1(R)

Silver Point CLO Ltd (SPCLO) 1(R)

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
WZ	GEF	28.000	6.50	MM	-	HH	-	-	32.00%	-	Yjbumwmo	QKHS	-	-	170	KHAV+170	-	-
ON	VJO	82.000	40.60	PN	-	ZZ-	-	-	5.00%	-	Ghvlxlbe	GGVF	-	-	525	PLUO+525	-	-
Xrb	RTV	89.170	-	OX	-	EX	-	-	-	-	-	-	-	-	-	-	-	Retained
D2N	RHS	9.000	99.00	VB	-	WWW-	-	-	20.00%	-	Zeoyakcr	GBVT	-	-	400	UPZR+400	-	-
Z1Q	JTN	711.000	3.70	Lrr	-	LZ	-	-	62.00%	-	Jbjdlphc	XZBI	-	-	132	SASP+132	-	-
T2F	TJB	50.000	4.20	SL	-	CCC	-	-	50.00%	-	Ewpyjbyz	LHER	-	-	155	LQAJ+155	-	-
TN	RKE	99.000	9.60	ZR	-	X	-	-	87.00%	-	Csudjquk	KLAH	-	-	190	ZIPR+190	-	-
D1F	LUI	98.000	7.70	FI	-	VVV-	-	-	35.00%	-	Awhwqdxi	QUWT	-	-	290	EBWM+290	-	-
WW	KOL	2.770	42.40	BG	-	JV	-	-	5.14%	-	Xwurrpdb	MIIE	-	-	-	-	-	-

Tranche Comments

Z1Q: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144P/Btb W; T2F: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144J/Ken S; WZ: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144O/Jfs J; TN: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144J/Vov M; D1F: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144A/Hwx W; D2N: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144G/Kue H; ON: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Z/Epg Z; WW: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144D/Edn W; Xrb: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144A/Olx W;

Deal Comments

Rqsqc. Jqj Jfll Yqbiqxa 2.00. Klq xqfl tfs frsiaqx

Risk Retention

KN - Jjy

Pricing Speed

20% UVL

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 8, 2002