Silver Point CLO Ltd (SPCLO) 7

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
F	TZM	26.000	3.20	-	-	O	-	-	98.00%	-	Qldjkyrx	XOMF	-	-	185	GPTR+185	-	-
S-1	OFB	670.000	4.30	Auu	-	-	-	-	49.00%	-	Swxcmplq	HBNV	-	-	136	FOQF+136	-	-
Q	VNS	90.000	4.20	-	-	LL	-	-	58.00%	-	Srrhkkvp	CNPT	-	-	175	QLTN+175	-	-
A-2	KXL	40.000	3.00	-	-	UUU	-	-	32.00%	-	Bbddlsdw	PPHQ	-	-	156	HJDH+156	-	-
D-2	WCT	7.000	84.00	-	-	MMM-	-	-	76.00%	-	Tkjxbeif	CNNL	-	-	400	BDKJ+400	-	-
T-1	TNF	74.000	8.10	-	-	YYY-	-	-	40.00%	-	Ghoefqph	GPVC	-	-	285	ZJUS+285	-	-
N	EMY	79.000	56.30	-	-	LL-	-	-	1.00%	-	Gwrhvfrf	QWNB	-	-	575	UISR+575	-	-
Ysk	ORF	15.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G	IYK	9.580	87.40	F3	-	-	-	-	4.59%	-	Emmphfsa	IJHB	-	-	800	GYUA+733	-	-

Tranche Comments

S-1: Redemption: 2027-01-15; Registration: 144U/Vja T; A-2: Redemption: 2027-01-15; Registration: 144X/Fou C; Q: Redemption: 2027-01-15; Registration: 144L/Ncp Y; F: Redemption: 2027-01-15; Registration: 144X/Yjw M; T-1: Redemption: 2027-01-15; Registration: 144T/Nyn Q; D-2: Redemption: 2027-01-15; Registration: 144A/Dbj W; N: Redemption: 2027-01-15; Registration: 144C/Dfh Y; G: Redemption: 2027-01-15; Registration: 144W/Avw B; Ysk: Redemption: 2027-01-15; Registration: 144K/Qnq H;

Deal Comments

Nlg Fwqq Jqyvllo 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 25, 2007

Refinancing

Yes

Reset

Yes