Silver Spring CLO (SLVS) 1

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
NBJS1.600-O2------Elpwyubf3nY--3lP+775--
F-2CXF40.500-K2------Ryipj---0.055%--
UQQK13.500-Paa3------Ledeskwx3jG--3wA+435--
WFRZ83.200-Ou3------Pzpwcqmn3fJ--3zE+650--
TmgvzaNLF31.700---------------
ZILO525.000-Uqq-HHH----Liweamih3bR--3jH+151--
E-1RZQ92.600-Jk2------Gybbyzqr3mP--3rG+230--
R-2LCD88.000-Fj2------Hsthh---0.044%--
K-1MVK17.000-J2------Gpkfsadj3aA--3wR+325--
Tranche Comments
Z: Registration: 144D/Nlq G; E-1: Registration: 144B/Oud F; R-2: Registration: 144W/Ubi G; K-1: Registration: 144M/Vau P; F-2: Registration: 144G/Pdn L; U: Registration: 144O/Wst J; W: Registration: 144L/Bra S; Tmgvza: Registration: 144Z/Gzg J; N: Registration: 144I/Oqc X;

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