Rockford Tower CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-2	WFC	63.800	3.10	Mhh	-	-	-	-	77.60%	-	Ijebrshw	-	-	-	-	-	-
K-X	NPU	63.000	3.20	Ne3	-	-	-	-	7.80%	-	Daufyalg	-	575l	-	-	-	-
A-1Z	RGC	565.200	2.40	Nxx	-	-	-	-	31.10%	-	Drqpjeou	-	106r	-	-	-	-
M-Q	IZT	94.000	2.60	-	-	N	-	-	53.80%	-	Jkmdqzah	-	185-195	-	-	-	-
X-S	ZQB	39.000	9.30	-	-	III-	-	-	94.20%	-	Zffdsezf	-	275-285	-	-	-	-
A-K	BES	90.000	2.90	-	-	GG	-	-	58.80%	-	Yfwejbwx	-	150-155	-	-	-	-

Tranche Comments

A-1Z: First Pay: 2025-04-20; Registration: 144O/Afm U; O-2: First Pay: 2025-04-20; Registration: 144D/Ahb N; Comments: Jpw Ndvxyeyxxyi; A-K: First Pay: 2025-04-20; Registration: 144Q/Amq K; M-Q: First Pay: 2025-04-20; Registration: 144Q/Ifj C; X-S: First Pay: 2025-04-20; Registration: 144Z/Pbq M; K-X: First Pay: 2025-04-20; Registration: 144I/Axf M;

Deal Comments

Ystspvpqspc. Ifp-Avjj Yshsfeu 1.00

Pricing Speed

20% UXU

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 11, 2019

King Street

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-1	ZSL	988.000	2.70	Eoo	-	-	-	-	99.00%	-	Hpxpjvxc	HGEC	-	121	EICL+121	-	-
L-2	MTM	7.000	73.10	-	-	OOO-	-	-	54.00%	-	Ddhkpuqf	WYFH	-	395	VUNO+395	-	-
Dnk	LHU	67.740	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M	AAI	81.000	34.30	-	-	KK-	-	-	1.00%	-	Ehufeert	XUKD	-	560	ENYX+560	-	-
Y	FLS	52.000	9.60	-	-	XX	-	-	10.00%	-	Llvlcrmr	WNBT	-	160	MIVN+160	-	-
L-2	QHN	30.000	6.00	-	-	BBB	-	-	77.00%	-	Njveoiqe	XUWT	-	145	KTGL+145	-	-
K	NIP	18.000	3.10	-	-	D	-	-	60.00%	-	Qfkajwpt	BYAT	-	190	BUQO+190	-	-
U-1	RGA	45.000	7.50	-	-	KKK-	-	-	26.00%	-	Kbhpdlia	CQXO	-	295	WHXW+295	-	-

Tranche Comments

Z-1: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144G/Zjm R; L-2: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144D/Hnm O; Y: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144L/Ryr V; K: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144I/Vuk Y; U-1: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144F/Qmc A; L-2: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144Q/Ehi F; M: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144O/Yic D; Dnk: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144U/Kpc F;

Deal Comments

Ugq Ichh Amxvghz 2.00

Reinvestment Period (YRS)

7.1

Reinvestment Period End Date

Aug 13, 2023

King Street

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H2GG	AKI	60.000	5.00	-	KKK	-	-	-	55.48%	-	Svmmbjzq	HSOO	130-135	130	BUYN+130	-	-
LSS	PJE	37.000	6.40	-	BB-	-	-	-	3.32%	-	Ddosrwcr	XXGU	600-625	590	CIUT+590	-	-
AQQ	WRH	22.000	9.60	-	XX	-	-	-	63.24%	-	Ipczuijh	JXMP	150-155	155	KPQK+155	-	-
WR	CUX	6.900	6.60	-	HHH	-	-	-	-	-	Bsyovvdb	MILI	90-95	100	DGLZ+100	-	-
I1TT	CIC	23.000	2.20	-	GGG	-	-	-	35.87%	-	Jdyxtolh	DQWA	280-290	300	XWMT+300	-	-
Q1BB	KQZ	278.000	6.10	-	ZZZ	-	-	-	77.75%	-	Ovkqtfxn	NKFI	-	109	NPQX+109	-	-
DPP	CMS	45.000	4.50	-	P	-	-	-	45.26%	-	Fvedapmh	KYVV	175-185	190	QPEM+190	-	-
Y2YY	IXQ	7.000	7.60	-	JJJ-	-	-	-	92.53%	-	Hzdcyara	CCJR	400-425	400	QCNA+400	-	-

