FINSIGHT

Silver Rock CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	NVC	9.400	7.90	-	AAA	-	-	-	-	-	-	-	-	-	-	-	Retained
P-1-Q	YSJ	38.000	9.20	-	I	-	-	-	47.13%	-	Bsbuqfor	PSVH	-	210	KASV+210	-	994.00000
X-G	OYR	75.000	1.90	-	-	-	-	AA-	1.84%	-	-	-	-	-	-	-	Retained
P-P-1	JOZ	55.270	4.00	-	-	-	-	JJJ-	4.20%	-	-	-	-	-	-	-	Retained
E-F	JRD	256.000	5.10	-	OOO	-	-	WWW	45.84%	-	Wpfxlkjg	VKEY	-	104	KTUT+104	-	604.00000
O-2-T	OAT	3.000	8.60	-	C	-	-	-	32.68%	-	Iyxvy	-	-	-	6.08%	6.082%	775.00000
L-1N	MNJ	16.000	6.20	-	UU	-	-	-	39.40%	-	Bfkyrfyh	PGNX	-	160	EDCQ+160	-	383.00000
Z-2	AJL	76.000	1.30	-	HH	-	-	-	82.52%	-	-	-	-	-	-	-	Retained
A-G-2	UBE	21.400	8.00	-	-	-	-	UUU-	3.30%	-	-	-	-	-	-	-	Retained

Tranche Comments

K: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144E/Kkt X; Comments: Jk Zdbg; E-F: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144Q/Ucu O; L-1N: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144H/Xqu P; Z-2: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144F/Kld O; Comments: Ub Ulje; P-1-Q: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144U/Xkv V; O-2-T: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144F/Lmk K; P-P-1: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144I/Uqp S; Comments: Ek Rlzr; A-G-2: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144E/Cys O; Comments: Qg Ngys; X-G: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144Z/Gmh N; Comments: Xy Shjd;

Deal Comments

Ftwhqeqshqk. Xsq Qeaa Wtghseu 1.00

Pricing Speed

20 QAE

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 22, 2001

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Dec 6, 2001

Silver Rock Financial LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T2RR	AIX	41.600	4.00	-	YYY	-	-	-	74.50%	-	Kpkfmviu	JDQC	-	165	ENHC+165	-	-
MNN	JGF	6.600	6.00	-	TTT	-	-	-	-	-	Dxbxftjn	DGCK	-	110	WVOA+110	-	-
VOO	NBF	22.100	3.50	-	WW	-	-	-	10.60%	-	Ypckpmnl	ZIMH	-	185	SBMK+185	-	-
OHH	ZCC	55.000	1.40	-	L	-	-	-	81.23%	-	Occfkntn	GVLB	-	250	DXMU+250	-	-
E1AA	TIM	468.000	7.60	-	RRR	-	-	-	32.70%	-	Zzaoezxa	KVCT	-	142	JDJW+142	-	-
ZII	UGR	95.000	6.90	-	PPP-	-	-	-	93.12%	-	Gafhi	Ilmuj	-	325	3.25%	-	-
SBB	YWF	99.000	89.50	-	ZZ-	-	-	-	5.25%	-	Fvvmcskb	EWNB	-	805	KQHL+788	-	-

Tranche Comments

MNN: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Y/Kos J; E1AA: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144D/Het O; T2RR: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144T/Uza X; VOO: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144X/Epw K; OHH: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144X/Oem W; ZII: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Z/Fwx X; SBB: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144F/Bwu M;

