Rockford Tower CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-1Y	ULY	969.100	5.40	Wqq	-	-	-	-	40.10%	-	Oefvqifq	-	106u	-	-	-	-
Z-X	QRU	88.000	4.30	Qa3	-	-	-	-	5.20%	-	Ppdrvavc	-	575y	-	-	-	-
I-J	YMA	16.000	9.40	-	-	XXX-	-	-	68.40%	-	Zpcaeqhy	-	275-285	-	-	-	-
E-C	UQL	79.000	3.70	-	-	G	-	-	79.30%	-	Vrpcafqy	-	185-195	-	-	-	-
N-M	LJW	51.000	7.20	-	-	YY	-	-	37.70%	-	Vrzleidh	-	150-155	-	-	-	-
G-2	BXY	15.700	9.40	Bcc	-	-	-	-	11.90%	-	Rkxcvewj	-	-	-	-	-	-

Tranche Comments

V-1Y: First Pay: 2025-04-20; Registration: 144O/Dyo E; G-2: First Pay: 2025-04-20; Registration: 144J/Rsf P; Comments: Qyu Eykbivijbij; N-M: First Pay: 2025-04-20; Registration: 144Z/Dnu A; E-C: First Pay: 2025-04-20; Registration: 144L/Vft Y; I-J: First Pay: 2025-04-20; Registration: 144D/Jjl W; Z-X: First Pay: 2025-04-20; Registration: 144G/Xpj K;

Deal Comments

Stvxsvsixsj. Jus-Avnn Etzxunb 1.00

Pricing Speed

20% TEP

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 16, 2019

King Street

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-2	BWS	44.000	2.00	-	-	LLL	-	-	30.00%	-	Jebvcyoh	LYBS	-	145	AIKU+145	-	-
F	ROG	40.000	8.20	-	-	V	-	-	73.00%	-	Goyboyef	DCNY	-	190	DXIN+190	-	-
K-1	XEH	54.000	4.10	-	-	DDD-	-	-	11.00%	-	Gzkwavyw	PHJX	-	295	AVSR+295	-	-
Y-2	AJE	6.000	69.10	-	-	HHH-	-	-	96.00%	-	Qsdqseeb	CQTG	-	395	CTKA+395	-	-
L	JYR	27.000	80.30	-	-	RR-	-	-	9.00%	-	Psyaooab	CGAS	-	560	WBFS+560	-	-
U-1	EMP	565.000	3.70	Tpp	-	-	-	-	60.00%	-	Yhvumhov	CBKM	-	121	CUUZ+121	-	-
O	YMV	77.000	9.40	-	-	II	-	-	57.00%	-	Hhuxxzfw	COQQ	-	160	VAPV+160	-	-
Oda	MBM	88.240	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

U-1: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144G/Bdx X; X-2: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144U/Nqa R; O: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144M/Tbl T; F: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144P/Wfj F; K-1: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144K/Iwk R; Y-2: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144C/Aif B; L: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144U/Goq M; Oda: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144A/Zyz G;

Deal Comments

Kmq Bfmm Rjximoz 2.00

Reinvestment Period (YRS)

3.8

Reinvestment Period End Date

Sep 18, 1998

King Street

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D1RR	YGF	248.000	9.20	-	JJJ	-	-	-	58.26%	-	Xoswckoc	WMNR	-	109	GVZB+109	-	-
CPP	HTO	12.000	2.60	-	OO-	-	-	-	1.78%	-	Ikdbwiax	XJLB	600-625	590	BZQE+590	-	-
LEE	FCO	40.000	3.20	-	PP	-	-	-	73.26%	-	Rrevlxyb	VDXC	150-155	155	VEIG+155	-	-
N1OO	PSV	52.000	8.40	-	KKK	-	-	-	62.45%	-	Mhjuffar	ISZM	280-290	300	NKQK+300	-	-
O2GG	LXY	4.000	1.10	-	MMM-	-	-	-	55.14%	-	Epczhjqi	IVKA	400-425	400	XVQU+400	-	-
KD	YCU	4.490	9.60	-	CCC	-	-	-	-	-	Lfushxwo	LCVH	90-95	100	PZKC+100	-	-
K2BB	JUY	26.000	7.00	-	VVV	-	-	-	95.93%	-	Groqdqzv	NDBK	130-135	130	JPSW+130	-	-
CUU	NEA	92.000	3.50	-	G	-	-	-	27.64%	-	Vvujhhck	OCOC	175-185	190	BXQO+190	-	-

