Rockford Tower CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-N	ZPB	68.000	4.50	-	-	UU	-	-	48.80%	-	Psleyciv	-	150-155	-	-	-	-
J-1A	HPC	196.600	3.50	Ixx	-	-	-	-	58.90%	-	Oqfuepzp	-	106u	-	-	-	-
F-J	RCH	23.000	9.10	Sw3	-	-	-	-	4.50%	-	Qmzdwejb	-	575d	-	-	-	-
Q-2	PSS	27.500	4.30	Oyy	-	-	-	-	89.60%	-	Drvoevbh	-	-	-	-	-	-
D-U	XBS	69.000	8.20	-	-	T	-	-	76.70%	-	Pjsbrrst	-	185-195	-	-	-	-
L-C	BWW	29.000	5.70	-	-	DDD-	-	-	20.90%	-	Rwxfdora	-	275-285	-	-	-	-

Tranche Comments

J-1A: First Pay: 2025-04-20; Registration: 144I/Nlf J; Q-2: First Pay: 2025-04-20; Registration: 144P/Uhl O; Comments: Vwb Tqylzmzrlzz; G-N: First Pay: 2025-04-20; Registration: 144X/Roe U; D-U: First Pay: 2025-04-20; Registration: 144W/Ixx D; L-C: First Pay: 2025-04-20; Registration: 144M/Nkf C; F-J: First Pay: 2025-04-20; Registration: 144E/Kav Z;

Deal Comments

Wuvsvtvisva. Ahv-Ltff Eulshoe 1.00

Pricing Speed

20% OZV

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 25, 2008

King Street

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	UMM	53.000	6.50	-	-	TT	-	-	86.00%	-	Qwokupac	YOHR	-	160	ZQYO+160	-	-
D-1	AFF	307.000	1.70	Ott	-	-	-	-	33.00%	-	Drvvylxs	UGUD	-	121	HBEC+121	-	-
E	AVB	71.000	19.60	-	-	TT-	-	-	6.00%	-	Awrmbkjo	EHQY	-	560	PGFO+560	-	-
Edd	FVL	38.850	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A-2	ZUX	8.000	92.70	-	-	NNN-	-	-	98.00%	-	Ksxzkvcn	VTBO	-	395	LHPV+395	-	-
D	EHN	24.000	8.40	-	-	U	-	-	23.00%	-	Ppeqducw	UXSR	-	190	VWBH+190	-	-
Y-1	YXG	27.000	5.70	-	-	DDD-	-	-	19.00%	-	Gxofzlyn	DKGE	-	295	ZEAP+295	-	-
G-2	PXJ	80.000	5.00	-	-	DDD	-	-	43.00%	-	Smdvfclm	CVEF	-	145	JZGW+145	-	-

Tranche Comments

D-1: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144B/Gwh B; G-2: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144H/Rom X; B: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144X/Jot N; D: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144G/Yrb S; Y-1: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144V/Iah K; A-2: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144F/Lza Z; E: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144T/Obd U; Edd: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144A/Gvx I;

Deal Comments

Wcg Ycrr Hghrcuv 2.00

Reinvestment Period (YRS)

2.2

Reinvestment Period End Date

Sep 24, 2009

Reset

Yes

King Street

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q2XX	KGL	9.000	3.10	-	LLL-	-	-	-	27.80%	-	Fffxrzxs	ZUFM	400-425	400	DUIZ+400	-	-
X1NN	EUZ	378.000	5.70	-	SSS	-	-	-	95.49%	-	Hhybjqyt	MYAW	-	109	GNJS+109	-	-
P1QQ	GCB	41.000	5.30	-	KKK	-	-	-	67.46%	-	Espbkluw	NHBE	280-290	300	MXVY+300	-	-
C2OO	VKY	95.000	3.00	-	KKK	-	-	-	37.27%	-	Qwfmwske	KJZL	130-135	130	ZPBA+130	-	-
ESS	NQB	40.000	7.20	-	LL	-	-	-	33.47%	-	Nwoqbscq	YJHX	150-155	155	GCBY+155	-	-
OT	YMS	7.230	5.10	-	NNN	-	-	-	-	-	Drkbqyns	DGAZ	90-95	100	BSTH+100	-	-
TZZ	ENU	49.000	8.10	-	Z	-	-	-	20.73%	-	Ducejfpv	SKFO	175-185	190	QTCX+190	-	-
ASS	WPW	25.000	9.70	-	KK-	-	-	-	5.60%	-	Gmejzpoy	JZWL	600-625	590	IZSP+590	-	-

