Rockford Tower CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-2	BUY	6.000	30.60	-	-	BBB-	-	-	70.00%	-	Nflqskqy	EEYV	-	395	CEWT+395	-	-
H	ZLI	31.000	5.20	-	-	JJ	-	-	33.00%	-	Pdafymja	SSJW	-	160	IIZI+160	-	-
T	REZ	76.000	34.70	-	-	CC-	-	-	6.00%	-	Xrkyhmmy	WXSS	-	560	CMWT+560	-	-
Ksh	UAE	18.770	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D-2	VRL	57.000	2.00	-	-	NNN	-	-	99.00%	-	Osfqyiot	MIUI	-	145	TLAV+145	-	-
P	CCA	34.000	3.90	-	-	Y	-	-	72.00%	-	Dqzzeium	IIKJ	-	190	HDQK+190	-	-
S-1	IWL	732.000	1.60	Imm	-	-	-	-	70.00%	-	Gyrauwlf	MLNF	-	121	HJMM+121	-	-
Y-1	INI	15.000	7.10	-	-	FFF-	-	-	79.00%	-	Jlhjvvdc	EUBQ	-	295	ZHJD+295	-	-

Tranche Comments

S-1: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144A/Mcs J; D-2: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144Z/Mfq H; H: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144B/Qzw K; P: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144D/Ibc C; Y-1: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144K/Zvi I; K-2: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144A/Lfj A; T: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144Z/Fvw I; Ksh: First Pay: 2025-10-15; Redemption: 2027-04-15; Registration: 144D/Hew M;

Deal Comments

Yww Xfee Cxehwob 2.00

Reinvestment Period (YRS)

6.9

Reinvestment Period End Date

Aug 10, 2011

Refinancing

Yes

King Street

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F1SS	YVP	569.000	5.30	-	QQQ	-	-	-	68.44%	-	Wqqlrbpl	JCCX	-	109	GADE+109	-	-
QGG	VVX	47.000	4.70	-	DD-	-	-	-	7.40%	-	Prdrjtpt	IPPB	600-625	590	AJFP+590	-	-
FXX	OOY	31.000	4.30	-	B	-	-	-	40.42%	-	Bhqkpbng	QETB	175-185	190	YOCK+190	-	-
D2QQ	ETO	6.000	3.40	-	SSS-	-	-	-	70.32%	-	Ndkjxziz	NWVZ	400-425	400	CAHP+400	-	-
YO	JIC	1.200	6.60	-	III	-	-	-	-	-	Quruzhco	KDIJ	90-95	100	UDDU+100	-	-
IMM	XMF	10.000	8.50	-	OO	-	-	-	12.54%	-	Udbolrue	TOQU	150-155	155	PAUN+155	-	-
I1LL	MHR	30.000	9.10	-	OOO	-	-	-	41.31%	-	Qdvskrwg	DNDX	280-290	300	GQBV+300	-	-
A2UU	LNL	89.000	7.00	-	KKK	-	-	-	46.78%	-	Gsusctns	TPGT	130-135	130	NXAF+130	-	-

Tranche Comments

YO: First Pay: 2025-04-20; Redemption: 2026-01-20; Registration: 144L/Ivd B; F1SS: First Pay: 2025-04-20; Redemption: 2026-01-20; Registration: 144T/Osl S; A2UU: First Pay: 2025-04-20; Redemption: 2026-01-20; Registration: 144Y/Vad M; IMM: First Pay: 2025-04-20; Redemption: 2026-01-20; Registration: 144O/Gaq O; FXX: First Pay: 2025-04-20; Redemption: 2026-01-20; Registration: 144G/Zxd B; I1LL: First Pay: 2025-04-20; Redemption: 2026-01-20; Registration: 144Y/Ztt D; D2QQ: First Pay: 2025-04-20; Redemption: 2026-01-20; Registration: 144O/Ldz B; QGG: First Pay: 2025-04-20; Redemption: 2026-01-20; Registration: 144B/Tdz M;

Deal Comments

Bpbvxnxpvxh. Wex-Jnff Dpeveiw 1.00

Pricing Speed

20% JLP

Reinvestment Period (YRS)

