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
S-2-U	GQV	9.000	2.90	-	Z	-	-	-	46.23%	-	Sfugr	-	-	-	6.08%	6.082%	405.00000
C-S-2	CKO	11.600	1.00	-	-	-	-	HHH-	7.90%	-	-	-	-	-	-	-	Retained
D	BQN	6.920	9.80	-	DDD	-	-	-	-	-	-	-	-	-	-	-	Retained
A-2	WFQ	19.000	8.10	-	LL	-	-	-	15.54%	-	-	-	-	-	-	-	Retained
Q-M-1	PHB	90.980	1.00	-	-	-	-	BBB-	1.80%	-	-	-	-	-	-	-	Retained
A-M	ESU	68.000	1.70	-	-	-	-	XX-	9.92%	-	-	-	-	-	-	-	Retained
N-P	QOX	968.000	1.10	-	UUU	-	-	AAA	59.34%	-	Ryuhdkfr	MWBC	-	104	ZWEE+104	-	248.00000
E-1-B	EMZ	11.000	7.10	-	Y	-	-	-	31.36%	-	Zwaluxoa	MCQY	-	210	XAAO+210	-	216.00000
X-1X	FBY	37.000	6.80	-	BB	-	-	-	71.98%	-	Upbsvkjq	LLGE	-	160	XWPK+160	-	767.00000

Tranche Comments

D: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144K/Ery Y; Comments: Yw Drjy; N-P: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144M/Ikr E; X-1X: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144T/Vvn R; A-2: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144B/Cbd J; Comments: On Gjeg; E-1-B: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144L/Eml U; S-2-U: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144Q/Utn L; Q-M-1: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144K/Kcp J; Comments: Qb Xvsz; C-S-2: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144J/Gxp D; Comments: Ll Hsdi; A-M: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144I/Owk E; Comments: Es Qjdm;

Deal Comments

Hnvquauiquh. Onu Rajj Ynvqnit 1.00

Pricing Speed

20 IYE

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 1, 2017

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Apr 15, 2017