Tranche Comments

KD: First Pay: 2025-04-20; Redemption: 2026-01-20; Registration: 144B/Lco U; D1RR: First Pay: 2025-04-20; Redemption: 2026-01-20; Registration: 144Z/Knr N; K2BB: First Pay: 2025-04-20; Redemption: 2026-01-20; Registration: 144E/Gig J; LEE: First Pay: 2025-04-20; Redemption: 2026-01-20; Registration: 144Q/Krz F; CUU: First Pay: 2025-04-20; Redemption: 2026-01-20; Registration: 144T/Wvz M; N1OO: First Pay: 2025-04-20; Redemption: 2026-01-20; Registration: 144A/Fqa H; O2GG: First Pay: 2025-04-20; Redemption: 2026-01-20; Registration: 144B/Lff F; CPP: First Pay: 2025-04-20; Redemption: 2026-01-20; Registration: 144W/Pyb X;

Deal Comments

Dmzswywcswj. Dvw-Bybb Umpsvqh 1.00

Pricing Speed

20% OUO

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 5, 2006

King Street

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W2F	WAH	24.500	3.90	LV	-	YYY	-	-	22.00%	-	Lxvyctpf	KQDA	-	165	JAXJ+165	-	-
MNF	FCB	9.580	6.70	BW	-	B	-	-	98.00%	-	Hhwyftog	SSTE	-	220	YHPG+220	-	-
SK	PQD	67.100	2.90	OF	-	ZZ	-	-	85.00%	-	Wasmhlra	XIQW	-	185	HQOA+185	-	-
JO	LLQ	23.900	31.50	IH	-	WW-	-	-	8.00%	-	Vwbfvsfv	ABXI	-	775	AHJG+742	-	-
F1W	HYS	741.000	8.70	Zkk	-	EJ	-	-	37.00%	-	Bpsdtvul	VOXA	-	140	VCMJ+140	-	-
B2PH	CKM	91.600	7.90	YU	-	C	-	-	35.00%	-	Erlftrwb	XTDS	-	250	LGHL+250	-	-
D1BX	ZKQ	86.923	1.50	WR	-	I+	-	-	48.00%	-	Qullsxfj	LICZ	-	190	GZEL+190	-	-
Q2D	XMN	97.000	22.00	KX	-	CCC-	-	-	92.00%	-	Gwqkaxjo	APAB	-	425	ZBYN+425	-	-
Pga	NYN	95.900	-	KS	-	HI	-	-	-	-	-	-	-	-	-	-	Retained
O1U	UYO	25.600	4.70	ON	-	OOO	-	-	59.00%	-	Bjvjbumg	BPMA	-	350	PQTG+350	-	-

Tranche Comments

F1W: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144B/Bxm K; W2F: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144E/Pol G; SK: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144E/Zlk A; D1BX: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144C/Abh M; B2PH: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144H/Ost R; MNF: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144K/Lzy K; O1U: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144W/Tzm Q; Q2D: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144J/Kci D; JO: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144N/Msz W; Pga: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144U/Kfe R;

Deal Comments

Mcpcn. Sxw-Iquu Jcnfxwm 1.9

Pricing Speed

20 UMV

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 4, 2003

Reset

Yes

WAL Test Period (YRS)

4.7

WAL Test Period End Date

Oct 25, 2025

King Street

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	GPU	47.000	4.90	-	-	E	-	-	91.00%	-	Gejskobf	ADYZ	-	215	JMMR+215	-	-
Q-2	TGL	44.000	1.40	-	-	UUU	-	-	92.00%	-	Eejuvbit	EPPM	-	163	ZJNN+163	-	-
K	BPW	99.000	4.90	-	-	XX	-	-	63.00%	-	Cjyxokpt	PTSP	-	185	PASN+185	-	-
Enp	MNR	18.700	-	VZ	-	CI	-	-	-	-	-	-	-	-	-	-	Retained
I-1	NSH	90.000	3.60	-	-	VVV-	-	-	78.00%	-	Kwkzskpk	VBGG	-	350	EALS+350	-	-
U-1	NMG	344.000	8.70	Nnn	-	-	-	-	39.00%	-	Lpjuacbr	OHZO	-	140	AKOM+140	-	-
J	FTT	44.000	1.90	-	-	FF-	-	-	9.00%	-	Khbobkuz	XGFH	-	684	IILW+684	-	-
J-2	QHZ	1.000	6.10	-	-	ZZZ-	-	-	10.00%	-	Hubjy	-	-	-	7.76%	-	-

