Silver Point SCF CLO Ltd (SPCSL) IV

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-1S-W	FBC	87.500	6.50	-	CCC	-	-	-	78.00%	-	Vrjgn	-	-	-	-	5.10%	-	-
U-N	PIG	64.000	1.80	-	JJ	-	-	-	13.00%	-	Xzjjbunz	3bBPZH	-	-	210	3tQUAN+210	-	-
W-1W-B	GJX	988.400	2.60	-	LLL	-	-	-	72.00%	-	Hevavsqz	3iBWMA	-	-	172	3jUHJN+172	-	-
O-1-I	ZUG	818.000	3.80	-	HHH	-	-	-	14.00%	-	Ryswbjtk	3fQMWQ	-	-	172	3xSIUS+172	-	-
C-G	GYZ	83.000	7.10	-	SSS-	-	-	-	65.00%	-	-	-	-	-	-	-	-	Retained
B-2-S	TEQ	32.000	1.80	-	VVV	-	-	-	44.00%	-	Rbusmdhh	3fBLQT	-	-	195	3zLGQG+195	-	-
P-J	NWM	66.000	7.80	-	C	-	-	-	75.00%	-	Dmkwbqiu	3fZHFG	-	-	270	3xMCJQ+270	-	-
Lrd	UPX	115.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

O-1-I: First Pay: 2025-01-15; Redemption: 2026-09-26; Registration: 144J/Ojd C; W-1W-B: First Pay: 2025-01-15; Redemption: 2026-09-26; Registration: 144J/Wuv Z; X-1S-W: First Pay: 2025-01-15; Redemption: 2026-09-26; Registration: 144K/Nbr R; B-2-S: First Pay: 2025-01-15; Redemption: 2026-09-26; Registration: 144Q/Cse Z; U-N: First Pay: 2025-01-15; Redemption: 2026-09-26; Registration: 144Q/Ocs G; P-J: First Pay: 2025-01-15; Redemption: 2026-09-26; Registration: 144Q/Btc P; C-G: First Pay: 2025-01-15; Redemption: 2026-09-26; Registration: 144G/Yqx C; Lrd: First Pay: 2025-01-15; Redemption: 2026-09-26; Registration: 144F/Jnb O;

Deal Comments

Xqk Ihpp Ocgsqtd 2.00

Risk Retention

XX - Imdz HX/XH - Imd

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 9, 2011