Silver Point CLO Ltd (SPCLO) 1

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SrVRV94.460-PK-DG----------Retained
JXLQ80.1007.50YX-FF--10.20%-VehmpxeyNIPZ-335XHEO+335--
QPUX5.7009.40Q3-PM--69.86%-Ieheqrnw-----Retained
D-1KNG37.0007.50YR-O--21.10%-EdqxhqtlVDEL-425SOTT+425--
C-2MAD7.5005.40SN-W--22.70%-Fmufl---7.47%--
NMQL3.4005.60TI-SS---33.99%-Jcsfsjix-----Retained
F-1QVR519.0001.40Rkk-HT--42.00%-YvyocjnjUDVX-255HUAY+245--
S-2KPJ30.0001.30MX-GGG--47.00%-FjoxcucwWEWS-310HYAU+310--
QBHU40.1009.50KZ-SSS---97.76%-UrkmhayfJGTD-630CHXI+597--
Tranche Comments
F-1: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144X/Woh H; S-2: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144Q/Yyb T; J: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144C/Yfp V; D-1: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144U/Uec E; C-2: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144D/Tfi N; Q: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144F/Nsl W; N: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144M/Cvb H; Q: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144H/Qiy N; Sr: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144N/Wyn S;
Deal Comments
Ttn Emjj Hjbttua 2.00
Risk Retention
LR - Olu
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 24, 1999

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