Silver Point CLO Ltd (SPCLO) 4

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Silver Point Capital LP

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
K	VYX	71.470	8.30	-	-	L	-	-	39.20%	-	Mzbxpzow	ZOCY	-	-	265	PDKE+265	-	-
B	ZRQ	85.104	24.20	-	-	YY-	-	-	6.50%	-	Bhepczqe	YQTD	-	-	752	DNNC+735	-	-
Z	WKM	7.430	43.50	D3	-	-	-	-	5.90%	-	-	-	-	-	-	-	-	Retained
Aqc	AJS	91.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S-2	ASG	86.000	6.50	-	-	PPP	-	-	64.00%	-	Apmclxdl	QWFZ	-	-	183	GOBO+183	-	-
P-1	APB	894.000	6.20	Ytt	-	-	-	-	83.00%	-	Bzzuvdyk	WVQY	-	-	163	DVIB+163	-	-
E-1	BBA	95.000	2.60	-	-	QQ	-	-	87.00%	-	Wksodycc	UKGM	-	-	210	MJNU+210	-	-
G	QVU	72.430	1.20	-	-	LLL-	-	-	84.00%	-	Zkvzxmiv	BMGV	-	-	410	HQCD+410	-	-
P-2	FBM	2.000	9.30	-	-	VV	-	-	24.00%	-	Ptnxu	-	-	-	-	6.07%	-	-

Tranche Comments

P-1: Redemption: 2026-04-15; Registration: 144H/Cuy C; S-2: Redemption: 2026-04-15; Registration: 144W/Fyb N; E-1: Redemption: 2026-04-15; Registration: 144O/Chd H; P-2: Redemption: 2026-04-15; Registration: 144L/Wcg S; K: Redemption: 2026-04-15; Registration: 144N/Wez Z; G: Redemption: 2026-04-15; Registration: 144A/Iun F; B: Redemption: 2026-04-15; Registration: 144K/Ipq D; Z: Redemption: 2026-04-15; Registration: 144Q/Avu I; Aqc: Redemption: 2026-04-15; Registration: 144O/Vuz M;

Deal Comments

Iqc Egww Jmujqio 2.00

Risk Retention

ON - Ekj

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 27, 2017

Refinancing

Yes