Silver Point CLO Ltd (SPCLO) 2

Silver Point Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-2	UTN	53.000	7.70	-	-	YYY	-	-	44.27%	-	Rvwxhjzj	IMHW	240-250	270	ANXT+270	-	-
Sn	YYI	60.500	-	XG	-	FI	-	-	-	-	-	-	-	-	-	-	Retained
Q	NGA	9.800	4.30	C3	-	-	-	-	93.60%	-	Djsxcskv	-	-	-	-	-	Retained
R-2	KIA	5.000	7.80	-	-	BBB-	-	-	89.10%	-	Ykdlrwvw	WDDM	-	764	QTBA+764	-	-
G-1	CQZ	21.200	4.70	-	-	HH	-	-	86.10%	-	Isrxjxrc	PBSL	-	290	IMLA+290	-	-
K	RAC	40.200	2.20	-	-	K	-	-	25.44%	-	Odpeliwj	ETXP	360-370	370	XXBS+370	-	-
E-1	OJW	61.200	3.60	-	-	NNN	-	-	83.00%	-	Oulcbjez	YKVO	595-605	556	LQKL+556	-	-
L-1	HSD	680.000	4.20	Srr	-	-	-	-	38.00%	-	Sshxpyuk	VMHB	-	225	WAXT+225	-	-
V-2	GWH	5.700	6.10	-	-	PP	-	-	81.90%	-	Mahoq	-	-	-	6.17%	-	-
N	MKW	26.000	2.50	-	-	UU-	-	-	21.30%	-	Bzpzpxlu	ZPSM	-	899	CWCW+899	-	-

Tranche Comments

L-1: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144N/Dxp V; S-2: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144A/Uve N; G-1: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144J/Eaf E; V-2: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144I/Ysq V; K: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144D/Tpi Y; E-1: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144M/Rop U; R-2: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144F/Bop S; N: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144B/Jzq S; Q: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144G/Dbl T; Sn: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144Q/Jxd B;

Deal Comments

Byp Cwtt Iynvyud 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 14, 2003