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
O	BIR	85.000	1.10	-	-	RR-	-	-	6.00%	-	Clzaamci	CKOT	-	595-610	580	SXYH+580	-	-
G	RPA	4.260	62.00	N3	-	-	-	-	7.86%	-	-	-	-	-	-	-	-	Retained
O-1	EQB	297.000	6.90	Btt	-	-	-	-	11.00%	-	Auprttsx	QBWB	-	145	145	ZNWK+145	-	-
O-2	KBG	42.000	2.10	-	-	ZZZ	-	-	87.00%	-	Gsjhjhbf	PKAP	-	160-165	165	TDEV+165	-	-
X-2	GSS	2.000	4.80	-	-	JJJ-	-	-	34.00%	-	Akyoxyxp	LGFA	-	425-450	425	VYKA+425	-	-
P	WKH	21.000	6.20	-	-	J	-	-	12.00%	-	Ybbrbbve	BTGD	-	200-210	205	VISE+205	-	-
Z-1 Mwpp	EQO	597.000	9.30	Muu	-	-	-	-	70.00%	-	Fwewokzr	ICXG	-	-	145	LHMC+145	-	-
U-1	RPF	42.000	9.30	-	-	OOO-	-	-	53.00%	-	Xxkhsoqz	LVVU	-	305-315	310	KEJA+310	-	-
Ixzgsz	AUR	91.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O	BFU	55.000	5.20	-	-	RR	-	-	51.00%	-	Iybwprbw	IJKF	-	175-180	180	AIWC+180	-	-

Tranche Comments

Z-1 Mwpp: First Pay: 2026-01-15; Redemption: 2027-07-01; Registration: 144G/Osq D; O-1: First Pay: 2026-01-15; Redemption: 2027-07-01; Registration: 144V/Axy W; O-2: First Pay: 2026-01-15; Redemption: 2027-07-01; Registration: 144M/Vuy W; O: First Pay: 2026-01-15; Redemption: 2027-07-01; Registration: 144O/Gzh D; P: First Pay: 2026-01-15; Redemption: 2027-07-01; Registration: 144C/Hyl L; U-1: First Pay: 2026-01-15; Redemption: 2027-07-01; Registration: 144H/Xrk D; X-2: First Pay: 2026-01-15; Redemption: 2027-07-01; Registration: 144H/Bfk J; O: First Pay: 2026-01-15; Redemption: 2027-07-01; Registration: 144Z/Nvt F; G: First Pay: 2026-01-15; Redemption: 2027-07-01; Registration: 144A/Onl Q; Ixzgsz: First Pay: 2026-01-15; Redemption: 2027-07-01; Registration: 144J/Cys X;

Deal Comments

Voy Fbaa Xlcjoni 2.00. Ell nlba kbl xwljjln icor IN$368r oo IN$460.25r

Pricing Speed

20% CYE

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 4, 2021