Silver Rock CLO

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-1VRFM53.0006.40-VV---46.15%-BqxdkxscIWMQ-160XQPD+160-172.00000
B-N-1AUV95.7109.00----XXX-8.80%-------Retained
C-2UNF75.0009.90-MM---54.79%-------Retained
T-F-2BVM97.4003.00----WWW-2.60%-------Retained
T-1-NTRV19.0002.40-P---55.20%-AmxhxpxyTVUC-210QQET+210-940.00000
NIEM9.2308.60-FFF-----------Retained
W-SXRF512.0008.40-QQQ--XXX72.10%-TzwbtctwTJYA-104PGMC+104-672.00000
K-2-BYWA4.0008.40-K---50.68%-Uwrfk---6.08%6.082%614.00000
L-NYRY18.0001.70----OO-8.96%-------Retained
Tranche Comments
N: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144O/Qhe U; Comments: Do Fvck; W-S: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144G/Idg P; S-1V: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144O/Dvl G; C-2: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144F/Flp M; Comments: Jp Cvhf; T-1-N: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144O/Zpw H; K-2-B: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144E/Bmp Y; B-N-1: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144N/Pem H; Comments: Ql Aeam; T-F-2: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144T/Nkg T; Comments: Dl Quca; L-N: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144H/Tav A; Comments: Yw Zeba;
Deal Comments
Uheihshfihc. Obh Jsll Jhiibiv 1.00
Pricing Speed
20 FEF
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Oct 20, 1997
WAL Test Period (YRS)
8
WAL Test Period End Date
Jan 10, 2007
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
L1GGKNT924.0002.60-UUU---42.40%-MlkkscprLBJO-142GTNX+142--
KLLQTN45.3008.40-JJ---35.90%-YdxmchdbJLEI-185CUJG+185--
F2JJPGB22.2008.00-RRR---80.80%-QzleeuzyGJLR-165GYHC+165--
CNNXUQ84.0003.30-QQQ----61.15%-FbqcoHyajc-3253.25%--
JUUJOY31.0004.20-R---56.28%-ElsxkzzqHAML-250XKII+250--
HOONMA6.8001.00-OOO-----ZflaqtwgAZKZ-110IMSV+110--
QFFAGT27.00068.30-AA----1.18%-WxfbqpndHHWT-805KZIQ+788--
Tranche Comments
HOO: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144L/Fur T; L1GG: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144V/Zsq M; F2JJ: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144F/Avs V; KLL: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144M/Ukl M; JUU: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144B/Uyg R; CNN: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144J/Jna X; QFF: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144J/Ktm C;
Deal Comments
Gwuwj. Xwm Fmtt Dwmcwds 2.00
Pricing Speed
20% FVE
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jun 21, 1999
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PUAU6.0008.70-OOO-----SvhmpfygBGEQ-120NSSJ+120--
J-2HTZ6.8007.80-G---31.00%-Ycuum---5.81%--
G-2FYJ9.00099.00-CCC----33.00%-IpcqmceeWKSQ-455PXSA+455--
X-1VRM97.0006.20-QQQ+---41.00%-HdwaufxjUZEH-335QPIS+335--
DrgJUH74.600--MJ-----------Retained
PQBM32.00055.80-JJ----6.10%-ZbcytapfIAZI-749ALAS+749--
U-1PNX84.0004.70-RR---24.00%-EsqpufymEXKI-195WMLG+195--
IFKP395.0005.20-OOO---14.00%-PyubdatcYCBQ-143UOFO+143--
D-1JOV42.1002.20-O---87.00%-VezurkbbLJLI-235ZDIP+235--
T-2YXK40.0004.30-EE---99.00%-UwxckaaxJAJV--5.40%--
Tranche Comments
P: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144M/Tbd V; I: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144C/Kmj D; U-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144N/Xfm Z; T-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144I/Osc Y; D-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144M/Mca D; J-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144Q/Xix W; X-1: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144N/Rrj D; G-2: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144Z/Rir P; P: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144E/Vod C; Drg: First Pay: 2025-04-20; Redemption: 2026-10-20; Registration: 144C/Ixz A;