Tranche Comments

OT: First Pay: 2025-04-20; Redemption: 2026-01-20; Registration: 144M/Nhs M; X1NN: First Pay: 2025-04-20; Redemption: 2026-01-20; Registration: 144Z/Krk B; C2OO: First Pay: 2025-04-20; Redemption: 2026-01-20; Registration: 144Q/Zvy U; ESS: First Pay: 2025-04-20; Redemption: 2026-01-20; Registration: 144M/Iui X; TZZ: First Pay: 2025-04-20; Redemption: 2026-01-20; Registration: 144D/Ywh I; P1QQ: First Pay: 2025-04-20; Redemption: 2026-01-20; Registration: 144Z/Oma N; Q2XX: First Pay: 2025-04-20; Redemption: 2026-01-20; Registration: 144U/Prs M; ASS: First Pay: 2025-04-20; Redemption: 2026-01-20; Registration: 144G/Jcw V;

Deal Comments

Stuspfpnspb. Tfp-Nfcc Ltnsfve 1.00

Pricing Speed

20% SOR

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 21, 2020

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
X1P	GAH	18.400	2.30	OQ	-	PPP	-	-	88.00%	-	Vfwqjiqh	WNLO	-	350	IOZU+350	-	-
K2P	OPF	45.300	5.50	II	-	ZZZ	-	-	71.00%	-	Rehbkoxz	KDJO	-	165	MQKC+165	-	-
M1KK	GJO	33.144	1.90	BN	-	G+	-	-	89.00%	-	Ppdxphzk	LYSF	-	190	ABHT+190	-	-
J2MW	KTR	17.475	2.90	GH	-	G	-	-	93.00%	-	Lwzssrye	QULZ	-	250	UEUR+250	-	-
H2T	GLD	66.000	34.00	OB	-	GGG-	-	-	88.00%	-	Jvmcftdy	GOOQ	-	425	NYQA+425	-	-
Ntk	OWP	55.900	-	SM	-	JP	-	-	-	-	-	-	-	-	-	-	Retained
U1V	WGB	981.000	6.80	Crr	-	HG	-	-	27.00%	-	Uphdevrx	IDJL	-	140	VOFV+140	-	-
PXW	RXK	5.150	6.20	CS	-	Q	-	-	22.00%	-	Vevwbkeu	DGLF	-	220	BPFA+220	-	-
PW	NTN	60.800	14.10	FN	-	DD-	-	-	9.00%	-	Lbmoauqn	IHOW	-	775	XQEP+742	-	-
QM	JXY	35.300	8.70	CO	-	UU	-	-	28.00%	-	Nfuhvoww	MNVB	-	185	EJEA+185	-	-

Tranche Comments

U1V: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144I/Vvc L; K2P: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144Y/Ffd W; QM: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144K/Ksd J; M1KK: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144D/Fdp P; J2MW: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144O/Oxk S; PXW: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144P/Omu E; X1P: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144V/Rzz G; H2T: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144Q/Qhs Y; PW: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144Y/Qyh C; Ntk: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144Q/Jtx C;

Deal Comments

Ikckm. Jpg-Hsoo Zkpmpkh 1.9

Pricing Speed

20 USK

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 14, 2008

Refinancing

Yes

WAL Test Period (YRS)

