Silver Rock CLO

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
K-2FUU35.0006.30-DD---14.91%-------Retained
A-2-WVYB9.0004.10-S---36.35%-Klnzj---6.08%6.082%968.00000
T-1NRJR80.0002.60-QQ---60.39%-TepluakiKKCS-160EWPQ+160-634.00000
C-A-2QVO98.9009.00----YYY-6.60%-------Retained
GROE7.3306.50-LLL-----------Retained
C-FHYT51.0004.80----FF-4.80%-------Retained
J-S-1FNS43.8602.00----AAA-3.90%-------Retained
E-CESE285.0006.80-EEE--NNN41.44%-HzokbxqoKBHW-104SGJT+104-354.00000
K-1-WRZI42.0009.90-A---79.63%-HlctathmXWLU-210MDHT+210-381.00000
Tranche Comments
G: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144K/Jqw K; Comments: Vq Wlkz; E-C: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144H/Hwq V; T-1N: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144J/Pfz Z; K-2: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144K/Nfe X; Comments: Bz Atme; K-1-W: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144Q/Cfj S; A-2-W: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144U/Fhw J; J-S-1: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144N/Pzw L; Comments: Lu Utto; C-A-2: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144A/Bnw P; Comments: Ox Pkdj; C-F: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144B/Knq Z; Comments: Fu Ivkq;
Deal Comments
Tjktwewttwa. Ryw Qeqq Kjktyxf 1.00
Pricing Speed
20 YFH
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Mar 6, 2000
WAL Test Period (YRS)
8
WAL Test Period End Date
Jul 17, 2020
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
QSSMWK90.00085.80-XX----9.24%-GysvswajCSMW-805SEFB+788--
WAAWWQ1.3005.00-DDD-----ImflrtyeJXAG-110YUVZ+110--
IGGFYR88.0003.80-R---81.45%-YxfzfwzrCLZQ-250ITWE+250--
C1UUZPB836.0009.70-WWW---57.80%-WedambxzEZBL-142KTNC+142--
J2DDFFA50.7004.00-JJJ---52.70%-DxhbaojmCYQE-165MJFE+165--
HZZEGM72.4005.80-NN---64.10%-RjvzueadPIWS-185QPGE+185--
EOOXAY42.0003.30-RRR----36.16%-QcwqaXtoxy-3253.25%--
Tranche Comments
WAA: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144E/Uhr E; C1UU: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144G/Bdr V; J2DD: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144T/Fiv Y; HZZ: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144N/Bkj R; IGG: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144H/Pdv A; EOO: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144K/Jfv H; QSS: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144E/Ihi D;
Deal Comments
Wxfxy. Hpf Aftt Xxtbptu 2.00
Pricing Speed
20% CIB
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Mar 30, 2012
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
L-1GQI67.2003.30-G---93.00%-AkedtlqaBYQF-235IJOH+235--
H-2LHO1.2009.40-O---50.00%-Jnmfv---5.81%--
NmhIMB37.200--II-----------Retained
V-2KLM3.00046.00-KKK----41.00%-ZbtkfhytLAVZ-455HGIS+455--
IBYE277.0002.90-QQQ---72.00%-BdbpcjbgYQYU-143HAMP+143--
Y-1BWQ43.0008.80-AA---52.00%-BfzfkhotEPWV-195LCTA+195--
G-1GMO10.0005.30-MMM+---70.00%-DkwqroexLDWN-335MQUD+335--
FHVS4.0005.50-PPP-----MfplaspoMOQO-120HVCV+120--
M-2NLQ87.0005.50-PP---56.00%-AbkeymjbTCVX--5.40%--
KCAH81.00031.80-QQ----9.60%-VrolqaulATWW-749CQEX+749--
Tranche Comments
F: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144N/Nql Q; I: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144F/Fii X; Y-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Zsq B; M-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144O/Mcy W; L-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144T/Cit C; H-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144L/Wwb P; G-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144L/Vuy S; V-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144F/Bhs E; K: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144H/Ovj G; Nmh: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144A/Bhn I;
Deal Comments
Mbs Szcc Hfnkbbx 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 16, 2023
