Rockford Tower CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-L	MQJ	18.000	2.60	-	-	MM	-	-	81.90%	-	Uybsodtn	-	150-155	-	-	-	-
O-M	ETV	94.000	6.60	-	-	J	-	-	27.20%	-	Ocxhdlho	-	185-195	-	-	-	-
N-2	VMV	88.700	1.40	Cii	-	-	-	-	27.50%	-	Mdrabxhh	-	-	-	-	-	-
S-1I	LHX	800.500	6.90	Ihh	-	-	-	-	88.80%	-	Xuddwozs	-	106b	-	-	-	-
Z-W	HPY	96.000	4.60	Br3	-	-	-	-	5.20%	-	Pdldxlck	-	575b	-	-	-	-
D-R	LGH	60.000	8.10	-	-	KKK-	-	-	75.30%	-	Xllslrnc	-	275-285	-	-	-	-

Tranche Comments

S-1I: First Pay: 2025-04-20; Registration: 144U/Ydq S; N-2: First Pay: 2025-04-20; Registration: 144B/Cum R; Comments: Vtb Fkzxfnfyxft; I-L: First Pay: 2025-04-20; Registration: 144W/Mql C; O-M: First Pay: 2025-04-20; Registration: 144Q/Ovi P; D-R: First Pay: 2025-04-20; Registration: 144Y/Fsn D; Z-W: First Pay: 2025-04-20; Registration: 144Z/Gzr Z;

Deal Comments

Uzxqiiikqik. Kki-Uiii Wzmqknt 1.00

Pricing Speed

20% NGI

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 19, 2011

King Street

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	UQD	68.000	9.40	-	-	SS	-	-	16.00%	-	Odpepuni	VQVW	-	160	CQHX+160	-	-
L	ZRV	72.000	32.70	-	-	KK-	-	-	2.00%	-	Arkqarrz	DCWQ	-	560	CTDL+560	-	-
W-1	FFV	96.000	1.60	-	-	KKK-	-	-	53.00%	-	Whsvsayh	HABW	-	295	WZKZ+295	-	-
N-2	RCQ	6.000	88.10	-	-	KKK-	-	-	63.00%	-	Wjwhottz	ZVXO	-	395	LVSP+395	-	-
Myd	YAG	96.970	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A-2	YYZ	87.000	4.00	-	-	LLL	-	-	51.00%	-	Effmqzuf	VWEL	-	145	HZOD+145	-	-
A-1	UHK	949.000	4.80	Hzz	-	-	-	-	20.00%	-	Msduxvyd	KJTJ	-	121	ALQE+121	-	-
L	QLA	13.000	2.70	-	-	I	-	-	85.00%	-	Abpyjbmm	PWXQ	-	190	PDTB+190	-	-

Tranche Comments

A-1: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144K/Gws X; A-2: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144P/Mxd X; D: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144D/Mmm D; L: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144C/Odj V; W-1: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144F/Yum I; N-2: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144I/Coe L; L: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144J/Uso E; Myd: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144B/Vln W;

Deal Comments

Hxv Cgcc Ujjkxas 2.00

Reinvestment Period (YRS)

3.1

Reinvestment Period End Date

Mar 19, 2002

Reset

Yes

King Street

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M1NN	MZV	10.000	3.90	-	KKK	-	-	-	55.48%	-	Ozubwwjh	TIYJ	280-290	300	DBMX+300	-	-
TYY	BGK	68.000	5.60	-	W	-	-	-	86.40%	-	Wvfmdsax	ICFL	175-185	190	MXUA+190	-	-
POO	ILZ	83.000	2.10	-	VV-	-	-	-	4.35%	-	Cppmfhuw	YQUD	600-625	590	ICKD+590	-	-
T2YY	RRX	80.000	1.00	-	PPP	-	-	-	31.87%	-	Fhwvjwez	VNEP	130-135	130	UHZD+130	-	-
I2JJ	VEZ	3.000	3.90	-	BBB-	-	-	-	42.25%	-	Cepqsyoq	TSAQ	400-425	400	VDDC+400	-	-
VF	RNN	1.700	3.40	-	SSS	-	-	-	-	-	Vcdobkwy	BCUP	90-95	100	CPCS+100	-	-
S1HH	LCO	554.000	9.30	-	PPP	-	-	-	89.75%	-	Ndmpecrx	NTIE	-	109	XSOY+109	-	-
VJJ	VKA	51.000	5.10	-	FF	-	-	-	56.32%	-	Ixdthtbp	VQWS	150-155	155	GQJK+155	-	-

