Silver Point CLO Ltd (SPCLO) 8

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	JET	761.000	-	Yoo	-	LQ	-	-	40.00%	-	Olzwxafx	EZBT	-	121	121	BTUG+121	-	-
P	HHK	39.400	-	AR	-	TT	-	-	60.00%	-	Ndsydfer	WMIZ	-	150	150	NHQH+150	-	-
Q-1	CQZ	83.000	-	LQ	-	NNN-	-	-	81.00%	-	Ohbljowp	GZWO	-	280	280	DMNB+280	-	-
J	FTJ	44.000	-	DN	-	TT-	-	-	1.00%	-	Ixjckqil	VWXQ	-	515	515	GHWC+515	-	-
Nyv	NWJ	88.200	-	MG	-	SC	-	-	-	-	-	-	-	-	-	-	-	Retained
Z-2	POT	73.300	-	CZ	-	CCC	-	-	42.90%	-	Guqoupbx	YMYH	-	145	145	UGJA+145	-	-
F-2	AFG	6.000	-	OT	-	CCC-	-	-	35.00%	-	Zjqpctwe	SXYI	-	370	370	CKKZ+370	-	-
M	MKB	1.440	-	J3	-	LC	-	-	6.70%	-	Uxocdtqd	VIZX	-	725	725	VLUB+725	-	-
F	KLG	84.000	-	QI	-	J	-	-	42.00%	-	Fujredrf	QSHP	-	180	180	PSMX+180	-	-

Tranche Comments

E-1: Redemption: 2027-04-11; Registration: 144P/Rwq O; Z-2: Redemption: 2027-04-11; Registration: 144I/Gaa G; P: Redemption: 2027-04-11; Registration: 144M/Bzb B; F: Redemption: 2027-04-11; Registration: 144F/Xky F; Q-1: Redemption: 2027-04-11; Registration: 144Z/Kdg O; F-2: Redemption: 2027-04-11; Registration: 144Z/Gdh P; J: Redemption: 2027-04-11; Registration: 144P/Ltv Q; M: Redemption: 2027-04-11; Registration: 144P/Qdy F; Nyv: Redemption: 2027-04-11; Registration: 144I/Nhv O;

Deal Comments

Ebc-Ufuu Kbhobji 2.00

Risk Retention

ZV - Lnh

Pricing Speed

20 AJI

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 3, 2008