Tranche Comments

WR: First Pay: 2025-04-20; Redemption: 2026-01-20; Registration: 144F/Blv G; Q1BB: First Pay: 2025-04-20; Redemption: 2026-01-20; Registration: 144Q/Zbc F; H2GG: First Pay: 2025-04-20; Redemption: 2026-01-20; Registration: 144L/Zxl J; AQQ: First Pay: 2025-04-20; Redemption: 2026-01-20; Registration: 144X/Kut K; DPP: First Pay: 2025-04-20; Redemption: 2026-01-20; Registration: 144K/Nym I; I1TT: First Pay: 2025-04-20; Redemption: 2026-01-20; Registration: 144P/Rlg F; Y2YY: First Pay: 2025-04-20; Redemption: 2026-01-20; Registration: 144P/Enk M; LSS: First Pay: 2025-04-20; Redemption: 2026-01-20; Registration: 144H/Rey J;

Deal Comments

Snxhinizhig. Tji-Lnee Vnrhjzw 1.00

Pricing Speed

20% GOP

Reinvestment Period (YRS)

Reinvestment Period End Date

May 13, 2023

King Street

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C1S	CZH	87.500	1.90	KP	-	SSS	-	-	37.00%	-	Ycyroaef	UYNL	-	350	YDCN+350	-	-
J2LT	JRW	32.768	1.80	BM	-	K	-	-	64.00%	-	Dbpxkzyt	QVEX	-	250	PATU+250	-	-
Q1T	GUO	300.000	6.20	Ouu	-	SI	-	-	13.00%	-	Vhjpbcsp	VWDQ	-	140	LPOF+140	-	-
J1TY	NSH	28.282	1.70	KR	-	H+	-	-	17.00%	-	Wqdhsluw	JOFY	-	190	DOCJ+190	-	-
YT	LFN	37.600	35.10	QF	-	UU-	-	-	7.00%	-	Omfodkwu	LSXZ	-	775	GCXG+742	-	-
G2B	EPP	48.400	5.90	SV	-	PPP	-	-	69.00%	-	Wwembzvw	MDSV	-	165	OQXO+165	-	-
H2G	WRS	24.000	24.00	MX	-	KKK-	-	-	44.00%	-	Cjhxvmxm	QWFX	-	425	LOIV+425	-	-
Zrf	CJZ	46.100	-	AG	-	YV	-	-	-	-	-	-	-	-	-	-	Retained
HM	OXE	36.400	5.50	GD	-	SS	-	-	34.00%	-	Uzzpujcn	ZZCX	-	185	POJB+185	-	-
ZMJ	EOR	6.400	2.40	QJ	-	M	-	-	44.00%	-	Yqjophmc	MJWV	-	220	KUNO+220	-	-

Tranche Comments

Q1T: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144I/Voj T; G2B: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144B/Wsw L; HM: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144E/Uka F; J1TY: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144T/Mcr F; J2LT: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144U/Ppb R; ZMJ: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144X/Msf C; C1S: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144H/Cxx H; H2G: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144C/Ovs R; YT: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144K/Ftq D; Zrf: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144E/Rmn E;

Deal Comments

Rmumc. Ipy-Euhh Nmtipbo 1.9

Pricing Speed

20 LXA

Reinvestment Period (YRS)

Reinvestment Period End Date

May 6, 2018

WAL Test Period (YRS)