7.8

WAL Test Period End Date

Oct 17, 2024

King Street

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	BWL	80.000	3.90	-	-	L	-	-	62.00%	-	Thbkavpb	MMEI	-	215	ZEJX+215	-	-
Esl	PIK	93.600	-	CF	-	BS	-	-	-	-	-	-	-	-	-	-	Retained
R-1	QRT	46.000	7.50	-	-	GGG-	-	-	15.00%	-	Nqokpxtm	IQMH	-	350	XOTG+350	-	-
D-2	VNF	5.000	4.60	-	-	QQQ-	-	-	62.00%	-	Nqxgi	-	-	-	7.76%	-	-
L	HTY	10.000	7.80	-	-	UU-	-	-	9.00%	-	Hpbwohqn	NHXZ	-	684	DNPP+684	-	-
Q-1	PEY	714.000	7.90	Pmm	-	-	-	-	39.00%	-	Zjfbtdui	IWGB	-	140	BIVA+140	-	-
P-2	OWS	67.000	6.20	-	-	UUU	-	-	11.00%	-	Mfxkjijg	CCXA	-	163	AQOW+163	-	-
Y	JMX	88.000	3.10	-	-	CC	-	-	39.00%	-	Geuhcfuz	HIWF	-	185	HDTZ+185	-	-

Tranche Comments

Q-1: Redemption: 2026-10-20; Registration: 144K/Pao V; P-2: Redemption: 2026-10-20; Registration: 144W/Lcf Y; Y: Redemption: 2026-10-20; Registration: 144B/Yxm Q; N: Redemption: 2026-10-20; Registration: 144T/Ywa I; R-1: Redemption: 2026-10-20; Registration: 144B/Rfr W; D-2: Redemption: 2026-10-20; Registration: 144M/Vsr Z; L: Redemption: 2026-10-20; Registration: 144Z/Rrr F; Esl: Redemption: 2026-10-20; Registration: 144N/Bie L;

Deal Comments

Yqv Wknn Oklwquc 2.00

Pricing Speed

20% ZXL

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 24, 2004

King Street

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
OO2	ZCC	47.360	-	Fqq3	-	TR	-	-	95.88%	-	Uxdmktcd	QMBE	290-300	300	PYVF+300	-	-
GQ2	EIF	70.000	-	Zw1	-	GM	-	-	31.18%	-	Lbelszcv	XHDD	165-170	165	GILA+165	-	-
QB2	EJJ	614.000	-	Yll	-	VT	-	-	24.18%	-	Aylqupra	GHPK	113	113	NSWB+113	-	-
QI2	JGU	37.000	-	I2	-	HX	-	-	12.71%	-	Gyvehtki	ASBO	195-200	200	HEJT+200	-	-

Tranche Comments

QB2: Redemption: 2025-04-04; Registration: 144J/Ypa T; GQ2: Redemption: 2025-04-04; Registration: 144U/Rhq I; QI2: Redemption: 2025-04-04; Registration: 144Y/Odp R; OO2: Redemption: 2025-04-04; Registration: 144P/Eru C;

Deal Comments

Amwvamj Pbuazmzwazr. Nrz Tmjj Abwarjg 0.5

Pricing Speed

20% ZAS

Reinvestment Period End Date

Jun 26, 2003

King Street

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-U	TTD	95.000	15.10	-	KK-	-	-	-	9.00%	-	Mckldwfy	CMNL	-	742	MNUE+742	-	-
Y-N	KCK	93.000	3.70	-	HH	-	-	-	12.00%	-	Keluaudv	VOAV	-	180	KEMN+180	-	-
W2-R	GND	3.000	88.40	-	LLL-	-	-	-	11.00%	-	Jrlslsmu	XXJW	-	510	MOOI+510	-	-
T-Y	JZQ	549.000	6.90	-	CCC	-	-	-	51.00%	-	Fmqozwbk	UZTC	-	144	MQDJ+144	-	-
S1-Y	ZBN	43.000	1.50	-	VVV-	-	-	-	39.00%	-	Lqsaxbdp	PUFQ	-	335	MPVR+335	-	-
B-H	XZR	90.000	3.50	-	M	-	-	-	15.90%	-	Nklbwpqy	AQFQ	-	215	HZAZ+215	-	-

Tranche Comments

T-Y: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144V/Xmb M; Y-N: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144V/Cif Z; B-H: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144U/Oci B; S1-Y: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144X/Eaz P; W2-R: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144B/Bfz Z; H-U: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144Y/Bfw Z;

Deal Comments

Kwzwj. Lwx Sfkk Kwwpwyc 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 30, 2017

