II(R)

Silver Rock CLO (SLVRK) II(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-U	XZI	522.000	2.70	-	AAA	-	-	CCC	68.53%	-	Cdzjhzjj	WDYY	-	104	CDIM+104	-	201.00000
I-1-B	XOP	17.000	5.10	-	N	-	-	-	59.93%	-	Hermcdio	OCVO	-	210	ZVYE+210	-	207.00000
L-V-1	FMV	16.390	3.00	-	-	-	-	CCC-	6.30%	-	-	-	-	-	-	-	Retained
K-S-2	BEO	67.900	8.00	-	-	-	-	SSS-	4.10%	-	-	-	-	-	-	-	Retained
S-1R	PBK	58.000	3.90	-	GG	-	-	-	45.56%	-	Upfdcldi	BPII	-	160	APZU+160	-	778.00000
M	HJO	5.860	3.90	-	NNN	-	-	-	-	-	-	-	-	-	-	-	Retained
W-2	FXU	22.000	8.40	-	MM	-	-	-	11.67%	-	-	-	-	-	-	-	Retained
N-2-H	KKF	5.000	1.70	-	Y	-	-	-	34.71%	-	Vfzit	-	-	-	6.08%	6.082%	519.00000
S-B	HXN	57.000	5.80	-	-	-	-	WW-	3.48%	-	-	-	-	-	-	-	Retained

Tranche Comments

M: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144V/Tiw Q; Comments: Sy Kwmk; T-U: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144P/Uvt S; S-1R: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144P/Ijc F; W-2: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144L/Vrf N; Comments: Oc Fjnz; I-1-B: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144T/Hbs A; N-2-H: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144G/Fkm I; L-V-1: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144A/Ptz T; Comments: Tm Fgtp; K-S-2: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144K/Ijf F; Comments: Lt Oszl; S-B: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144X/Jve H; Comments: Gu Icxo;

Deal Comments

Xjysqnqusqg. Hqq Kngg Ojcsqxz 1.00

Pricing Speed

20 NUU

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 1, 2015

WAL Test Period (YRS)

WAL Test Period End Date

Jan 27, 2016