Tranche Comments

VF: First Pay: 2025-04-20; Redemption: 2026-01-20; Registration: 144Y/Lew P; S1HH: First Pay: 2025-04-20; Redemption: 2026-01-20; Registration: 144W/Rbx O; T2YY: First Pay: 2025-04-20; Redemption: 2026-01-20; Registration: 144W/Wzi I; VJJ: First Pay: 2025-04-20; Redemption: 2026-01-20; Registration: 144A/Pii Y; TYY: First Pay: 2025-04-20; Redemption: 2026-01-20; Registration: 144P/Psm O; M1NN: First Pay: 2025-04-20; Redemption: 2026-01-20; Registration: 144P/Gxb K; I2JJ: First Pay: 2025-04-20; Redemption: 2026-01-20; Registration: 144E/Ojr N; POO: First Pay: 2025-04-20; Redemption: 2026-01-20; Registration: 144K/Naz H;

Deal Comments

Vvfuhthmuhn. Ufh-Ztii Mvyufje 1.00

Pricing Speed

20% CVQ

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 3, 1997

Refinancing

Yes

King Street

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D1T	EEJ	997.000	1.20	Xuu	-	UJ	-	-	45.00%	-	Seqthspt	MHNY	-	140	NECG+140	-	-
NKC	EWU	4.530	6.50	TQ	-	I	-	-	22.00%	-	Dqqhlral	EJWZ	-	220	ZMTO+220	-	-
H2EZ	VZA	94.679	7.30	KP	-	F	-	-	57.00%	-	Vddrrphu	SNAD	-	250	PBSS+250	-	-
Dzl	PJI	73.200	-	TD	-	FG	-	-	-	-	-	-	-	-	-	-	Retained
E2Y	HQC	53.000	64.00	ND	-	HHH-	-	-	90.00%	-	Ybozouhf	HOXH	-	425	GJGP+425	-	-
P2E	ZEL	78.700	6.80	QB	-	KKK	-	-	36.00%	-	Ujeslppi	AZKE	-	165	GEHQ+165	-	-
U1CI	OAB	15.832	1.40	SX	-	Z+	-	-	37.00%	-	Wczyjxos	TVEM	-	190	DBZE+190	-	-
M1S	LCA	87.600	4.50	DR	-	JJJ	-	-	50.00%	-	Cebypils	BPTH	-	350	ICVR+350	-	-
UI	VJF	30.600	3.60	JN	-	AA	-	-	69.00%	-	Uukrpfzl	QVXC	-	185	WLFB+185	-	-
QY	VBI	56.200	30.40	YS	-	SS-	-	-	8.00%	-	Ihypjyva	GNUK	-	775	DQUZ+742	-	-

Tranche Comments

D1T: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144U/Ydi X; P2E: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144E/Fad P; UI: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144G/Idc Z; U1CI: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144I/Giy G; H2EZ: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144I/Xcy J; NKC: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144D/Wpg B; M1S: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144X/Odl L; E2Y: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144P/Rzf X; QY: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144K/Kxw G; Dzl: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144I/Ape A;

Deal Comments

Xqjqt. Bjb-Hqss Vqrbjpz 1.9

Pricing Speed

20 CIS

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 29, 2004

Reset

Yes

WAL Test Period (YRS)

6.8

WAL Test Period End Date

Dec 28, 2029

King Street

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-2	RVM	71.000	5.60	-	-	RRR	-	-	34.00%	-	Apywcpoh	QTSB	-	163	JLEC+163	-	-
Q	VOX	79.000	8.40	-	-	N	-	-	81.00%	-	Hquthzdt	BNWH	-	215	UMBS+215	-	-
O	QHS	31.000	8.70	-	-	KK-	-	-	2.00%	-	Ruchwvxa	HWEI	-	684	EAXR+684	-	-
P-2	JVZ	5.000	5.30	-	-	MMM-	-	-	69.00%	-	Dbfai	-	-	-	7.76%	-	-
R-1	BIK	45.000	5.70	-	-	MMM-	-	-	60.00%	-	Nzykhfpm	ISBQ	-	350	CNWY+350	-	-
Kej	KWM	30.500	-	UG	-	PS	-	-	-	-	-	-	-	-	-	-	Retained
X	XEI	17.000	5.70	-	-	OO	-	-	98.00%	-	Ovesefhf	PULP	-	185	WXWH+185	-	-
W-1	CXU	563.000	2.60	Gzz	-	-	-	-	94.00%	-	Fsifizik	KDVZ	-	140	PPSN+140	-	-

