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
Q-1	QPS	409.000	7.40	Chh	-	-	-	-	65.00%	-	Yhyxelkq	AAIL	-	225	XTAY+225	-	-
U	IBN	60.000	1.90	-	-	JJ-	-	-	95.90%	-	Jbujyvqu	WLPG	-	899	CMKC+899	-	-
C-1	OPL	67.400	2.50	-	-	OO	-	-	22.50%	-	Bcorsdis	LTVB	-	290	SAHA+290	-	-
E	TOI	14.400	9.70	-	-	O	-	-	30.15%	-	Wsfzdufv	LKDW	360-370	370	ZZES+370	-	-
S	NZA	9.170	2.50	U3	-	-	-	-	39.19%	-	Rwyfrjlm	-	-	-	-	-	Retained
Ld	RXG	85.500	-	CH	-	NM	-	-	-	-	-	-	-	-	-	-	Retained
D-2	URS	68.000	9.70	-	-	HHH	-	-	61.92%	-	Xppdyvwj	HSLH	240-250	270	PGCW+270	-	-
C-2	VUZ	5.900	6.60	-	-	WW	-	-	78.50%	-	Yrsyc	-	-	-	6.17%	-	-
T-1	MPX	54.400	5.90	-	-	WWW	-	-	98.00%	-	Pmklzynh	WSVA	595-605	556	KUVP+556	-	-
X-2	NAD	2.000	5.10	-	-	AAA-	-	-	25.70%	-	Erplyksj	WGNA	-	764	JTIU+764	-	-

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Tranche Comments

Q-1: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144X/Cbx E; D-2: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144Q/Zuq X; C-1: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144X/Nvv L; C-2: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144D/Qsu J; E: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144O/Jts V; T-1: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144G/Car T; X-2: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144C/Bmn X; U: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144H/Izc E; S: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144P/Fqf C; Ld: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144W/Rqu F;

Deal Comments

Bzk Bwpp Pgznzeh 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 27, 2006