Silver Point SCF CLO Ltd (SLVP) I

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I-1BFHS733.000--YYY-----Ycejedkf3jR-1723sB+172--
O-1mYTF449.400--WWW-----Jdhspszj3uR-1723oQ+172--
M-1nOJV7.300--NNN-----Mcwtv--1722.449%--
V-2rJHO5.000--III-----Vsxdojuc3sN-1903kX+190--
UJKX73.000--P-----Skqvbwux3pN-3003eS+300--
WpfQAJ298.000--DP-----------Retained
S-2fBMV64.000--RRR-----Cuqgr--1902.807%--
Y-1QOJ7.000--GG-----Qjekemhq3hR-2003jD+200--
E-2KCB9.000--AA-----Xsjdttds3eN-2002.938%--
WHOW92.000--FFF------Lyhsabmf3xK-4153jL+415--
Tranche Comments
I-1B: First Pay: 2022-01-15; Redemption: 2022-09-09; O-1m: First Pay: 2022-01-15; Redemption: 2022-09-09; M-1n: First Pay: 2022-01-15; Redemption: 2022-09-09; V-2r: First Pay: 2022-01-15; Redemption: 2022-09-09; S-2f: First Pay: 2022-01-15; Redemption: 2022-09-09; Y-1: First Pay: 2022-01-15; Redemption: 2022-09-09; E-2: First Pay: 2022-01-15; Redemption: 2022-09-09; U: First Pay: 2022-01-15; Redemption: 2022-09-09; W: First Pay: 2022-01-15; Redemption: 2022-09-09; Wpf: First Pay: 2022-01-15; Redemption: 2022-09-09;
Risk Retention
BW - Cin, WG - Au
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 6, 2015

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