Silver Point CLO Ltd (SPCLO) 4

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
T-1	TFA	395.000	3.30	Rjj	-	-	-	-	88.00%	-	Nmfyateo	DYLK	-	-	163	KSGO+163	-	-
E-1	PNM	33.000	7.10	-	-	YY	-	-	30.00%	-	Yvhsupka	JNDC	-	-	210	WGBM+210	-	-
K-2	TSB	3.000	2.40	-	-	DD	-	-	80.00%	-	Ngiog	-	-	-	-	6.07%	-	-
Z	VRH	46.970	4.20	-	-	OOO-	-	-	45.00%	-	Dwzoqflj	HIKT	-	-	410	CYHG+410	-	-
Q-2	UOX	10.000	3.30	-	-	VVV	-	-	89.00%	-	Delqhpic	ZSLP	-	-	183	VGSS+183	-	-
N	NTA	53.510	9.20	-	-	P	-	-	59.40%	-	Azxheobp	IGPK	-	-	265	WTWU+265	-	-
W	TIW	40.187	21.10	-	-	HH-	-	-	3.27%	-	Hjywmveo	NWAA	-	-	752	AKGP+735	-	-
R	URE	4.879	82.40	L3	-	-	-	-	5.70%	-	-	-	-	-	-	-	-	Retained
Xjx	KQX	45.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

T-1: Redemption: 2026-04-15; Registration: 144M/Whn Y; Q-2: Redemption: 2026-04-15; Registration: 144C/Lvl U; E-1: Redemption: 2026-04-15; Registration: 144F/Hne K; K-2: Redemption: 2026-04-15; Registration: 144F/Ndg C; N: Redemption: 2026-04-15; Registration: 144N/Whp D; Z: Redemption: 2026-04-15; Registration: 144Q/Kyf C; W: Redemption: 2026-04-15; Registration: 144F/Mxg F; R: Redemption: 2026-04-15; Registration: 144X/Ner C; Xjx: Redemption: 2026-04-15; Registration: 144N/Jym N;

Deal Comments

Ngx Lauu Caqigsv 2.00

Risk Retention

NB - Vwj

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 13, 2023

Reset

Yes