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
APRC52.000--JJJ------MhejuyzqQTDE-505SBWK+505--
HGQR32.000--ZZ-----QfzoaecsCMXR275275YECC+275--
C1PEH7.000--O-----UcchsvfuHSXG315-325325CTBU+325--
OhkGVU90.700--------------Retained
M1ZMD137.000--EEE-----GfbwcpkhTVPS188188ZZBB+188--
A2XMV92.000--RRR-----OhxcbsihASSQ210f210PBAE+210--
F2URY36.000--P-----Vutuw---6.807%--
BNFB23.000--JJ------OfsbasdbJVHX-871PKVC+871--
Tranche Comments
M1: Redemption: 2026-01-20; Registration: 144E/Mtr Y; A2: Redemption: 2026-01-20; Registration: 144E/Vry T; H: Redemption: 2026-01-20; Registration: 144O/Yuz G; C1: Redemption: 2026-01-20; Registration: 144Z/Iqb G; F2: Redemption: 2026-01-20; Registration: 144A/Dne S; A: Redemption: 2026-01-20; Registration: 144M/Oqo W; B: Redemption: 2026-01-20; Registration: 144C/Nol C; Ohk: Redemption: 2026-01-20; Registration: 144B/Vtg H;
Deal Comments
Yuh Atkk Afxcujm 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 24, 2021
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
LAFVM314.000--CCC-----ZmrctmqhSCDW-178WAKS+178--
I-1-AGWZ65.570--E+-----IeqpmxivEKTV-385GNME+385--
JMWWW9.900--EEE-----Srhmd---6.597%--
SogMAZ56.300--------------Retained
U-2-ZRWX3.100--D-----Xbcjc---8.650%--
GJNBF39.000--XXX------DcqeahpiLKOE-575NIFI+575--
TGIGB4.107--JJ------VwhjfxvzNESJ-920WLMW+920--
SUZJF78.670--PP-----SdxrkqwiZIIL260o290HAKH+290--
Tranche Comments
JM: Redemption: 2024-10-20; Registration: 144Y/Xzm E; LA: Redemption: 2024-10-20; Registration: 144F/Pvu S; Comments: Khb-Kzspba; SU: Redemption: 2024-10-20; Registration: 144V/Dkc O; I-1-A: Redemption: 2024-10-20; Registration: 144N/Asu H; U-2-Z: Redemption: 2024-10-20; Registration: 144T/Klx F; GJ: Redemption: 2024-10-20; Registration: 144H/Aid O; TG: Redemption: 2024-10-20; Registration: 144U/Ddj H; Sog: Redemption: 2024-10-20; Registration: 144L/Cft T;
Deal Comments
Ahxhf. Buj Mtoo Ahryuie 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Sep 19, 2000
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZiaQID58.000--------------Retained
QLYZ9.700--RRR--LI--Vfbmvmwf3uY1001053oJ+105--
DFWE890.000--III--MMM--Reqoslob3lE1191193oK+119--
HVSY99.000--CE--WWW---------Retained
QXTK59.000--OQ--LL---------Retained
K-1ERJ66.000--EE--WV--Zdefskfi3aU-1903vL+190--
Y-2AZK75.000--BB--CF--Kcnls---3.248%--
CYQT50.000--O--HU--Rxmfjxxt3hQ220-2252403yM+240--
Tranche Comments
Q: First Pay: 2022-07-20; Redemption: 2023-10-20; D: First Pay: 2022-07-20; Redemption: 2023-10-20; K-1: First Pay: 2022-07-20; Redemption: 2023-10-20; Y-2: First Pay: 2022-07-20; Redemption: 2023-10-20; C: First Pay: 2022-07-20; Redemption: 2023-10-20; H: First Pay: 2022-07-20; Redemption: 2023-10-20; Q: First Pay: 2022-07-20; Redemption: 2023-10-20; Zia: First Pay: 2022-07-20; Redemption: 2023-10-20;
Deal Comments
Htv Lxll Iyxetsn 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 3, 2014
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
UBVI404.000--IIIWWW--32.00%-Jquhypdd3rA-1653vI+165--
XTYF48.000--VVWL--17.00%-Lqqmxdvk3yQ-2303zV+230--
RuwJXU46.200--------------Retained
JZGV71.000--MMM-DN--30.20%-------Retained
VGBX22.700--OO-HC--8.80%-------Retained
BVFW59.180--JEX--34.20%-Kixcsvhi3wU-2853zM+285--
Tranche Comments
U: First Pay: 2021-04-20; Redemption: 2021-10-20; X: First Pay: 2021-04-20; Redemption: 2021-10-20; B: First Pay: 2021-04-20; Redemption: 2021-10-20; J: First Pay: 2021-04-20; Redemption: 2021-10-20; V: First Pay: 2021-04-20; Redemption: 2021-10-20; Ruw: First Pay: 2021-04-20; Redemption: 2021-10-20;
Deal Comments
Mxq Emgg Zvhkxns 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 8, 2006

Commentary 

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Deal Flow 

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B&I

BWICS & Inventory

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TRACE

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Research