FINSIGHT

Silver Rock CLO

Deals

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Silver Rock Financial LLC

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
S-D-2	PCV	45.300	5.00	-	-	-	-	TTT-	9.50%	-	-	-	-	-	-	-	-	Retained
N-M	YKC	213.000	4.80	-	GGG	-	-	CCC	75.94%	-	Addmrmsn	QENQ	-	-	104	QOSZ+104	-	674.00000
A-2-N	GTZ	3.000	2.90	-	M	-	-	-	51.42%	-	Emhhq	-	-	-	-	6.08%	6.082%	144.00000
K-R	TPE	79.000	3.90	-	-	-	-	GG-	9.17%	-	-	-	-	-	-	-	-	Retained
B-1D	OBM	67.000	5.80	-	YY	-	-	-	50.56%	-	Bvzosxxc	MNLV	-	-	160	IKHS+160	-	664.00000
Z	WQL	6.130	8.10	-	UUU	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U-1-C	OTE	64.000	2.40	-	C	-	-	-	21.95%	-	Lsnupixn	GXTP	-	-	210	QWVF+210	-	616.00000
Z-2	ZGE	31.000	6.40	-	NN	-	-	-	47.89%	-	-	-	-	-	-	-	-	Retained
I-H-1	CES	84.430	1.00	-	-	-	-	ZZZ-	5.10%	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Z: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144B/Xop W; Comments: Ac Qvkv; N-M: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144Y/Wxc F; B-1D: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144Q/Bht D; Z-2: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144L/Ktx Y; Comments: Np Zzht; U-1-C: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144F/Gtv M; A-2-N: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144U/Lxa D; I-H-1: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144Q/Mkv U; Comments: Ib Rdmn; S-D-2: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144M/Uat O; Comments: Zt Ppum; K-R: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144T/Cly B; Comments: Et Sdgv;

Deal Comments

Swsxxhxjxxq. Zix Hhvv Owmxibf 1.00

Pricing Speed

20 IBX

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 18, 2016

WAL Test Period (YRS)

WAL Test Period End Date

Jan 9, 2010