Silver Point CLO Ltd (SPCLO) 5

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
E-1	OQN	70.700	1.30	-	-	OOO	-	-	99.00%	-	Jruklswo	VKDG	-	-	325	ADNQ+325	-	-
B-2	MII	7.360	40.60	-	-	AAA-	-	-	86.20%	-	Clxhstar	MLBR	-	-	435	COTQ+435	-	-
Jok	MPR	25.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E-1	CHO	988.000	4.10	Jgg	-	-	-	-	91.00%	-	Urrcvyiy	ZCIQ	-	-	140	WNUN+140	-	-
D-2	QIG	31.000	8.00	-	-	RRR	-	-	10.00%	-	Nqjkzroz	YVCZ	-	-	160	YAYS+160	-	-
V	JWO	64.000	9.30	-	-	U	-	-	54.00%	-	Vzjjrbis	BXWR	-	-	210	XZSI+210	-	-
J	ZIY	81.940	47.90	-	-	RR-	-	-	6.00%	-	Hvosrmyk	TMHT	-	-	640	VPOV+640	-	-
A	PEH	2.873	94.60	V3	-	-	-	-	5.12%	-	-	-	-	-	-	-	-	Retained
M	COE	44.000	1.90	-	-	AA	-	-	33.00%	-	Hspazlnk	GQDZ	-	-	175	MDDE+175	-	-

Tranche Comments

E-1: Redemption: 2026-10-20; Registration: 144W/Muv W; D-2: Redemption: 2026-10-20; Registration: 144J/Ajw N; M: Redemption: 2026-10-20; Registration: 144W/Vyz W; V: Redemption: 2026-10-20; Registration: 144P/Yrr N; E-1: Redemption: 2026-10-20; Registration: 144D/Udf N; B-2: Redemption: 2026-10-20; Registration: 144B/Lkh V; J: Redemption: 2026-10-20; Registration: 144O/Vcl B; A: Redemption: 2026-10-20; Registration: 144Q/Iut L; Jok: Redemption: 2026-10-20; Registration: 144A/Omy Z;

Deal Comments

Kiq-Ntnn Ifgviyj 2.00. Yhf yftn itg dpgvdfy

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 16, 2021