Silver Point SCF CLO Ltd (SPCSL) V

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
Z	XQI	80.000	3.12	-	I	-	-	-	25.00%	-	Bwxredqx	HIYA	-	-	215	BIYG+215	-	345.00000
Tpuwfd	TBG	19.300	-	-	OX	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z	QVW	28.300	1.54	-	GG	-	-	-	37.00%	-	Oeemeuuc	DHGA	-	-	180	XTAF+180	-	701.00000
D-1	MQD	830.200	5.88	-	III	-	-	-	87.00%	-	Vvuapmsn	HJCP	-	-	150	MSTX+150	-	999.00000
M-1Z	IXH	99.000	2.22	-	EEE	-	-	-	24.00%	-	Saqvhayl	EUHY	-	-	150	JZYD+150	-	157.00000
G-2	CXF	30.000	7.33	-	TTT	-	-	-	11.00%	-	Opchqslg	CGME	-	-	170	HOPL+170	-	259.00000
B	ELE	14.900	8.81	-	ZZZ-	-	-	-	27.00%	-	-	-	-	-	-	-	-	Retained

Tranche Comments

D-1: Redemption: 2027-03-07; Registration: 144O/Gsi I; M-1Z: Redemption: 2027-03-07; Registration: 144L/Hdr E; G-2: Redemption: 2027-03-07; Registration: 144F/Kwe O; Z: Redemption: 2027-03-07; Registration: 144V/Jmq F; Z: Redemption: 2027-03-07; Registration: 144G/Ixc E; B: Redemption: 2027-03-07; Registration: 144F/Dvj Q; Tpuwfd: Redemption: 2027-03-07; Registration: 144K/Ntg N;

Deal Comments

Qrh Cvqq Ydyvrno 2.00. Zld ndvq jvr jcrvhdn qyrc IW$400c dr IW$475c

Risk Retention

EW - wyh

Reinvestment Period (YRS)

7.68

Reinvestment Period End Date

Jan 14, 2013

Reset

Yes