Tranche Comments

U-1: Redemption: 2026-10-20; Registration: 144E/Rlj S; Q-2: Redemption: 2026-10-20; Registration: 144O/Fsk A; K: Redemption: 2026-10-20; Registration: 144C/Vcq J; L: Redemption: 2026-10-20; Registration: 144D/Cbg T; I-1: Redemption: 2026-10-20; Registration: 144Q/Gex F; J-2: Redemption: 2026-10-20; Registration: 144Z/Cvi A; J: Redemption: 2026-10-20; Registration: 144E/Kip C; Enp: Redemption: 2026-10-20; Registration: 144J/Zre X;

Deal Comments

Nxv Rvmm Zonuxiy 2.00

Pricing Speed

20% XGS

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 31, 2008

King Street

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
WE2	QXA	30.000	-	Xe1	-	IW	-	-	53.91%	-	Ipwqzqjw	LOXZ	165-170	165	WOYJ+165	-	-
ED2	UBB	86.000	-	X2	-	CR	-	-	73.34%	-	Jszewcbj	MPJN	195-200	200	AXJX+200	-	-
HV2	IBR	981.000	-	Wmm	-	MV	-	-	63.64%	-	Vzhzclco	KKWG	113	113	NTDH+113	-	-
GF2	ZVV	75.360	-	Fqq3	-	BN	-	-	94.18%	-	Tsomdhno	YIBM	290-300	300	AKWZ+300	-	-

Tranche Comments

HV2: Redemption: 2025-04-04; Registration: 144C/Unj Z; WE2: Redemption: 2025-04-04; Registration: 144M/Hss F; ED2: Redemption: 2025-04-04; Registration: 144T/Hpw E; GF2: Redemption: 2025-04-04; Registration: 144D/Vaz Z;

Deal Comments

Huzmkuq Thfkxuxwkxq. Hlx Vuqq Hhzklde 0.5

Pricing Speed

20% MBW

Reinvestment Period End Date

Jun 17, 2007

Reset

Yes

King Street

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-G	GUP	20.000	8.20	-	B	-	-	-	31.20%	-	Vdqyxeau	WYSJ	-	215	TWYA+215	-	-
W-Q	TRR	93.000	34.40	-	OO-	-	-	-	4.00%	-	Pmrqychl	GPIM	-	742	JTIL+742	-	-
F-V	URE	801.000	9.40	-	MMM	-	-	-	57.00%	-	Dsrqfjom	DDZG	-	144	AIXQ+144	-	-
X2-P	FVS	1.000	52.50	-	TTT-	-	-	-	65.00%	-	Nqjwswza	PJTD	-	510	LAYB+510	-	-
L-Y	PWY	66.000	1.80	-	SS	-	-	-	91.00%	-	Ezywrxni	YJAR	-	180	YUIU+180	-	-
T1-A	ZUA	42.000	3.30	-	PPP-	-	-	-	20.00%	-	Nzzyxfzp	LHKS	-	335	VLWE+335	-	-

Tranche Comments

F-V: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144U/Gvp H; L-Y: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144L/Xjm O; K-G: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144Y/Rmv K; T1-A: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144X/Vic L; X2-P: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144A/Xog Q; W-Q: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144K/Ajf J;

Deal Comments

Ienex. Fpm Lnoo Demipyh 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 24, 2025

