Silver Point CLO Ltd (SPCLO) 1

Silver Point Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	PJO	83.200	1.30	NH	-	NNN-	-	-	86.52%	-	Xsfrhsqc	PYLO	-	630	MOER+597	-	-
V-2	AVR	19.000	3.20	YF	-	WWW	-	-	70.00%	-	Szwwsyzx	QJSG	-	310	SLIZ+310	-	-
F-1	QSR	837.000	2.30	Loo	-	GS	-	-	14.00%	-	Effbdtwq	YCSB	-	255	LHOD+245	-	-
Q-1	UNH	19.000	2.10	ZV	-	L	-	-	41.20%	-	Apjkzjrj	LEAX	-	425	YTNP+425	-	-
V	CAR	9.300	8.40	EM	-	YY-	-	-	75.97%	-	Slwkcyon	-	-	-	-	-	Retained
Z-2	BPG	3.100	1.30	CG	-	U	-	-	54.30%	-	Ahgoy	-	-	-	7.47%	-	-
A	VJK	6.870	7.30	H3	-	KM	-	-	27.77%	-	Bzeflaqm	-	-	-	-	-	Retained
U	UFD	22.100	7.70	IC	-	VV	-	-	70.90%	-	Akukeiwo	NHXE	-	335	LOPW+335	-	-
Nh	PLX	10.840	-	PE	-	ED	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

F-1: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144N/Yvg I; V-2: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144G/Ymn W; U: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144D/Myy C; Q-1: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144C/Gxh Q; Z-2: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144I/Dmi U; L: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144T/Yeo O; V: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144T/Elh P; A: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144N/Ims E; Nh: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144X/Tar T;

Deal Comments

Axf Claa Englxvr 2.00

Risk Retention

WD - Hbx

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 26, 2012