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
P-2	LGD	41.000	4.50	-	II	-	-	-	20.42%	-	-	-	-	-	-	-	-	Retained
F	OCX	1.940	4.60	-	SSS	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D-T-2	REO	66.900	1.00	-	-	-	-	JJJ-	4.10%	-	-	-	-	-	-	-	-	Retained
B-P	JCK	66.000	8.80	-	-	-	-	DD-	7.43%	-	-	-	-	-	-	-	-	Retained
G-Y	ZXN	939.000	2.40	-	FFF	-	-	LLL	93.52%	-	Edjhdrsp	DANU	-	-	104	ECAX+104	-	923.00000
U-V-1	KJC	88.140	2.00	-	-	-	-	NNN-	9.40%	-	-	-	-	-	-	-	-	Retained
A-1S	ZFM	15.000	5.90	-	NN	-	-	-	71.32%	-	Hxooesng	KSFQ	-	-	160	NXOQ+160	-	451.00000
H-1-X	REN	39.000	5.20	-	R	-	-	-	10.93%	-	Demmqocz	CLAL	-	-	210	MDMP+210	-	453.00000
J-2-D	WVY	6.000	7.20	-	M	-	-	-	65.57%	-	Oiiri	-	-	-	-	6.08%	6.082%	518.00000

Tranche Comments

F: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144U/Njb C; Comments: Np Adxg; G-Y: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144W/Jut H; A-1S: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144C/Iqu O; P-2: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144F/Nqc Q; Comments: Hm Bdxx; H-1-X: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144Q/Kpm B; J-2-D: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144A/Jiz F; U-V-1: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144P/Jlh Q; Comments: Vb Juex; D-T-2: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144I/Ydo J; Comments: Wg Ndcv; B-P: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144N/Qve M; Comments: Mx Ecyu;

Deal Comments

Buykjtjqkjw. Tej Otjj Yupkexi 1.00

Pricing Speed

20 XHP

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 18, 2023

WAL Test Period (YRS)

WAL Test Period End Date

Nov 6, 2027