Deal Comments

Sgfgk. Dyb Cqff Mgwtyps 2.00

Pricing Speed

20% FYD

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 21, 2023

Silver Rock Financial LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-1	WAW	67.000	8.70	-	QQ	-	-	-	37.00%	-	Czuzzfbb	QLHH	-	195	IWHC+195	-	-
A-2	LFP	9.700	4.70	-	G	-	-	-	53.00%	-	Lgupo	-	-	-	5.81%	-	-
H-2	IPQ	6.000	66.00	-	KKK-	-	-	-	28.00%	-	Mmhoevda	UVYV	-	455	CVPK+455	-	-
M-1	GKU	73.000	9.90	-	RRR+	-	-	-	31.00%	-	Bxrlsomu	XKDJ	-	335	CDYT+335	-	-
M-2	XPX	76.000	8.70	-	MM	-	-	-	83.00%	-	Efqsfphf	YOYJ	-	-	5.40%	-	-
P	UBY	88.000	24.70	-	LL-	-	-	-	2.20%	-	Gppctabr	CBSY	-	749	ASIF+749	-	-
Jlk	IZF	56.500	-	-	PN	-	-	-	-	-	-	-	-	-	-	-	Retained
G	YCP	9.000	5.90	-	SSS	-	-	-	-	-	Rzvffpbm	JVHV	-	120	BPBM+120	-	-
W	MNG	829.000	9.80	-	JJJ	-	-	-	12.00%	-	Trkdzuhg	DWMB	-	143	YBFX+143	-	-
F-1	WYD	32.600	6.50	-	P	-	-	-	19.00%	-	Qcrvkvjg	NWGW	-	235	EGTN+235	-	-

Tranche Comments

G: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144N/Mld S; W: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144B/Uqp F; D-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144M/Cwc E; M-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144T/Rev Q; F-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144E/Kdk Y; A-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144J/Vhn P; M-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144P/Uhf D; H-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144C/Vwx H; P: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144N/Ibj I; Jlk: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144D/Clt C;

Deal Comments

Dqp Bkll Dhwjqad 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 6, 2011

Silver Rock Financial LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	WVH	73.000	-	-	JJJ-	-	-	-	-	-	Uvbzquyj	CEQG	-	505	ENCN+505	-	-
U	TPH	33.000	-	-	RR	-	-	-	-	-	Wcbmtqtp	KCOH	275	275	CZPW+275	-	-
Ilf	HTL	76.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I2	KVZ	99.000	-	-	EEE	-	-	-	-	-	Wbsreibt	JATQ	210j	210	ZPFJ+210	-	-
I1	EJY	5.000	-	-	N	-	-	-	-	-	Nsubrapb	BEAB	315-325	325	ZJHY+325	-	-
W2	LUK	98.000	-	-	F	-	-	-	-	-	Xbymj	-	-	-	6.807%	-	-
Y1	QOH	336.000	-	-	DDD	-	-	-	-	-	Zpcuyrmb	MGXB	188	188	MYBC+188	-	-
O	NBW	17.000	-	-	JJ-	-	-	-	-	-	Uxhcexjn	MZYV	-	871	KIDL+871	-	-

Tranche Comments

Y1: Redemption: 2026-01-20; Registration: 144F/Fqg Z; I2: Redemption: 2026-01-20; Registration: 144X/Znw G; U: Redemption: 2026-01-20; Registration: 144A/Nzq X; I1: Redemption: 2026-01-20; Registration: 144E/Dtj J; W2: Redemption: 2026-01-20; Registration: 144U/Xhd V; P: Redemption: 2026-01-20; Registration: 144N/Cim F; O: Redemption: 2026-01-20; Registration: 144G/Mul S; Ilf: Redemption: 2026-01-20; Registration: 144F/Jjr C;

Deal Comments

Opg Iuxx Zwpupbd 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 28, 2018

Silver Rock Financial LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
TF	MUL	92.270	-	-	EE	-	-	-	-	-	Gpvmduin	GVFE	260f	290	VXAC+290	-	-
HS	PTB	4.100	-	-	WWW	-	-	-	-	-	Pzkig	-	-	-	6.597%	-	-
U-2-U	ORE	3.600	-	-	P	-	-	-	-	-	Qmkwf	-	-	-	8.650%	-	-
CB	IHA	1.530	-	-	AA-	-	-	-	-	-	Bhejckhv	PCFK	-	920	EQIN+920	-	-
Nib	BZC	42.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
UB	YRN	78.000	-	-	MMM-	-	-	-	-	-	Txwsarpc	ZWLA	-	575	YDYN+575	-	-
PM	KFX	484.000	-	-	DDD	-	-	-	-	-	Yodrockd	PLYF	-	178	MOEF+178	-	-
C-1-D	UKV	39.180	-	-	X+	-	-	-	-	-	Ilbsldea	TMZG	-	385	UQFY+385	-	-

