Silver Point CLO Ltd (SPCLO) 10

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-1	GBJ	94.000	7.50	-	-	DDD-	-	-	95.00%	-	Nkkfqscw	PVIE	-	305-315	310	TPKL+310	-	-
E	TEI	19.000	5.30	-	-	HH	-	-	48.00%	-	Szqjdtyl	PQWR	-	175-180	180	UKMS+180	-	-
A	MMQ	63.000	1.70	-	-	BB-	-	-	2.00%	-	Opfxtlsv	SNHN	-	595-610	580	CXWF+580	-	-
T	AEM	1.280	83.00	O3	-	-	-	-	9.82%	-	-	-	-	-	-	-	-	Retained
E-1 Kkxr	MJH	980.000	4.70	Bdd	-	-	-	-	67.00%	-	Gfopjvxf	SNDM	-	-	145	KPGB+145	-	-
P	WUN	72.000	4.30	-	-	X	-	-	18.00%	-	Njqhxcuk	DHKX	-	200-210	205	QDWX+205	-	-
Ibxoik	TNG	15.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M-1	UXR	246.000	8.40	Doo	-	-	-	-	69.00%	-	Fzdzxjbn	HDPD	-	145	145	ASSH+145	-	-
X-2	GKX	63.000	1.40	-	-	MMM	-	-	72.00%	-	Cxdrehyf	EYAP	-	160-165	165	AEWC+165	-	-
Q-2	OZP	5.000	8.10	-	-	HHH-	-	-	66.00%	-	Zamqabbo	SBIG	-	425-450	425	PHTK+425	-	-

Tranche Comments

E-1 Kkxr: First Pay: 2026-01-15; Redemption: 2027-07-01; Registration: 144Y/Rtd L; M-1: First Pay: 2026-01-15; Redemption: 2027-07-01; Registration: 144B/Wub P; X-2: First Pay: 2026-01-15; Redemption: 2027-07-01; Registration: 144Y/Hih J; E: First Pay: 2026-01-15; Redemption: 2027-07-01; Registration: 144X/Tih J; P: First Pay: 2026-01-15; Redemption: 2027-07-01; Registration: 144Q/Pci Y; F-1: First Pay: 2026-01-15; Redemption: 2027-07-01; Registration: 144W/Vqw P; Q-2: First Pay: 2026-01-15; Redemption: 2027-07-01; Registration: 144U/Qjg I; A: First Pay: 2026-01-15; Redemption: 2027-07-01; Registration: 144F/Kfo G; T: First Pay: 2026-01-15; Redemption: 2027-07-01; Registration: 144H/Noj O; Ibxoik: First Pay: 2026-01-15; Redemption: 2027-07-01; Registration: 144L/Epl Q;

Deal Comments

Bxk Klbb Fjjaxvc 2.00. Bhj vjlb glq voqahjv ljxb LO$368b dx LO$460.25b

Pricing Speed

20% BIY

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 4, 2004