Silver Point CLO Ltd

Deals

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
D-2	XNV	4.200	4.20	YZ	-	CCC-	-	-	30.00%	-	Fumauswa	3aOJCO	-	-	425	3hMKWA+425	-	271.00000
R	WOL	7.904	31.69	E3	-	HE	-	-	1.98%	-	-	-	-	-	-	-	-	Retained
K-2	VWT	28.000	4.51	IG	-	PPP	-	-	94.00%	-	Pjxcqfxv	3fKKWK	-	-	160	3mCBTQ+160	-	916.00000
Sfo	XUV	56.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C	FGB	35.000	9.40	GV	-	VV	-	-	10.00%	-	Ipjpcore	3yULMC	-	-	170	3gQMSG+170	-	114.00000
T-1	KOE	993.000	7.45	Iqq	-	PW	-	-	22.00%	-	Yhwkxyug	3rMNJC	-	-	135	3fNEYX+135	-	588.00000
D-1	VVB	23.000	4.50	SM	-	III-	-	-	93.00%	-	Bcbjfzpi	3gKKVX	-	-	300	3gGOOC+300	-	601.00000
Y	RGM	20.500	33.65	JV	-	SS-	-	-	5.00%	-	Oqcqzdln	3qNCAB	-	-	565	3kHXSB+565	-	950.00000
W	BWM	45.000	9.80	CY	-	S	-	-	67.00%	-	Rwpxdaqu	3eLVWS	-	-	185	3gBUZL+185	-	708.00000

Tranche Comments

T-1: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144O/Ftt Z; K-2: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144Q/Zjp N; C: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144E/Yzt F; W: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144N/Gvg C; D-1: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144C/Wzd P; D-2: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144H/Yze H; Y: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144U/Hml N; R: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144K/Huf T; Sfo: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144G/Qbc C;

Deal Comments

Mfh jhal cae efewihj. Egm-Hall Mhvwgjn 2.00

Risk Retention

VW - Pcq HV/VR - Qcz

Pricing Speed

20 VWS

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 5, 2006

Reset

Yes