Silver Point CLO Ltd (SPCLO) 4

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CBKH58.22112.50--GG---4.49%-KcfkxwcmHPPH-752CBJF+735--
Y-1ASD290.0003.40Bhh----81.00%-YrserzrmANXY-163BQEW+163--
CevYNJ76.700--------------Retained
AVOT44.5102.10--PPP---18.00%-MdhsevbwQQFM-410YVTH+410--
C-2KYI1.0002.80--HH--91.00%-Uvats---6.07%--
K-2WQL49.0006.60--KKK--36.00%-SeoxkmtfNLHX-183PXYZ+183--
SQWU59.2108.90--B--90.70%-UzmplhirMHDS-265MMBY+265--
JNBM6.57389.50Z3----9.40%-------Retained
S-1NYM86.0009.80--CC--86.00%-QejkjvmhCDTA-210QCQH+210--
Tranche Comments
Y-1: Redemption: 2026-04-15; Registration: 144Y/Gjd O; K-2: Redemption: 2026-04-15; Registration: 144P/Gff U; S-1: Redemption: 2026-04-15; Registration: 144U/Nrs L; C-2: Redemption: 2026-04-15; Registration: 144K/Jlr A; S: Redemption: 2026-04-15; Registration: 144H/Uev K; A: Redemption: 2026-04-15; Registration: 144E/Esf T; C: Redemption: 2026-04-15; Registration: 144G/Urp R; J: Redemption: 2026-04-15; Registration: 144P/Jmo S; Cev: Redemption: 2026-04-15; Registration: 144T/Bcv O;
Deal Comments
Jvn Mxll Eofevsd 2.00
Risk Retention
PH - Yxg
Reinvestment Period (YRS)
8
Reinvestment Period End Date
May 14, 2001

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