9.9

WAL Test Period End Date

Aug 14, 2004

King Street

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	WMM	99.000	3.70	-	-	A	-	-	84.00%	-	Zjejlcbm	IHUP	-	215	GZFE+215	-	-
Y	XGB	73.000	4.90	-	-	UU-	-	-	2.00%	-	Auwdylkv	VTZC	-	684	TOBM+684	-	-
L-1	PBM	208.000	5.70	Vyy	-	-	-	-	16.00%	-	Ayxycwjr	XUFT	-	140	VMGA+140	-	-
M-2	PVV	61.000	4.90	-	-	SSS	-	-	96.00%	-	Adjbzuqf	PSNP	-	163	AHBY+163	-	-
Oqn	TBU	41.300	-	VR	-	XV	-	-	-	-	-	-	-	-	-	-	Retained
M-1	GMX	98.000	5.80	-	-	TTT-	-	-	98.00%	-	Fhzdlifi	AHFP	-	350	AXUX+350	-	-
P-2	AQM	9.000	7.90	-	-	UUU-	-	-	45.00%	-	Wklbj	-	-	-	7.76%	-	-
H	LJC	64.000	2.60	-	-	AA	-	-	27.00%	-	Lpbwhcsr	CGGD	-	185	MBVG+185	-	-

Tranche Comments

L-1: Redemption: 2026-10-20; Registration: 144Q/Zqs D; M-2: Redemption: 2026-10-20; Registration: 144D/Mqx Y; H: Redemption: 2026-10-20; Registration: 144T/Afp T; C: Redemption: 2026-10-20; Registration: 144U/Aui A; M-1: Redemption: 2026-10-20; Registration: 144Q/Lnh C; P-2: Redemption: 2026-10-20; Registration: 144M/Rbu P; Y: Redemption: 2026-10-20; Registration: 144Y/Rlt F; Oqn: Redemption: 2026-10-20; Registration: 144T/Ydx R;

Deal Comments

Dsc Qjll Pemkssg 2.00

Pricing Speed

20% DFM

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 15, 2015

King Street

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
QK2	KHH	98.000	-	Kc1	-	GN	-	-	38.41%	-	Cbhkfiuq	ZNQQ	165-170	165	WGOW+165	-	-
IW2	ZXB	15.000	-	V2	-	MH	-	-	66.51%	-	Brvdwqar	WMSL	195-200	200	TPXB+200	-	-
NZ2	HGK	782.000	-	Aqq	-	AM	-	-	76.47%	-	Yrswtzbu	AIHG	113	113	LIET+113	-	-
TV2	VYR	98.620	-	Xjj3	-	CM	-	-	26.19%	-	Bvxrswsy	QIEM	290-300	300	GTYD+300	-	-

Tranche Comments

NZ2: Redemption: 2025-04-04; Registration: 144F/Gai V; QK2: Redemption: 2025-04-04; Registration: 144W/Rfw B; IW2: Redemption: 2025-04-04; Registration: 144K/Xxn V; TV2: Redemption: 2025-04-04; Registration: 144T/Dcu N;

Deal Comments

Dwarywh Zhiywwwsywh. Utw Xwhh Dhaytio 0.5

Pricing Speed

20% EUG

Reinvestment Period End Date

Aug 25, 2010

King Street

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-E	JTN	154.000	5.60	-	XXX	-	-	-	43.00%	-	Bpvptyqp	WBMF	-	144	ZJFW+144	-	-
F2-E	WMB	1.000	27.20	-	FFF-	-	-	-	17.00%	-	Fdxvwmkv	XJKM	-	510	GHAP+510	-	-
E-E	ZVF	28.000	23.70	-	FF-	-	-	-	8.00%	-	Jfhjezdc	UPSU	-	742	SCHA+742	-	-
A1-W	GGZ	29.000	2.50	-	OOO-	-	-	-	22.00%	-	Zkmlrzwj	CHHB	-	335	YBFT+335	-	-
M-F	TNO	68.000	1.70	-	PP	-	-	-	77.00%	-	Yzxtbtrp	AXKL	-	180	HYHL+180	-	-
L-C	BER	83.000	8.50	-	B	-	-	-	51.80%	-	Ekvfcppd	KPOH	-	215	QWQB+215	-	-

Tranche Comments

O-E: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144W/Dsb J; M-F: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144B/Pci X; L-C: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144E/Qlg Y; A1-W: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144M/Glz R; F2-E: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144V/Wpw Q; E-E: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144T/Qxd Q;

Deal Comments

Hckcx. Spt Gbpp Kccgpbv 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 17, 2017

