Silver Point SCF CLO Ltd (SLVP) III

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XJJR51.0009.80-ZZ---58.00%-CfbmelzkCHWP220e220MXCU+220--
PXYS29.0009.70-C---71.00%-------Retained
SevgqoPME48.300--------------Retained
WWQT114.0005.10-SSS---87.00%-OdmyldkbAZUM-193ATVT+193--
Tranche Comments
W: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144V/Moh G; X: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144Z/Dxh G; P: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144F/Rzs Q; Sevgqo: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144V/Pzf X;
Deal Comments
Fzw-Lqss Scvfzqx 2.00
Risk Retention
LB - Fzzu LN/IL - Fzz
Pricing Speed
20% WAV
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 5, 2002

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