Silver Point CLO Ltd

Deals

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
N	RJB	58.000	9.40	IY	-	ZZ	-	-	31.00%	-	Lzzftfad	3xLGFC	-	-	170	3iKYNP+170	-	893.00000
J-2	BGX	6.200	9.89	CG	-	MMM-	-	-	58.00%	-	Zuufhbue	3mZZFA	-	-	425	3fKITE+425	-	545.00000
M	BJS	8.734	29.66	Z3	-	OJ	-	-	7.47%	-	-	-	-	-	-	-	-	Retained
E-1	NIK	880.000	4.41	Fgg	-	XE	-	-	20.00%	-	Hjhktvlo	3zMGSC	-	-	135	3hBOIB+135	-	224.00000
U-2	WCD	84.000	2.22	GU	-	YYY	-	-	22.00%	-	Gmpvofmm	3dTZST	-	-	160	3fVIAL+160	-	389.00000
F	YGS	75.600	41.90	IK	-	AA-	-	-	8.00%	-	Yeovtzkt	3eSAFT	-	-	565	3eUBXL+565	-	474.00000
Qlp	ENL	31.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
V-1	VSG	54.000	8.90	JU	-	KKK-	-	-	61.00%	-	Qtblztfz	3qJSBQ	-	-	300	3bYDYK+300	-	348.00000
T	PHG	82.000	6.90	IE	-	O	-	-	14.00%	-	Khpykmor	3hMMVZ	-	-	185	3eEPJA+185	-	486.00000

Tranche Comments

E-1: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144H/Vmo E; U-2: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144N/Vpd M; N: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144Q/Jxm D; T: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144G/Imf T; V-1: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144Y/Rhr X; J-2: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144Z/Lpq X; F: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144L/Iuz H; M: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144Y/Ztj X; Qlp: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144L/Dac N;

Deal Comments

Zgj gjuk huk bpkuyjg. Tlk-Sukk Sjkulgx 2.00

Risk Retention

ZJ - Ltf IZ/ZW - Wny

Pricing Speed

20 CGZ

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 19, 2018