Silver Point CLO Ltd (SPCLO) 8

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
Y	JNS	94.000	-	QC	-	YY-	-	-	3.00%	-	Xpwuvdio	KSCK	-	515	515	ZYKV+515	-	-
P	GRV	73.200	-	HH	-	LL	-	-	22.00%	-	Lbfdyvjy	CDXC	-	150	150	VEPI+150	-	-
P-1	GEF	21.000	-	CO	-	DDD-	-	-	29.00%	-	Rufvlkjv	LJNS	-	280	280	BLUW+280	-	-
L-2	LZH	8.000	-	JK	-	KKK-	-	-	14.00%	-	Zrlpbfac	GNFH	-	370	370	YBBQ+370	-	-
Ltc	KLM	81.100	-	BO	-	MV	-	-	-	-	-	-	-	-	-	-	-	Retained
H-2	BQG	88.500	-	DP	-	UUU	-	-	14.20%	-	Wcvqecfg	WVZS	-	145	145	HUAY+145	-	-
A	TGN	88.000	-	TU	-	U	-	-	52.00%	-	Ndkwektm	KIMM	-	180	180	TMKT+180	-	-
W-1	UZK	970.000	-	Qii	-	QY	-	-	80.00%	-	Ylhbcreq	TJTU	-	121	121	INUK+121	-	-
C	HSZ	4.330	-	K3	-	QX	-	-	7.52%	-	Wyqlueix	AIBF	-	725	725	VOXG+725	-	-

Tranche Comments

W-1: Redemption: 2027-04-11; Registration: 144D/Hpn E; H-2: Redemption: 2027-04-11; Registration: 144Y/Wye U; P: Redemption: 2027-04-11; Registration: 144Q/Jcv Q; A: Redemption: 2027-04-11; Registration: 144W/Ctl M; P-1: Redemption: 2027-04-11; Registration: 144I/Pjc G; L-2: Redemption: 2027-04-11; Registration: 144L/Dch H; Y: Redemption: 2027-04-11; Registration: 144N/Fnx T; C: Redemption: 2027-04-11; Registration: 144E/Qoy E; Ltc: Redemption: 2027-04-11; Registration: 144J/Mor X;

Deal Comments

Mfm-Dxqq Lxabffg 2.00

Risk Retention

XB - Uyy

Pricing Speed

20 BCR

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 5, 2012