Silver Spring CLO (SLVS) 1

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Man Group PLC (fka Silvermine Capital Management)

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
O	YWW	135.000	-	Zww	-	III	-	-	-	-	Bklbtsin	3nD	-	-	-	3eM+151	-	-
J	NNR	51.300	-	Ps3	-	-	-	-	-	-	Jrxpktyg	3hV	-	-	-	3iQ+650	-	-
I-2	AAM	68.000	-	Os2	-	-	-	-	-	-	Cnbft	-	-	-	-	0.044%	-	-
E	KWK	4.300	-	O2	-	-	-	-	-	-	Yukhqqsl	3oP	-	-	-	3kB+775	-	-
G-1	XJX	73.900	-	Du2	-	-	-	-	-	-	Nmpaoykg	3mT	-	-	-	3fA+230	-	-
Uwkric	QET	22.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
R-2	WXG	27.300	-	O2	-	-	-	-	-	-	Zbnci	-	-	-	-	0.055%	-	-
Z	QEG	26.600	-	Gll3	-	-	-	-	-	-	Gmkxplxh	3oA	-	-	-	3uC+435	-	-
K-1	RUY	82.000	-	F2	-	-	-	-	-	-	Hkdjazpa	3yC	-	-	-	3nL+325	-	-

Tranche Comments

O: Registration: 144I/Rjf H; G-1: Registration: 144N/Ilf Y; I-2: Registration: 144P/Djs L; K-1: Registration: 144O/Och B; R-2: Registration: 144O/Pxh Y; Z: Registration: 144G/Wuc K; J: Registration: 144O/Rrw T; Uwkric: Registration: 144F/Nnx M; E: Registration: 144P/Yoz R;