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
C	OUO	87.800	42.12	QP	-	HH-	-	-	8.00%	-	Fwokjfcp	3aSGNF	-	-	565	3iSZNR+565	-	369.00000
N-2	JWW	7.800	2.84	DQ	-	WWW-	-	-	84.00%	-	Sjrolhaz	3dLDXO	-	-	425	3rYUHF+425	-	187.00000
E	JYL	16.000	1.20	WD	-	J	-	-	76.00%	-	Yyuosudt	3gZVBU	-	-	185	3wNOJD+185	-	426.00000
Q	IFT	6.847	80.27	A3	-	IN	-	-	3.22%	-	-	-	-	-	-	-	-	Retained
R-2	YAA	58.000	3.24	GC	-	BBB	-	-	53.00%	-	Mivfdxji	3kGOFU	-	-	160	3tWHFG+160	-	184.00000
Z-1	BEM	59.000	2.10	WL	-	XXX-	-	-	63.00%	-	Kpvkovct	3tKTTX	-	-	300	3mYNAG+300	-	247.00000
Dnq	CAR	29.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
X-1	QEU	122.000	6.38	Iaa	-	UL	-	-	32.00%	-	Jzwoqiuu	3bUTNZ	-	-	135	3zTJAY+135	-	316.00000
M	JII	92.000	6.80	DT	-	MM	-	-	88.00%	-	Chwwukmn	3sNCGW	-	-	170	3rDIUD+170	-	866.00000

Tranche Comments

X-1: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144I/Yog T; R-2: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144M/Lwb Y; M: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144M/Dyd F; E: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144M/Trm V; Z-1: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144A/Ufj Q; N-2: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144V/Pfw D; C: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144B/Hwr K; Q: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144I/Uvw W; Dnq: First Pay: 2026-01-15; Redemption: 2027-07-15; Registration: 144P/Xye P;

Deal Comments

Jej cjhj ahh jphwgjc. Soe-Ehjj Cjtwocf 2.00

Risk Retention

TS - Cmv IT/TE - Sfr

Pricing Speed

20 LVA

Reinvestment Period (YRS)

Reinvestment Period End Date

May 13, 2022

Reset

Yes