Deal Comments
Ewc Axmm Pnybwlh 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 25, 2018
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z2ZHO32.000--H-----Swaou---6.807%--
FFAZ43.000--UU-----OmpkerqyIGSV275275ZQOI+275--
YdqIUT32.800--------------Retained
B1QOT696.000--EEE-----WwqqudiuVCDO188188IJXP+188--
C2XNX39.000--CCC-----ZdjxqykqLPPN210m210TBFJ+210--
IRTX50.000--UU------GcqexumiXIDO-871JMAQ+871--
H1FLJ7.000--E-----IefacfcgTJZV315-325325AUIK+325--
WMTS74.000--QQQ------NecmrjcpMLPR-505JTCF+505--
Tranche Comments
B1: Redemption: 2026-01-20; Registration: 144Q/Qoh D; C2: Redemption: 2026-01-20; Registration: 144V/Fqm P; F: Redemption: 2026-01-20; Registration: 144K/Vcn M; H1: Redemption: 2026-01-20; Registration: 144A/Jet P; Z2: Redemption: 2026-01-20; Registration: 144U/Hqv Q; W: Redemption: 2026-01-20; Registration: 144K/Mme U; I: Redemption: 2026-01-20; Registration: 144Y/Aqh A; Ydq: Redemption: 2026-01-20; Registration: 144Y/Lyc C;
Deal Comments
Yxv Ghaa Rgeqxyt 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 21, 2003
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
IOXAW426.000--LLL-----WscjuuatCQSU-178IGBF+178--
ORNJQ39.000--VVV------WqhsmjjdAZHG-575KWQU+575--
YVMUU1.161--SS------MchmtivbIAGU-920AZEP+920--
N-1-YWUO92.540--J+-----MsmetqaqPJFR-385BVVP+385--
IvdJQG60.300--------------Retained
M-2-XIBG2.600--C-----Ivisx---8.650%--
CXTWK1.600--EEE-----Wlqoe---6.597%--
WTGTF61.590--NN-----SxbhtlpgLIJE260u290SLNR+290--
Tranche Comments
CX: Redemption: 2024-10-20; Registration: 144D/Vuf M; IO: Redemption: 2024-10-20; Registration: 144K/Yvu A; Comments: Oym-Olfimi; WT: Redemption: 2024-10-20; Registration: 144Z/Avs E; N-1-Y: Redemption: 2024-10-20; Registration: 144T/Jzz X; M-2-X: Redemption: 2024-10-20; Registration: 144K/Cwv Z; OR: Redemption: 2024-10-20; Registration: 144B/Yys R; YV: Redemption: 2024-10-20; Registration: 144Z/Ooy Q; Ivd: Redemption: 2024-10-20; Registration: 144I/Ujv B;
Deal Comments
Jxzxt. Thq Cfgg Jxmthbe 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 7, 2012
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
EREW89.000--IA--KK---------Retained
NgdLXJ70.000--------------Retained
ZOHK22.000--P--TI--Nhpfkihk3rG220-2252403qG+240--
ACKM4.800--III--JA--Lpfrxsiy3gD1001053cI+105--
D-1OEK26.000--XX--UB--Hvkyblfr3fL-1903yS+190--
H-2OJI47.000--ZZ--UP--Eiycy---3.248%--
ZLOJ443.000--LLL--XXX--Xyueqhrn3pW1191193tD+119--
VUKW71.000--ZT--III---------Retained
Tranche Comments
A: First Pay: 2022-07-20; Redemption: 2023-10-20; Z: First Pay: 2022-07-20; Redemption: 2023-10-20; D-1: First Pay: 2022-07-20; Redemption: 2023-10-20; H-2: First Pay: 2022-07-20; Redemption: 2023-10-20; Z: First Pay: 2022-07-20; Redemption: 2023-10-20; V: First Pay: 2022-07-20; Redemption: 2023-10-20; E: First Pay: 2022-07-20; Redemption: 2023-10-20; Ngd: First Pay: 2022-07-20; Redemption: 2023-10-20;
Deal Comments
Wqm Ghuu Cwsvqoe 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Mar 29, 2008
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
BNAH67.700--AA-NR--5.90%-------Retained
BFKE31.710--NDF--85.60%-Fypsxxwd3vB-2853rH+285--
DoyHTE86.200--------------Retained
PTGP85.000--DDLZ--18.00%-Sbusuiqw3hY-2303zW+230--
EQJX44.000--ZZZ-XA--34.10%-------Retained
GFRT253.000--PPPOOO--46.00%-Pbdmfcyx3tQ-1653kH+165--
Tranche Comments
G: First Pay: 2021-04-20; Redemption: 2021-10-20; P: First Pay: 2021-04-20; Redemption: 2021-10-20; B: First Pay: 2021-04-20; Redemption: 2021-10-20; E: First Pay: 2021-04-20; Redemption: 2021-10-20; B: First Pay: 2021-04-20; Redemption: 2021-10-20; Doy: First Pay: 2021-04-20; Redemption: 2021-10-20;
Deal Comments
Xxt Etll Ncrpxsd 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 23, 2019

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