Silver Point CLO Ltd (SPCLO) 9

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
A	AJV	14.000	1.60	-	-	Y	-	-	96.11%	-	-	POCX	-	235-245	240	PQCM+240	-	-
H-2	IVS	5.000	50.00	-	-	LLL-	-	-	89.50%	-	-	NIGY	-	475-500	500	LTFL+500	-	-
D-2	IYD	18.200	6.90	-	-	RRR	-	-	87.90%	-	-	NWSV	-	175-180	180	CXKP+180	-	-
T-1	BPL	571.000	8.10	Uss	-	-	-	-	23.00%	-	-	PLDR	-	150-155	152	ANVY+152	-	-
K	UNM	89.760	3.70	-	-	PP	-	-	23.17%	-	-	EENF	-	190-200	210	TOAH+210	-	-
I-1	JVT	69.140	3.40	-	-	KKK-	-	-	75.00%	-	-	SZXZ	-	350-360	360	CALL+360	-	-
C	QNM	23.820	10.10	-	-	YY-	-	-	4.83%	-	-	ICZS	-	685-700	690	HZLT+690	-	-
D	JYZ	8.850	37.90	I3	-	-	-	-	8.60%	-	-	-	-	-	-	-	-	Retained
Ini	FUS	26.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

T-1: First Pay: 2026-01-15; Redemption: 2027-06-06; Registration: 144P/Ous R; D-2: First Pay: 2026-01-15; Redemption: 2027-06-06; Registration: 144L/Jlk W; K: First Pay: 2026-01-15; Redemption: 2027-06-06; Registration: 144K/Dfv W; A: First Pay: 2026-01-15; Redemption: 2027-06-06; Registration: 144L/Gzm Q; I-1: First Pay: 2026-01-15; Redemption: 2027-06-06; Registration: 144T/Fad E; H-2: First Pay: 2026-01-15; Redemption: 2027-06-06; Registration: 144F/Bcg O; C: First Pay: 2026-01-15; Redemption: 2027-06-06; Registration: 144B/Qtk A; D: First Pay: 2026-01-15; Redemption: 2027-06-06; Registration: 144I/Vmu G; Ini: First Pay: 2026-01-15; Redemption: 2027-06-06; Registration: 144K/Owt I;

Deal Comments

Mqt ttay gas fbsiqtt. Lau Dayy Nteiatn 2.00

Reinvestment Period (YRS)

9.2

Reinvestment Period End Date

Jul 20, 2014