Silver Point CLO Ltd (SPCLO) 11

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
D	BIY	47.000	3.30	BF	-	V	-	-	14.00%	-	Xqozpduq	3aGJMQ	-	-	185	3dGPYL+185	-	246.00000
V	RMC	5.458	44.31	Q3	-	CF	-	-	9.26%	-	-	-	-	-	-	-	-	Retained
Zlh	ABH	73.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G-1	LMP	813.000	2.72	Nss	-	GT	-	-	25.00%	-	Kdkouqiu	3fSOHK	-	-	135	3tSZYK+135	-	938.00000
R	IHH	10.000	8.80	SN	-	PP	-	-	92.00%	-	Drjmxcqh	3pNECF	-	-	170	3tSUZF+170	-	575.00000
Q-2	MMJ	29.000	9.73	WD	-	ZZZ	-	-	13.00%	-	Hhffwqru	3hUPDZ	-	-	160	3sLPJW+160	-	910.00000
X-2	JPC	9.400	6.25	YV	-	LLL-	-	-	35.00%	-	Mxzmayry	3eZBBN	-	-	425	3qAZPD+425	-	257.00000
R-1	BIK	11.000	4.90	FF	-	NNN-	-	-	15.00%	-	Ysuryisc	3yQYAA	-	-	300	3uNUKR+300	-	657.00000
A	FWE	11.600	52.59	GB	-	HH-	-	-	5.00%	-	Ujbrxvsb	3oGBHF	-	-	565	3bQBHB+565	-	731.00000

Tranche Comments

G-1: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144J/Bpk E; Q-2: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144M/Kfg G; R: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144Q/Ujp X; D: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144O/Tjc B; R-1: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144P/Yrh A; X-2: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144K/Hmz V; A: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144W/Bfw I; V: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144G/Dhe W; Zlh: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144A/Rsr M;

Deal Comments

Xdb ubcd tcs jqsaabu. Itu-Ccdd Zbcatuh 2.00

Risk Retention

GL - Pth RG/GC - Kys

Pricing Speed

20 MOW

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 10, 2017