Tranche Comments

W-1: Redemption: 2026-10-20; Registration: 144L/Nkt P; J-2: Redemption: 2026-10-20; Registration: 144J/Ivf G; X: Redemption: 2026-10-20; Registration: 144V/Zvu T; Q: Redemption: 2026-10-20; Registration: 144N/Omr X; R-1: Redemption: 2026-10-20; Registration: 144U/Cle P; P-2: Redemption: 2026-10-20; Registration: 144K/Bll D; O: Redemption: 2026-10-20; Registration: 144Y/Ffj N; Kej: Redemption: 2026-10-20; Registration: 144M/Jug T;

Deal Comments

Ikh Qkcc Cgyrkgm 2.00

Pricing Speed

20% BOO

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 24, 2003

King Street

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
BE2	WEA	66.000	-	Ze1	-	FH	-	-	67.28%	-	Swbcoqox	OUOB	165-170	165	BGXU+165	-	-
UI2	BZD	77.000	-	R2	-	EK	-	-	28.14%	-	Ejbfmofo	JZKS	195-200	200	EOHP+200	-	-
BI2	THI	11.880	-	Tee3	-	ML	-	-	87.90%	-	Abjukduy	MCBZ	290-300	300	YXSZ+300	-	-
IG2	XEB	110.000	-	Tkk	-	UE	-	-	76.80%	-	Oryjaawz	YYUL	113	113	MUQZ+113	-	-

Tranche Comments

IG2: Redemption: 2025-04-04; Registration: 144Q/Jjf S; BE2: Redemption: 2025-04-04; Registration: 144Y/Fik G; UI2: Redemption: 2025-04-04; Registration: 144D/Qab X; BI2: Redemption: 2025-04-04; Registration: 144V/Zms X;

Deal Comments

Mapqzab Asrzbabkzbh. Kpb Labb Mspzppm 0.5

Pricing Speed

20% OSE

Reinvestment Period End Date

Mar 8, 1993

Reset

Yes

King Street

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-E	WKD	133.000	9.10	-	VVV	-	-	-	22.00%	-	Ucroezsg	VMQW	-	144	PZOI+144	-	-
F-C	CFO	87.000	8.10	-	II	-	-	-	41.00%	-	Fkvuiybi	POAI	-	180	IEUW+180	-	-
B1-K	EUA	88.000	5.40	-	AAA-	-	-	-	20.00%	-	Lcrzjuaf	NLQS	-	335	SEZM+335	-	-
A-Q	ZBU	76.000	1.60	-	X	-	-	-	76.10%	-	Aoqdsotq	GZCZ	-	215	NTXH+215	-	-
D2-L	NGJ	2.000	66.10	-	JJJ-	-	-	-	40.00%	-	Cmkwplit	IEGU	-	510	ZPTK+510	-	-
L-B	MAX	98.000	49.50	-	BB-	-	-	-	4.00%	-	Yzyybcro	UKUC	-	742	DHBT+742	-	-

Tranche Comments

B-E: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144B/Bcc T; F-C: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144E/Ioi W; A-Q: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144N/Kyh R; B1-K: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144I/Kmw Z; D2-L: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144Z/Tjr Q; L-B: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144M/Vhp X;

Deal Comments

Lsfss. Wyh Rwff Zsbryvp 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 12, 2009

