	3.90	-	G	-	-	-	97.00%	-	Hvmylajd	YLUY	-	270	BVMK+270	-	-
U-1-Q	OGK	102.000	1.50	-	CCC	-	-	-	65.00%	-	Alcptahv	UQPK	-	152	GEOX+152	-	-
T-2-D	HTE	80.000	3.40	-	III	-	-	-	16.00%	-	Ycwxlfcl	HABL	-	180	JVKX+180	-	-
Y	WXB	3.000	6.40	-	OOO	-	-	-	-	-	Jhqaueks	NCMI	105-110	120	ITLM+120	-	-
I-H	EPJ	26.000	6.60	-	OO	-	-	-	59.00%	-	Gepkrlcu	TYJL	-	210	UKOK+210	-	-
J-Y	NWC	97.000	1.70	-	JJ-	-	-	-	8.69%	-	Nyjdjsmi	HFYF	700-725	840	NIPM+800	-	-
Q-2-A	HVW	1.000	1.50	-	TTT-	-	-	-	91.88%	-	Cqrlc	-	-	-	10.50%	-	-

Tranche Comments

Y: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144P/Zzf N; U-1-Q: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144T/Hzl S; T-2-D: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144Q/Bir W; I-H: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144J/Lvt R; T-N: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144H/Rzs H; G-1-S: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144H/Bmv U; Q-2-A: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144D/Feo K; J-Y: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144B/Tto Z;

Deal Comments

Jhkhp. Mey Gzss Thwqejn 1.00

Pricing Speed

20% BXX

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 3, 2011

King Street

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	FJK	64.000	-	UN	-	E	-	-	15.00%	-	Pvussxul	TJFF	-	320	KBME+320	-	-
Dgi	ZWV	98.960	-	EB	-	QC	-	-	-	-	-	-	-	-	-	-	Retained
A	RIN	96.000	-	KU	-	KK	-	-	25.00%	-	Vlzxhtfz	SBIC	-	275	XOEG+275	-	-
G	GJN	533.000	-	Ucc	-	DK	-	-	83.00%	-	Mkjqwcrh	IDHQ	-	190	PIJH+190	-	-
U	AUR	13.000	-	BD	-	LLL-	-	-	25.00%	-	Nwjaqykh	AVJA	-	550	TCJA+532	-	-
M	BNT	86.000	-	SY	-	KK-	-	-	3.00%	-	Pkcsxsxz	KYGY	-	920	MWFO+862	-	-

Tranche Comments

G: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144Z/Orf M; A: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144M/Zmq A; A: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144Q/Jal V; U: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144H/Vzz G; M: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144T/Xmd L; Dgi: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144B/Xxj G;

Deal Comments

Vxa Rbaa Zvemxiq 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 1, 2019

King Street

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-I	VEW	29.000	6.50	-	-	N	-	-	74.00%	-	Bsqwucdv	PUIZ	305-315	330	DNUK+330	-	-
F-X	MSZ	97.000	5.90	-	-	GG-	-	-	7.00%	-	Tkcojsop	EAKJ	800-825	850	JOTY+812	-	-
M-E	LYX	7.000	9.90	O3	-	-	-	-	9.84%	-	-	-	-	-	-	-	Retained
S-K	LCM	42.000	2.00	-	-	PP	-	-	25.00%	-	Zhzbfwhr	NOIS	245-255	250	QOGU+250	-	-
B-E	MWP	53.000	6.90	-	-	KKK-	-	-	29.60%	-	Sjhxrsvo	YCBF	485-500	515	PZHW+515	-	-
A-1O	VYU	100.000	4.10	Hhh	-	-	-	-	66.00%	-	Lykjclom	YDUK	-	185	MLHY+185	-	-
H-2I	RUN	21.000	2.80	Xww	-	-	-	-	60.00%	-	Hqjvhlzx	WNDZ	215-225	215	IQIB+215	-	-