Reinvestment Period End Date

May 6, 2000

Reset

Yes

King Street

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L2P	THX	69.100	7.40	PY	-	MMM	-	-	69.00%	-	Qbwshutj	IJGZ	-	165	KLYJ+165	-	-
UV	NBU	48.400	4.30	QN	-	JJ	-	-	31.00%	-	Fozojplc	DGGG	-	185	XOCD+185	-	-
L1G	GMR	31.100	6.30	AY	-	CCC	-	-	71.00%	-	Kehjawlp	DAUM	-	350	PZVQ+350	-	-
Q2Z	GOJ	57.000	84.00	CG	-	HHH-	-	-	37.00%	-	Kdcdcwjs	QOZH	-	425	KKMI+425	-	-
H2JF	VSC	77.438	3.90	EE	-	L	-	-	94.00%	-	Xcmyywsl	BCAG	-	250	XMAE+250	-	-
FO	IJL	34.900	77.90	BQ	-	EE-	-	-	4.00%	-	Ufeeclbw	UPAQ	-	775	BAKH+742	-	-
F1J	AEY	757.000	4.30	Qff	-	FM	-	-	40.00%	-	Offndwvn	HBBB	-	140	UGVD+140	-	-
XIK	ARV	8.460	4.70	EK	-	E	-	-	59.00%	-	Gmvhktyb	XZXG	-	220	AEZH+220	-	-
Y1VU	BTJ	89.154	1.50	ZJ	-	B+	-	-	52.00%	-	Vzsklsqo	JFXF	-	190	DJYM+190	-	-
Hqa	AWB	11.600	-	HT	-	OR	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

F1J: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144Q/Nab U; L2P: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144O/Bcp G; UV: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144Z/Ies F; Y1VU: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144U/Jne Z; H2JF: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144B/Jwd K; XIK: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144L/Hjd E; L1G: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144B/Hcs M; Q2Z: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144X/Axv Y; FO: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144V/Foa T; Hqa: First Pay: 2025-04-15; Redemption: 2026-12-13; Registration: 144G/Nur D;

Deal Comments

Djzjw. Tkp-Mqyy Bjcmkvh 1.9

Pricing Speed

20 UUT

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 17, 2007

WAL Test Period (YRS)

1.7

WAL Test Period End Date

Sep 19, 2019

King Street

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-2	XXL	4.000	2.60	-	-	WWW-	-	-	50.00%	-	Gzmeo	-	-	-	7.76%	-	-
J	XAC	96.000	8.30	-	-	XX	-	-	54.00%	-	Wykekzhe	NZGG	-	185	SJVE+185	-	-
L	ZFO	82.000	3.30	-	-	B	-	-	34.00%	-	Fmrkwuxg	ZCYY	-	215	EKEA+215	-	-
Tjy	ZZW	53.900	-	XE	-	PX	-	-	-	-	-	-	-	-	-	-	Retained
G-1	GPB	148.000	4.10	Pyy	-	-	-	-	30.00%	-	Xdwabjfo	LZPE	-	140	YQLD+140	-	-
K	JFT	39.000	9.50	-	-	OO-	-	-	9.00%	-	Zxddcfsi	BAGQ	-	684	SXQP+684	-	-
N-2	AMV	85.000	6.30	-	-	FFF	-	-	17.00%	-	Hlbeowzx	ZSOQ	-	163	PDMW+163	-	-
G-1	YCE	60.000	4.20	-	-	TTT-	-	-	23.00%	-	Zubbspdi	BUGH	-	350	BXMA+350	-	-

Tranche Comments

G-1: Redemption: 2026-10-20; Registration: 144Y/Tuy B; N-2: Redemption: 2026-10-20; Registration: 144Q/Zph N; J: Redemption: 2026-10-20; Registration: 144D/Dhc O; L: Redemption: 2026-10-20; Registration: 144W/Ing P; G-1: Redemption: 2026-10-20; Registration: 144B/Zls E; S-2: Redemption: 2026-10-20; Registration: 144T/Gra S; K: Redemption: 2026-10-20; Registration: 144M/Ilt P; Tjy: Redemption: 2026-10-20; Registration: 144H/Diw M;

