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
Q-2	FKW	2.100	2.35	SQ	-	UUU-	-	-	27.00%	-	Prlnamfn	3eXEIZ	-	-	425	3eQBJI+425	-	383.00000
Civ	EHN	20.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z-2	TKG	79.000	8.12	NY	-	RRR	-	-	46.00%	-	Nbywazkt	3hMZBV	-	-	160	3mZETY+160	-	436.00000
N-1	CMW	137.000	6.78	Ipp	-	AO	-	-	48.00%	-	Jxwsqquq	3kSSSY	-	-	135	3mZQZW+135	-	365.00000
M-1	IPS	57.000	8.50	LW	-	AAA-	-	-	86.00%	-	Errjstvc	3tEPMP	-	-	300	3dKBHR+300	-	238.00000
J	XVV	72.100	15.13	KE	-	VV-	-	-	4.00%	-	Cjkjbmqi	3cZKJN	-	-	565	3rEMVK+565	-	653.00000
X	OJO	79.000	2.60	ID	-	LL	-	-	71.00%	-	Kckjdisv	3lXTNC	-	-	170	3bWAUM+170	-	630.00000
G	YLC	24.000	9.90	CI	-	G	-	-	31.00%	-	Ydleuobi	3hYQBH	-	-	185	3mLOXY+185	-	248.00000
V	QVR	2.461	93.38	E3	-	DG	-	-	3.35%	-	-	-	-	-	-	-	-	Retained

Tranche Comments

N-1: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144J/Evd H; Z-2: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144W/Xda F; X: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144X/Icq A; G: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144O/Mql F; M-1: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144Q/Pre T; Q-2: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144P/Idf J; J: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144T/Jbl M; V: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144A/Wew T; Civ: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144N/Tvq N;

Deal Comments

Vja eadf gdy vgyadae. Jgm-Qdff Wamaget 2.00

Risk Retention

MI - Rjt OM/MB - Vdz

Pricing Speed

20 WJM

Reinvestment Period (YRS)

Reinvestment Period End Date

May 7, 2000