Tranche Comments

A-1O: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144Z/Isj X; Comments: Mqk-Mwmukk; H-2I: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144X/Xor A; S-K: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144C/Mjj Z; B-I: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144F/Lqx K; B-E: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144E/Nlg B; F-X: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144E/Esp F; M-E: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144R/Qax R;

Deal Comments

Wfmfh. Nug Oszz Aflsuut 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 1, 2021

King Street

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Swldns	MNX	28.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Y	BJK	58.000	5.90	-	RR-	-	-	-	95.00%	-	Lmqjqbpc	CPQZ	Unq 900n	870	ODOQ+870	-	-
A	AZZ	816.000	4.30	-	BBB	-	-	-	61.00%	-	Xlojwwws	MIND	-	235	DOTN+235	-	-
O-2	GYY	32.000	5.80	-	QQ	-	-	-	56.00%	-	Ipteh	Vhwdi	305-310	-	6.35%	-	-
G	NNE	79.000	7.30	-	VVV-	-	-	-	67.00%	-	Yjldhqrf	QXXA	600-625	596	QCAY+596	-	-
L	ALS	97.000	1.70	-	L	-	-	-	93.40%	-	Ckzmyrdu	QDUZ	-	405	YXQY+405	-	-
G-1	FII	49.000	6.60	-	PP	-	-	-	17.00%	-	Ckrekhei	EVLO	-	315	ZWZZ+315	-	-

Tranche Comments

A: First Pay: 2023-07-20; Redemption: 2024-07-09; G-1: First Pay: 2023-07-20; Redemption: 2024-07-09; O-2: First Pay: 2023-07-20; Redemption: 2024-07-09; L: First Pay: 2023-07-20; Redemption: 2024-07-09; G: First Pay: 2023-07-20; Redemption: 2024-07-09; Comments: Xni-weaeiv; Y: First Pay: 2023-07-20; Redemption: 2024-07-09; Swldns: First Pay: 2023-07-20; Redemption: 2024-07-09;

Deal Comments

Wpv Rsff Nslipgd 1.5

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 1, 2010

King Street

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	PZV	50.000	1.20	-	-	EE	-	-	9.00%	-	Hywyqsjx	QNKZ	-	813	XDKJ+813	-	-
F-1	XKT	95.000	7.90	-	-	YYY+	-	-	35.00%	-	Ldbozvpg	NTZK	-	421	TNAP+421	-	-
L-2	JHH	16.000	2.90	Aoo	-	-	-	-	61.00%	-	Lkzwwzrj	GIMH	-	235	NDBB+235	-	-
Fxlibd	IJK	75.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O	EOC	23.000	8.30	Z3	-	-	-	-	32.50%	-	Xekjajjg	XXVB	-	350	KDJD+350	-	-
Y-2	REY	8.000	4.10	-	-	YYY-	-	-	50.00%	-	Mrkqbjyp	PSAL	-	534	LMIA+534	-	-
F	WUA	50.000	7.60	-	-	TT	-	-	82.00%	-	Vnclanzn	MHWG	290	290	HOYE+290	-	-
Z-1	GYI	638.000	4.50	Ooo	-	-	-	-	50.00%	-	Okqrkevs	UJUU	-	200	HMPV+200	-	-
U	BSW	8.000	7.30	O3	-	-	-	-	6.35%	-	Ncdmtdos	DSKZ	-	841	MAPQ+841	-	-

Tranche Comments

Z-1: First Pay: 2023-01-20; Redemption: 2023-10-20; L-2: First Pay: 2023-01-20; Redemption: 2023-10-20; F: First Pay: 2023-01-20; Redemption: 2023-10-20; O: First Pay: 2023-01-20; Redemption: 2023-10-20; F-1: First Pay: 2023-01-20; Redemption: 2023-10-20; Y-2: First Pay: 2023-01-20; Redemption: 2023-10-20; R: First Pay: 2023-01-20; Redemption: 2023-10-20; U: First Pay: 2023-01-20; Redemption: 2023-10-20; Fxlibd: First Pay: 2023-01-20; Redemption: 2023-10-20;

Deal Comments

Hpb Evgg Wsvbpjk 1.25

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 30, 2004