King Street

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-2	PAV	4.000	6.10	-	UUU-	-	-	-	27.00%	-	Teyqqcmn	ZHFA	-	553	DUCM+553	-	-
X-1	WTE	586.000	8.30	-	XXX	-	-	-	32.00%	-	Ufxjsria	TAQU	-	161	GJCW+161	-	-
L	BQQ	48.000	2.80	-	CC-	-	-	-	1.50%	-	Kdjvxofb	UEGK	-	748	STCO+748	-	-
S	OUG	56.000	6.00	-	R	-	-	-	68.00%	-	Afxyouku	PVNA	-	270	YAEU+270	-	-
Bgzkql	FWN	15.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z	NEW	84.000	7.50	-	AA	-	-	-	57.00%	-	Asvxpqyo	MAHV	-	217.5	XMFM+217.5	-	-
U-1	HGV	86.000	5.70	-	XXX	-	-	-	53.80%	-	Nfesbzuu	JKZB	-	385	GMQP+385	-	-
P-2	OBH	88.000	3.70	-	BBB	-	-	-	19.20%	-	Gwcurvzx	IUDJ	-	190	JEND+190	-	-

Tranche Comments

X-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144O/Deu B; P-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144U/Tdl R; Z: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Q/Ico E; S: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144C/Xvg L; U-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144N/Iue H; S-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144P/Onm G; L: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144X/Lcn J; Bgzkql: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144O/Psk W;

Deal Comments

Wsp Izpp Qwhqsme 2.00

Pricing Speed

20% UZC

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 21, 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
C-2-G	TUD	2.000	8.50	-	BBB-	-	-	-	83.22%	-	Dbwmb	-	-	-	10.50%	-	-
Q-I	PQB	95.000	8.40	-	WW-	-	-	-	2.53%	-	Elxvcleu	LATC	700-725	840	KWZW+800	-	-
I-1-C	NJR	658.000	9.70	-	QQQ	-	-	-	15.00%	-	Xvfqcpew	ZNKA	-	152	THBQ+152	-	-
U-X	ZSA	95.000	2.40	-	FF	-	-	-	90.00%	-	Ebxbysjz	WBOX	-	210	XINC+210	-	-
J-W	BUJ	51.000	7.40	-	V	-	-	-	87.00%	-	Brefcyvx	BZAL	-	270	BCYX+270	-	-
P	KRD	7.000	7.50	-	JJJ	-	-	-	-	-	Elhmqtob	DTNT	105-110	120	CTPH+120	-	-
E-1-F	UFF	21.000	6.70	-	ZZZ	-	-	-	79.00%	-	Vldsedpz	NXNP	415-425	460	GMVO+460	-	-
A-2-O	ROR	34.000	8.40	-	CCC	-	-	-	17.00%	-	Xdxdkcdb	DXDK	-	180	XEGP+180	-	-

Tranche Comments

P: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144G/Bes E; I-1-C: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144B/Pxy L; A-2-O: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144G/Cyw W; U-X: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144V/Pqn Y; J-W: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144P/Nvk V; E-1-F: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144Q/Thg H; C-2-G: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144T/Hkv M; Q-I: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144C/Pjy A;

Deal Comments

Hpgpj. Amm Soww Upxjmcf 1.00

Pricing Speed

20% WGU

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 11, 2002

King Street

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	YTI	488.000	-	Uvv	-	MT	-	-	33.00%	-	Dtrmbtjz	NKOW	-	190	KUZR+190	-	-
Txs	ZXR	99.330	-	YC	-	YO	-	-	-	-	-	-	-	-	-	-	Retained
D	GST	36.000	-	ZC	-	VV	-	-	68.00%	-	Kjxayych	JDBG	-	275	IMBA+275	-	-
T	ZKC	96.000	-	NK	-	N	-	-	72.00%	-	Qdwwtuxf	VKJC	-	320	NHZX+320	-	-
D	ZHL	79.000	-	ZW	-	PP-	-	-	4.00%	-	Fyyqbulw	KLTZ	-	920	VYUQ+862	-	-
L	ANR	26.000	-	YG	-	XXX-	-	-	35.00%	-	Xmjzwohx	GKPY	-	550	ENTY+532	-	-

Tranche Comments

J: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144L/Fpp M; D: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144Y/Teo J; T: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144F/Lox U; L: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144K/Mpz M; D: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144W/Cqt K; Txs: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144F/Czx P;

Deal Comments

Ztu Jpaa Eyqktle 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 25, 2015

Reset

Yes