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
M	WIY	53.000	8.10	-	-	EE-	-	-	80.10%	-	Nzvmyouk	PTXW	-	899	GCMF+899	-	-
C	IVF	20.800	1.20	-	-	C	-	-	81.85%	-	Drskcakh	VLGE	360-370	370	ALKR+370	-	-
U-1	PHQ	74.500	6.90	-	-	MM	-	-	21.10%	-	Csedrepk	SWKK	-	290	PWZK+290	-	-
T	JPO	1.960	1.10	G3	-	-	-	-	76.45%	-	Mxykoiub	-	-	-	-	-	Retained
Y-2	QTB	8.000	3.10	-	-	WWW-	-	-	33.10%	-	Swmkpwvl	SKFY	-	764	NXKR+764	-	-
H-2	LXQ	98.000	2.80	-	-	OOO	-	-	92.34%	-	Qfymciqv	XBXX	240-250	270	ZZZV+270	-	-
Ju	KJE	10.500	-	PF	-	JU	-	-	-	-	-	-	-	-	-	-	Retained
L-1	MQW	848.000	5.60	Gtt	-	-	-	-	59.00%	-	Qdmrsqsk	PSFP	-	225	VXAC+225	-	-
C-2	WYL	7.900	3.30	-	-	UU	-	-	16.20%	-	Ztkit	-	-	-	6.17%	-	-
E-1	NCF	87.600	9.80	-	-	PPP	-	-	73.00%	-	Fdkfvyfa	WVJD	595-605	556	SINJ+556	-	-

Tranche Comments

L-1: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144U/Kal E; H-2: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144F/Vvh T; U-1: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144Y/Giu S; C-2: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144I/Zfr P; C: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144D/Fcy Q; E-1: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144V/Olc E; Y-2: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144G/Rud Y; M: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144H/Mby X; T: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144G/Awe Y; Ju: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144M/Qif X;

Deal Comments

Eyk Ypaa Komfyxe 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 3, 2008

Refinancing

Yes