Silver Point SCF CLO Ltd (SPCSL) I

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
X-2i	FFG	3.000	-	-	III	-	-	-	-	-	Kbmzcldy	3xR	-	-	190	3qU+190	-	-
W-1m	CKV	1.100	-	-	PPP	-	-	-	-	-	Efngy	-	-	-	172	2.449%	-	-
W-1z	PHC	794.200	-	-	FFF	-	-	-	-	-	Qxybzydp	3sM	-	-	172	3gC+172	-	-
Y-1P	AMI	540.000	-	-	QQQ	-	-	-	-	-	Ocykudhv	3xB	-	-	172	3zF+172	-	-
U	UIB	93.000	-	-	N	-	-	-	-	-	Kwfwytdt	3fZ	-	-	300	3kH+300	-	-
Orv	GUY	491.000	-	-	UG	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U-2n	NCB	47.000	-	-	BBB	-	-	-	-	-	Tlmyd	-	-	-	190	2.807%	-	-
Y-2	LXS	6.000	-	-	ZZ	-	-	-	-	-	Ncfzvumm	3lX	-	-	200	2.938%	-	-
G	RID	82.000	-	-	RRR-	-	-	-	-	-	Ibqrwodr	3lE	-	-	415	3cY+415	-	-
D-1	LAB	1.000	-	-	BB	-	-	-	-	-	Ccyzlolo	3eD	-	-	200	3xL+200	-	-

Tranche Comments

Y-1P: First Pay: 2022-01-15; Redemption: 2022-09-09; W-1z: First Pay: 2022-01-15; Redemption: 2022-09-09; W-1m: First Pay: 2022-01-15; Redemption: 2022-09-09; X-2i: First Pay: 2022-01-15; Redemption: 2022-09-09; U-2n: First Pay: 2022-01-15; Redemption: 2022-09-09; D-1: First Pay: 2022-01-15; Redemption: 2022-09-09; Y-2: First Pay: 2022-01-15; Redemption: 2022-09-09; U: First Pay: 2022-01-15; Redemption: 2022-09-09; G: First Pay: 2022-01-15; Redemption: 2022-09-09; Orv: First Pay: 2022-01-15; Redemption: 2022-09-09;

Risk Retention

IP - Ulb, PR - Jr

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 20, 2002