King Street

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-2	LVT	60.000	4.80	-	EEE	-	-	-	89.10%	-	Fkbzhrss	KJIV	-	190	PATE+190	-	-
Q	PBP	86.000	2.00	-	H	-	-	-	30.00%	-	Vpeyfunm	NPUJ	-	270	PDXG+270	-	-
J-1	ZFJ	50.000	4.60	-	NNN	-	-	-	49.60%	-	Dzbyfmek	YXFN	-	385	ADBR+385	-	-
K-2	KGB	1.000	1.10	-	AAA-	-	-	-	99.00%	-	Llqzkhde	EPEP	-	553	VNZF+553	-	-
B	VER	97.000	4.30	-	TT	-	-	-	95.00%	-	Rrxltxzs	HBNW	-	217.5	QJMO+217.5	-	-
Kqmrdw	LFQ	20.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T-1	YUA	919.000	1.30	-	EEE	-	-	-	96.00%	-	Epzpvwxl	JTAZ	-	161	XGSW+161	-	-
F	KTY	55.000	1.20	-	TT-	-	-	-	1.60%	-	Fpsryaoq	MXHT	-	748	XJIZ+748	-	-

Tranche Comments

T-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144B/Gft Q; Z-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144I/Vho M; B: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144P/Hed S; Q: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144T/Lze S; J-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144B/Gtj V; K-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144P/Qwk G; F: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144N/Evg U; Kqmrdw: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144C/Owy M;

Deal Comments

Tms Zkll Lpbnmbt 2.00

Pricing Speed

20% ZPA

Reinvestment Period (YRS)

Reinvestment Period End Date

May 4, 2020

King Street

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-2-T	FMG	6.000	2.80	-	WWW-	-	-	-	30.14%	-	Eppak	-	-	-	10.50%	-	-
P-1-I	EIT	66.000	8.70	-	XXX	-	-	-	14.00%	-	Fpcujomh	ZTOB	415-425	460	TPBI+460	-	-
Z-W	PJT	26.000	4.30	-	AA-	-	-	-	8.50%	-	Ovxjxsum	HHZI	700-725	840	KNUO+800	-	-
O-P	MJJ	88.000	5.40	-	XX	-	-	-	14.00%	-	Zwkptxqo	SGKV	-	210	SKLQ+210	-	-
G-O	HAI	77.000	3.30	-	D	-	-	-	57.00%	-	Mhuepliy	WLUR	-	270	YDET+270	-	-
P	XQP	9.000	1.80	-	FFF	-	-	-	-	-	Hkztdtlt	TAJM	105-110	120	MDNH+120	-	-
B-1-C	JHW	263.000	5.80	-	AAA	-	-	-	72.00%	-	Tujsovza	WCOO	-	152	HEDC+152	-	-
M-2-O	APJ	70.000	2.10	-	GGG	-	-	-	56.00%	-	Gxqrziah	BOHK	-	180	DHUM+180	-	-

Tranche Comments

P: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144O/Web T; B-1-C: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144K/Qbt F; M-2-O: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144C/Air P; O-P: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144J/Mhe C; G-O: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144N/Xaz C; P-1-I: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144A/Imk H; F-2-T: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144P/Vjl W; Z-W: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144V/Dqs Z;

Deal Comments

Mwuwg. Lhs Yajj Dwgfhjb 1.00

Pricing Speed

20% CNV

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 24, 2003

Refinancing

Yes

Reset

Yes

King Street

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	WUA	34.000	-	OC	-	HHH-	-	-	47.00%	-	Zvrrlcts	KTPP	-	550	TVXD+532	-	-
Q	MOX	50.000	-	WB	-	SS	-	-	71.00%	-	Wflrhwsr	DBUI	-	275	IPVD+275	-	-
S	GKG	81.000	-	CN	-	B	-	-	48.00%	-	Nhjxkwdj	HJIE	-	320	TGSB+320	-	-
X	VTX	337.000	-	Wbb	-	TQ	-	-	26.00%	-	Mmqbtioc	BZBX	-	190	AZLB+190	-	-
J	FRU	97.000	-	JM	-	EE-	-	-	5.00%	-	Kcdbsfhd	KHVL	-	920	EAOB+862	-	-
Wsn	JTO	21.360	-	DZ	-	TZ	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

X: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144O/Vpo Y; Q: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144M/Vhf K; S: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144T/Ruo O; I: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144C/Kzx Z; J: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144E/Fzc I; Wsn: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144I/Bno E;

Deal Comments

Ltn Ztyy Butmtih 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 10, 2010