II(R)

Silver Rock CLO (SLVRK) II(R)

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-Z	WMF	92.000	5.90	-	-	-	-	WW-	2.96%	-	-	-	-	-	-	-	-	Retained
E-2	FWB	38.000	8.80	-	TT	-	-	-	25.68%	-	-	-	-	-	-	-	-	Retained
V-T-1	ITN	36.730	9.00	-	-	-	-	RRR-	8.30%	-	-	-	-	-	-	-	-	Retained
V-I-2	CJK	13.200	2.00	-	-	-	-	QQQ-	6.50%	-	-	-	-	-	-	-	-	Retained
D	IIU	3.640	6.60	-	ZZZ	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T-2-J	JSU	8.000	7.80	-	C	-	-	-	49.16%	-	Plhay	-	-	-	-	6.08%	6.082%	715.00000
T-I	FLH	290.000	6.90	-	YYY	-	-	BBB	92.71%	-	Eywjvvve	MUAA	-	-	104	LNWW+104	-	722.00000
O-1F	AAJ	86.000	3.70	-	JJ	-	-	-	94.99%	-	Bxfaloju	AYMT	-	-	160	HKXV+160	-	631.00000
O-1-A	WRS	14.000	2.20	-	A	-	-	-	73.44%	-	Jymdztyz	JBZO	-	-	210	AOPT+210	-	837.00000

Tranche Comments

D: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144K/Bvp G; Comments: Oj Ednx; T-I: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144V/Dmr B; O-1F: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144I/Reu C; E-2: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144M/Oxy M; Comments: Ps Wdjj; O-1-A: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144H/Gkb K; T-2-J: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144B/Vnd D; V-T-1: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144Y/Git F; Comments: Qy Erjd; V-I-2: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144V/Jnx H; Comments: Su Cpfo; P-Z: First Pay: 2025-04-20; Redemption: 2026-03-07; Registration: 144V/Lte A; Comments: Ca Lcea;

Deal Comments

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Pricing Speed

20 LEN

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 5, 2011

WAL Test Period (YRS)

WAL Test Period End Date

Apr 28, 2025