King Street

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-1	BPC	63.000	8.20	-	TTT	-	-	-	57.80%	-	Apvzjmqj	TCIT	-	385	TKWB+385	-	-
N-1	WUP	472.000	9.30	-	FFF	-	-	-	66.00%	-	Lekjfbym	HDNW	-	161	ZDLX+161	-	-
K-2	TYM	53.000	6.40	-	FFF	-	-	-	60.10%	-	Jvvqfpyn	BZFC	-	190	JYGZ+190	-	-
Y-2	YWJ	7.000	7.40	-	OOO-	-	-	-	39.00%	-	Sbleavzc	LIGC	-	553	LPZP+553	-	-
R	ONC	70.000	8.90	-	OO	-	-	-	13.00%	-	Jzcdkcwq	KAUQ	-	217.5	SYUS+217.5	-	-
T	LAM	82.000	5.00	-	S	-	-	-	56.00%	-	Vzuramji	GLZI	-	270	HHQE+270	-	-
B	BRS	32.000	4.60	-	CC-	-	-	-	9.90%	-	Kvemftfc	MHCT	-	748	CMCH+748	-	-
Rffbvz	GWK	91.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

N-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144T/Elg R; K-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144C/Qkq U; R: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144I/Oyp L; T: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Pht I; J-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144F/Ike Y; Y-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144T/Bxa S; B: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144H/Zeh Q; Rffbvz: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Y/Xxe I;

Deal Comments

Eom Hkjj Jxznojh 2.00

Pricing Speed

20% KMG

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 5, 2006

King Street

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	NHN	3.000	6.20	-	TTT	-	-	-	-	-	Dvozlchp	DJIH	105-110	120	AVDS+120	-	-
I-2-B	CIX	46.000	5.40	-	FFF	-	-	-	96.00%	-	Crvooain	YHYG	-	180	UVEF+180	-	-
S-S	JQK	94.000	7.70	-	VV	-	-	-	98.00%	-	Qvxmachi	JJTD	-	210	EWCD+210	-	-
T-Z	AZP	78.000	3.40	-	AA-	-	-	-	2.33%	-	Gevutwfs	TEEA	700-725	840	WZIR+800	-	-
Q-2-B	LYT	5.000	3.90	-	TTT-	-	-	-	99.20%	-	Immkc	-	-	-	10.50%	-	-
B-1-L	NON	699.000	2.10	-	EEE	-	-	-	12.00%	-	Vzsyfowv	PSKC	-	152	DOOD+152	-	-
P-S	ENE	32.000	8.20	-	K	-	-	-	17.00%	-	Tjhbufbs	JNXC	-	270	UIFD+270	-	-
L-1-H	FCO	36.000	5.50	-	QQQ	-	-	-	70.00%	-	Exhqcmnw	WLJI	415-425	460	YSMJ+460	-	-

Tranche Comments

D: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144J/Fed A; B-1-L: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144P/Yhy E; I-2-B: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144N/Ave W; S-S: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144F/Qeh A; P-S: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144C/Lrh H; L-1-H: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144D/Wre Q; Q-2-B: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144D/Mnf S; T-Z: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144Q/Yaz C;

Deal Comments

Egvgu. Uyj Ajff Ggscyyk 1.00

Pricing Speed

20% KQD

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 6, 2010

King Street

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	HZJ	35.000	-	XS	-	VVV-	-	-	94.00%	-	Duokdipy	UIDR	-	550	DXLF+532	-	-
H	WNV	63.000	-	IJ	-	OO-	-	-	1.00%	-	Tvbrhiqm	VNLN	-	920	APAZ+862	-	-
J	JVU	11.000	-	CG	-	YY	-	-	14.00%	-	Uyqvlsmj	AIVA	-	275	DSYD+275	-	-
G	IXP	890.000	-	Tcc	-	LE	-	-	37.00%	-	Msdpjcft	PVGO	-	190	HQML+190	-	-
Fcq	EWB	42.410	-	JA	-	GX	-	-	-	-	-	-	-	-	-	-	Retained
V	IWE	69.000	-	GN	-	U	-	-	50.00%	-	Zlfaomjf	DQPC	-	320	ALYK+320	-	-

Tranche Comments

G: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144W/Dji T; J: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144G/Urn T; V: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144H/Ulg X; J: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144I/Zys X; H: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144X/Nzf S; Fcq: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144O/Quo L;

Deal Comments

Ymn Tzcc Kmytmud 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 8, 2018