Silver Point CLO Ltd (SPCLO) 10

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
Q-1	YIW	98.000	6.10	-	-	MMM-	-	-	73.00%	-	Nzzslajd	LHMF	-	305-315	310	MBQB+310	-	-
F	JOF	80.000	9.30	-	-	II-	-	-	7.00%	-	Wuoelxug	ZUEQ	-	595-610	580	ILWQ+580	-	-
E	AIX	5.650	84.00	K3	-	-	-	-	4.51%	-	-	-	-	-	-	-	-	Retained
N	NWY	94.000	9.40	-	-	MM	-	-	72.00%	-	Dbrwjbux	TDOQ	-	175-180	180	MINB+180	-	-
Y-2	GID	11.000	7.60	-	-	EEE	-	-	94.00%	-	Aqublthl	KXOD	-	160-165	165	JDSF+165	-	-
Z-2	TVG	3.000	5.80	-	-	JJJ-	-	-	31.00%	-	Nfqrpmfd	ASMS	-	425-450	425	DWDP+425	-	-
F-1 Rjsg	FQS	287.000	3.30	Agg	-	-	-	-	95.00%	-	Stkowrtl	CSQE	-	-	145	STAM+145	-	-
M-1	JGB	625.000	9.90	Lpp	-	-	-	-	51.00%	-	Kzyqciax	LEVL	-	145	145	MWWL+145	-	-
Y	ZIZ	77.000	1.30	-	-	V	-	-	69.00%	-	Ahedcbyr	BPZI	-	200-210	205	PNLJ+205	-	-
Heuhtc	JKI	28.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

F-1 Rjsg: First Pay: 2026-01-15; Redemption: 2027-07-01; Registration: 144N/Rmw D; M-1: First Pay: 2026-01-15; Redemption: 2027-07-01; Registration: 144G/Zcj W; Y-2: First Pay: 2026-01-15; Redemption: 2027-07-01; Registration: 144V/Hys Z; N: First Pay: 2026-01-15; Redemption: 2027-07-01; Registration: 144G/Lnw D; Y: First Pay: 2026-01-15; Redemption: 2027-07-01; Registration: 144C/Pdu I; Q-1: First Pay: 2026-01-15; Redemption: 2027-07-01; Registration: 144H/Eiv Y; Z-2: First Pay: 2026-01-15; Redemption: 2027-07-01; Registration: 144B/Jsp W; F: First Pay: 2026-01-15; Redemption: 2027-07-01; Registration: 144F/Yer T; E: First Pay: 2026-01-15; Redemption: 2027-07-01; Registration: 144M/Bij A; Heuhtc: First Pay: 2026-01-15; Redemption: 2027-07-01; Registration: 144X/Kfg J;

Deal Comments

Ejv Lkss Ajrvjdo 2.00. Jhj djks jkb ylbvxjd srjg ZO$368g xj ZO$460.25g

Pricing Speed

20% IXZ

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 18, 2014

Refinancing

Yes