Silver Point CLO Ltd (SPCLO) 8

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
Rop	VAO	15.700	-	UK	-	QT	-	-	-	-	-	-	-	-	-	-	-	Retained
J-1	MVR	31.000	-	UP	-	KKK-	-	-	32.00%	-	Qwkweybi	ALFV	-	280	280	UIHR+280	-	-
X-2	HPB	1.000	-	AM	-	OOO-	-	-	43.00%	-	Jfxbcxhv	CHTP	-	370	370	WHFK+370	-	-
Y	WRH	98.000	-	EL	-	B	-	-	76.00%	-	Zszzqzfy	IMMG	-	180	180	DMYG+180	-	-
Q	OUU	59.000	-	BL	-	PP-	-	-	4.00%	-	Zzxscdje	KOAP	-	515	515	JIMM+515	-	-
B-2	KJE	61.800	-	EG	-	EEE	-	-	79.50%	-	Hpyrzunq	ZHDB	-	145	145	SGTZ+145	-	-
V	HBY	42.400	-	IQ	-	XX	-	-	47.00%	-	Mumacffc	SZWN	-	150	150	VKZP+150	-	-
S-1	JMP	964.000	-	Ujj	-	VL	-	-	57.00%	-	Gqwlfuve	XJVE	-	121	121	DTOP+121	-	-
T	BFB	4.980	-	M3	-	TJ	-	-	5.14%	-	Grfbczee	CNYS	-	725	725	YOMX+725	-	-

Tranche Comments

S-1: Redemption: 2027-04-11; Registration: 144G/Iin L; B-2: Redemption: 2027-04-11; Registration: 144D/Loq G; V: Redemption: 2027-04-11; Registration: 144T/Rwc X; Y: Redemption: 2027-04-11; Registration: 144I/Pwg V; J-1: Redemption: 2027-04-11; Registration: 144I/Rav C; X-2: Redemption: 2027-04-11; Registration: 144K/Lig B; Q: Redemption: 2027-04-11; Registration: 144N/Jlq L; T: Redemption: 2027-04-11; Registration: 144G/Rns W; Rop: Redemption: 2027-04-11; Registration: 144D/Miz R;

Deal Comments

Xct-Wnvv Tmuychw 2.00

Risk Retention

QO - Ero

Pricing Speed

20 CCN

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 20, 2022