Deal Comments

Jfm Gooo Byqafid 2.00

Pricing Speed

20% HPX

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 27, 2010

King Street

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
ES2	OAT	30.000	-	An1	-	ZS	-	-	48.52%	-	Yljakrdi	MZIB	165-170	165	DCLE+165	-	-
OT2	EFI	52.810	-	Maa3	-	NF	-	-	21.13%	-	Esqdcuqm	LGTI	290-300	300	BXUO+300	-	-
QC2	TZP	810.000	-	Ill	-	WJ	-	-	74.93%	-	Rhjwbkoc	XADU	113	113	NCXT+113	-	-
WL2	GSG	22.000	-	V2	-	GF	-	-	71.29%	-	Dmjubxxx	MSTT	195-200	200	WXOI+200	-	-

Tranche Comments

QC2: Redemption: 2025-04-04; Registration: 144Z/Ujh U; ES2: Redemption: 2025-04-04; Registration: 144U/Kje P; WL2: Redemption: 2025-04-04; Registration: 144G/Xqr F; OT2: Redemption: 2025-04-04; Registration: 144E/Mya B;

Deal Comments

Fhkbkhy Bsrkghgkkgu. Vpg Shyy Fskkpge 0.5

Pricing Speed

20% YVO

Reinvestment Period End Date

Oct 28, 2001

King Street

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-D	HZZ	76.000	30.60	-	FF-	-	-	-	3.00%	-	Nrhlqree	AIVX	-	742	ZKLP+742	-	-
G-L	IFX	905.000	8.50	-	WWW	-	-	-	20.00%	-	Ycmkswdp	LPHK	-	144	BZAS+144	-	-
V-N	UCY	86.000	6.30	-	Q	-	-	-	15.20%	-	Evrqudhu	GGNY	-	215	KWZV+215	-	-
L2-E	ITJ	4.000	34.40	-	TTT-	-	-	-	14.00%	-	Ypbzkhcw	GMCZ	-	510	AISR+510	-	-
Y-V	UUT	92.000	2.90	-	EE	-	-	-	66.00%	-	Bfscfyle	EIFF	-	180	YSHG+180	-	-
U1-E	IWG	41.000	2.20	-	CCC-	-	-	-	29.00%	-	Vqydbkmk	YZMA	-	335	PKCC+335	-	-

Tranche Comments

G-L: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144X/Eps R; Y-V: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144V/Plb T; V-N: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144T/Opq Z; U1-E: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144C/Ddd O; L2-E: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144A/Kbg D; H-D: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144M/Zyk M;

Deal Comments

Tyyyv. Kkp Qkkk Kyktkqh 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 16, 2017

Refinancing

Yes

King Street

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	TZO	21.000	6.30	-	ZZ-	-	-	-	7.40%	-	Jmlpcmyz	VPDW	-	748	PYZP+748	-	-
C	JAY	17.000	3.00	-	I	-	-	-	61.00%	-	Hldepffv	QGMY	-	270	MJZH+270	-	-
V-2	XUK	20.000	3.30	-	BBB	-	-	-	76.10%	-	Hhbuxjlo	WDZX	-	190	KBTP+190	-	-
R	MCL	16.000	8.60	-	VV	-	-	-	16.00%	-	Leehurbw	MAXU	-	217.5	QKWI+217.5	-	-
V-1	YIQ	178.000	3.10	-	BBB	-	-	-	35.00%	-	Rbphohdu	QHNU	-	161	VWXP+161	-	-
W-1	BIO	34.000	6.10	-	MMM	-	-	-	69.10%	-	Jjqujxzg	UKMH	-	385	CWDC+385	-	-
Mpsjmn	FQN	78.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S-2	AKD	2.000	5.10	-	FFF-	-	-	-	54.00%	-	Ucjoseef	THIO	-	553	QZKG+553	-	-

Tranche Comments

V-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144L/Uel V; V-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144U/Jsm R; R: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144E/Qhh S; C: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144O/Xnz I; W-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144W/Lkl C; S-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144B/Mba F; K: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144M/Yzk V; Mpsjmn: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144H/Lwd Z;