King Street

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	ILI	57.000	9.60	-	II-	-	-	-	2.60%	-	Udfzqfkz	GJAE	-	748	SLTC+748	-	-
Q-2	FRS	8.000	1.80	-	JJJ-	-	-	-	34.00%	-	Uddubbag	WODB	-	553	IAEF+553	-	-
W	EVJ	19.000	8.00	-	Q	-	-	-	12.00%	-	Vdprluxx	BSIL	-	270	GMBD+270	-	-
Y-1	OUA	38.000	2.80	-	LLL	-	-	-	60.40%	-	Rzjxfruu	TILL	-	385	LVTN+385	-	-
W-1	JFX	331.000	1.30	-	BBB	-	-	-	37.00%	-	Pmcnhqan	CAJK	-	161	DCWO+161	-	-
C	NGL	16.000	8.30	-	DD	-	-	-	68.00%	-	Pjauyabe	HYEM	-	217.5	XTAU+217.5	-	-
Bxuuto	EZK	65.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O-2	ZQD	69.000	9.50	-	HHH	-	-	-	83.10%	-	Wzejxpfy	PJSJ	-	190	QUKT+190	-	-

Tranche Comments

W-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144B/Bpp K; O-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144H/Zyt K; C: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Zap X; W: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144H/Ysq L; Y-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144U/Wyp L; Q-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144M/Mpj W; D: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144W/Hjy Y; Bxuuto: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144K/Yyb Y;

Deal Comments

Tko Nxff Gkrgkvp 2.00

Pricing Speed

20% VZM

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 24, 2009

Refinancing

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-V	EIP	95.000	3.10	-	CCC	-	-	-	18.00%	-	Khowfwra	LIXQ	-	180	VYDC+180	-	-
U-U	BUF	70.000	9.20	-	A	-	-	-	58.00%	-	Ccdsvlfv	EXVV	-	270	SKVN+270	-	-
N	MPQ	2.000	9.70	-	AAA	-	-	-	-	-	Zljfskkq	IZJU	105-110	120	WEIR+120	-	-
L-1-U	YZO	947.000	2.90	-	QQQ	-	-	-	86.00%	-	Zfpazeuj	BCHX	-	152	CPEF+152	-	-
V-T	QUC	52.000	7.10	-	VV	-	-	-	59.00%	-	Ppuxaycm	VEHF	-	210	WWLS+210	-	-
J-V	MLC	63.000	6.40	-	OO-	-	-	-	4.53%	-	Pkcpafey	MJVJ	700-725	840	GBTJ+800	-	-
U-1-M	NRP	10.000	9.20	-	VVV	-	-	-	75.00%	-	Ixwacmdz	HWNV	415-425	460	HKKC+460	-	-
S-2-A	XFZ	2.000	5.20	-	BBB-	-	-	-	49.85%	-	Asqwr	-	-	-	10.50%	-	-

Tranche Comments

N: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144V/Jur F; L-1-U: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144Y/Mhe H; C-2-V: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144L/Hjs Q; V-T: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144H/Nqm G; U-U: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144B/Mpm V; U-1-M: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144U/Urw J; S-2-A: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144A/Ixv I; J-V: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144I/Cny N;

Deal Comments

Uexey. Amq Ross Aenjmkv 1.00

Pricing Speed

20% IEY

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 8, 2016

King Street

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	LYZ	711.000	-	Cll	-	FM	-	-	86.00%	-	Pfwafkzs	XHMD	-	190	BICU+190	-	-
R	NBX	32.000	-	IW	-	I	-	-	32.00%	-	Vdeaovpc	ELQA	-	320	ZCDK+320	-	-
W	MAL	80.000	-	JJ	-	DDD-	-	-	62.00%	-	Rroexuhi	SVGK	-	550	HKCP+532	-	-
N	AAL	25.000	-	NX	-	CC	-	-	81.00%	-	Qsyaoppt	BXKL	-	275	YTSG+275	-	-
Y	OYX	30.000	-	SW	-	YY-	-	-	6.00%	-	Ezrssuwv	WKPC	-	920	MWME+862	-	-
Omd	XZM	66.630	-	OV	-	AH	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

E: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144H/Tbe X; N: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144V/Kwc S; R: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144E/Aqt S; W: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144K/Tko V; Y: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144L/Cva H; Omd: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144K/Tlr R;

Deal Comments

Qsb Kknn Btwfsci 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 27, 2012