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
I	GOI	99.000	5.70	-	-	U	-	-	27.74%	-	-	MYVQ	-	235-245	240	GKWR+240	-	-
P-1	QIW	231.000	8.60	Yqq	-	-	-	-	34.00%	-	-	UMDV	-	150-155	152	IXLX+152	-	-
D-1	CZD	24.740	6.70	-	-	EEE-	-	-	24.00%	-	-	CJEQ	-	350-360	360	NGHD+360	-	-
H	NFH	2.360	39.20	M3	-	-	-	-	9.60%	-	-	-	-	-	-	-	-	Retained
U-2	PKR	60.200	6.10	-	-	NNN	-	-	49.30%	-	-	NNBA	-	175-180	180	DBWC+180	-	-
Y	EXX	11.970	6.80	-	-	NN	-	-	86.42%	-	-	TAKE	-	190-200	210	BTIL+210	-	-
S-2	LJD	9.000	13.00	-	-	DDD-	-	-	64.10%	-	-	VBOQ	-	475-500	500	TGXH+500	-	-
Xce	UUL	29.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K	QUY	60.990	50.90	-	-	EE-	-	-	4.57%	-	-	NBKF	-	685-700	690	VLNF+690	-	-

Tranche Comments

P-1: First Pay: 2026-01-15; Redemption: 2027-06-06; Registration: 144C/Gji X; U-2: First Pay: 2026-01-15; Redemption: 2027-06-06; Registration: 144U/Cwe E; Y: First Pay: 2026-01-15; Redemption: 2027-06-06; Registration: 144B/Cvm F; I: First Pay: 2026-01-15; Redemption: 2027-06-06; Registration: 144F/Irz C; D-1: First Pay: 2026-01-15; Redemption: 2027-06-06; Registration: 144U/Vhd W; S-2: First Pay: 2026-01-15; Redemption: 2027-06-06; Registration: 144V/Rpa B; K: First Pay: 2026-01-15; Redemption: 2027-06-06; Registration: 144N/Nmg H; H: First Pay: 2026-01-15; Redemption: 2027-06-06; Registration: 144Q/Xyu H; Xce: First Pay: 2026-01-15; Redemption: 2027-06-06; Registration: 144U/Jlf X;

Deal Comments

Wgk gkyk gyk qykkvkg. Amu Bykk Rkekmga 2.00

Reinvestment Period (YRS)

6.5

Reinvestment Period End Date

Apr 3, 2015