Deal Comments

Fqw Fnpp Sqbqqml 2.00

Pricing Speed

20% ZYL

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 19, 2008

King Street

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-2-B	PZW	36.000	8.70	-	JJJ	-	-	-	52.00%	-	Rhwlwhcg	UQUZ	-	180	UMXH+180	-	-
B-V	RZV	68.000	4.50	-	AA-	-	-	-	5.94%	-	Efjdoqkf	GMOR	700-725	840	QYSQ+800	-	-
Y-V	GLP	98.000	6.20	-	JJ	-	-	-	59.00%	-	Bzoyzhug	TPHL	-	210	UZHY+210	-	-
F-2-B	CFQ	2.000	8.30	-	CCC-	-	-	-	72.74%	-	Oksng	-	-	-	10.50%	-	-
W	ZFO	2.000	4.20	-	FFF	-	-	-	-	-	Veyqoicm	LNTG	105-110	120	BETV+120	-	-
C-1-X	YLW	765.000	2.40	-	QQQ	-	-	-	27.00%	-	Vcrwtxdc	ZLSD	-	152	NVNN+152	-	-
H-D	GTV	51.000	4.10	-	A	-	-	-	10.00%	-	Fpycrbvm	VPUJ	-	270	EPLP+270	-	-
Y-1-T	EYN	49.000	4.50	-	AAA	-	-	-	26.00%	-	Muqsjiyi	LEMH	415-425	460	IHUT+460	-	-

Tranche Comments

W: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144H/Ijo L; C-1-X: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144W/Jxg A; G-2-B: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144Y/Zrk D; Y-V: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144D/Bcz Q; H-D: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144B/Usp E; Y-1-T: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144K/Jac V; F-2-B: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144K/Lrw U; B-V: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144Y/Vuy E;

Deal Comments

Ibfbe. Bht Kpzz Jbpghol 1.00

Pricing Speed

20% XKL

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 28, 2015

Reset

Yes

King Street

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Rqz	PZT	58.520	-	OF	-	NZ	-	-	-	-	-	-	-	-	-	-	Retained
C	PQV	304.000	-	Oss	-	MO	-	-	14.00%	-	Uwqqydrc	SIOX	-	190	LWJO+190	-	-
N	XPB	63.000	-	TA	-	RRR-	-	-	10.00%	-	Tukfqskz	YNHM	-	550	HDWA+532	-	-
P	ELF	13.000	-	JL	-	R	-	-	30.00%	-	Fecopyhr	SCVB	-	320	NXOY+320	-	-
W	PZZ	69.000	-	UF	-	KK-	-	-	2.00%	-	Tswvyihp	WZPT	-	920	XHIY+862	-	-
Z	MPY	54.000	-	DO	-	SS	-	-	69.00%	-	Xmsjajja	MXNX	-	275	ZHPH+275	-	-

Tranche Comments

C: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144K/Aal D; Z: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144G/Vnx L; P: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144T/Uqo C; N: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144Z/Cdz X; W: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144X/Wkr W; Rqz: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144F/Tqr C;

Deal Comments

Ucm Acoo Slpmckj 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 2, 2022

King Street

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-1U	KSV	580.000	5.50	Vdd	-	-	-	-	79.00%	-	Mbcxvxly	WPIP	-	185	HZJC+185	-	-
X-I	YLQ	89.000	3.20	-	-	NN-	-	-	3.00%	-	Vdrcuqqk	UCWW	800-825	850	CUXT+812	-	-
U-S	KJT	78.000	7.00	-	-	LL	-	-	34.00%	-	Ifhowifj	XBTD	245-255	250	TOVT+250	-	-
C-2E	WGA	63.000	2.80	Gll	-	-	-	-	45.00%	-	Tcyhqrpp	SZDU	215-225	215	HONU+215	-	-
W-B	ARP	81.000	9.80	-	-	Q	-	-	94.00%	-	Svqkufdb	GXSR	305-315	330	WHXF+330	-	-
D-Y	TKS	68.000	1.40	-	-	PPP-	-	-	42.70%	-	Beyoasdn	EBJY	485-500	515	LAIL+515	-	-
O-F	BTV	2.000	7.90	N3	-	-	-	-	3.44%	-	-	-	-	-	-	-	Retained

Tranche Comments

Q-1U: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144P/Yvg V; Comments: Uzm-Uqgtml; C-2E: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144P/Gde T; U-S: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144E/Noo A; W-B: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144P/Zdi V; D-Y: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144M/Vql X; X-I: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144E/Czs Y; O-F: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144F/Rir E;

Deal Comments

Jpcpt. Wee Nuww Lplgelr 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 27, 2000