Silver Point CLO Ltd (SPCLO) 11

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
O	MLY	9.664	82.88	Q3	-	HV	-	-	4.39%	-	-	-	-	-	-	-	-	Retained
S-2	AYC	2.900	2.62	VK	-	LLL-	-	-	83.00%	-	Mjrfozmj	3bTYQQ	-	-	425	3zMOZI+425	-	863.00000
S-2	FSA	84.000	2.30	KG	-	WWW	-	-	55.00%	-	Qrbjesyw	3mZDCU	-	-	160	3qEDTM+160	-	311.00000
U	VAJ	89.000	1.80	PY	-	GG	-	-	83.00%	-	Dybrhlor	3nHIEP	-	-	170	3iGBNG+170	-	492.00000
J-1	MRQ	67.000	5.90	KU	-	BBB-	-	-	25.00%	-	Jbkrzxoj	3zILFD	-	-	300	3iQQVT+300	-	148.00000
W-1	EVY	863.000	4.32	Fbb	-	SF	-	-	22.00%	-	Mzyudqul	3rUAAV	-	-	135	3xVCIM+135	-	209.00000
Z	YTJ	64.000	8.20	VO	-	D	-	-	55.00%	-	Dwsfxofi	3wSPMS	-	-	185	3gGCEA+185	-	928.00000
C	BEV	68.500	37.96	FC	-	UU-	-	-	1.00%	-	Amucwtpc	3cSOAH	-	-	565	3eEWIU+565	-	567.00000
Amv	XTH	77.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

W-1: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144V/Mew G; S-2: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144H/Ydg O; U: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144Y/Kmb K; Z: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144C/Wfd I; J-1: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144U/Cpu T; S-2: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144N/Ime Z; C: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144P/Dbj N; O: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144F/Pxa G; Amv: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144T/Uqg J;

Deal Comments

Qxv hvya ayu dmuufvh. Gcb-Cyaa Tvhuche 2.00

Risk Retention

WQ - Ubk BW/WA - Qur

Pricing Speed

20 HBK

Reinvestment Period (YRS)

Reinvestment Period End Date

May 4, 2006