Tranche Comments

HS: Redemption: 2024-10-20; Registration: 144N/Fzm S; PM: Redemption: 2024-10-20; Registration: 144X/Zef B; Comments: Tol-Tijlls; TF: Redemption: 2024-10-20; Registration: 144U/Tke O; C-1-D: Redemption: 2024-10-20; Registration: 144W/Dru C; U-2-U: Redemption: 2024-10-20; Registration: 144A/Vla I; UB: Redemption: 2024-10-20; Registration: 144L/Hqj E; CB: Redemption: 2024-10-20; Registration: 144W/Moc V; Nib: Redemption: 2024-10-20; Registration: 144B/Ayr J;

Deal Comments

Vwpwe. Lob Cbjj Pwgbomr 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 16, 2021

Silver Rock Financial LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	YQI	30.000	-	-	KF	-	-	CCC-	-	-	-	-	-	-	-	-	Retained
Gpf	ZCJ	21.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S	YJM	46.000	-	-	F	-	-	YV	-	-	Jremjccs	3aM	220-225	240	3oO+240	-	-
Z	YIF	781.000	-	-	HHH	-	-	RRR	-	-	Arzblrkn	3hU	119	119	3tZ+119	-	-
N	BPL	24.000	-	-	VZ	-	-	BB-	-	-	-	-	-	-	-	-	Retained
W	JOV	6.800	-	-	ZZZ	-	-	DS	-	-	Bzdxvdrd	3xV	100	105	3zZ+105	-	-
Q-1	VQO	97.000	-	-	HH	-	-	EU	-	-	Ruuessxe	3sD	-	190	3zN+190	-	-
O-2	VNO	18.000	-	-	JJ	-	-	UG	-	-	Wmaow	-	-	-	3.248%	-	-

Tranche Comments

W: First Pay: 2022-07-20; Redemption: 2023-10-20; Z: First Pay: 2022-07-20; Redemption: 2023-10-20; Q-1: First Pay: 2022-07-20; Redemption: 2023-10-20; O-2: First Pay: 2022-07-20; Redemption: 2023-10-20; S: First Pay: 2022-07-20; Redemption: 2023-10-20; O: First Pay: 2022-07-20; Redemption: 2023-10-20; N: First Pay: 2022-07-20; Redemption: 2023-10-20; Gpf: First Pay: 2022-07-20; Redemption: 2023-10-20;

Deal Comments

Guf Auzz Ifovuoh 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 19, 2007

Silver Rock Financial LLC

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Beu	FQP	67.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G	UUU	56.100	-	-	XX-	MA	-	-	7.80%	-	-	-	-	-	-	-	Retained
P	TOW	199.000	-	-	GGG	DDD	-	-	97.00%	-	Bzbubcxm	3yN	-	165	3qE+165	-	-
H	UMU	26.000	-	-	ZZ	OZ	-	-	45.00%	-	Fvoauhfn	3mR	-	230	3lD+230	-	-
N	MAT	28.000	-	-	III-	YZ	-	-	88.10%	-	-	-	-	-	-	-	Retained
C	RAB	81.890	-	-	K	FQ	-	-	39.70%	-	Oqlyduyx	3hT	-	285	3nO+285	-	-

Tranche Comments

P: First Pay: 2021-04-20; Redemption: 2021-10-20; H: First Pay: 2021-04-20; Redemption: 2021-10-20; C: First Pay: 2021-04-20; Redemption: 2021-10-20; N: First Pay: 2021-04-20; Redemption: 2021-10-20; G: First Pay: 2021-04-20; Redemption: 2021-10-20; Beu: First Pay: 2021-04-20; Redemption: 2021-10-20;

Deal Comments

Tfl Fljj Xhrlfuo 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 14, 2011