VII

Silver Point SCF CLO Ltd (SPCSL) VII

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
J-B	GXY	85.000	3.10	-	NN	-	-	-	76.00%	-	Cfzyblxw	3aXXQE	-	205	205	3rNVMI+205	-	-
Val	VQX	96.400	-	-	CW	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H-1N	YJQ	84.000	1.30	-	QQQ	-	-	-	14.00%	-	Cjwcbzkf	3pWGQH	-	-	170	3qDTMJ+170	-	-
Z-M	CGE	55.000	4.30	-	O	-	-	-	30.00%	-	Omyvhlju	3aLDQE	-	-	275	3mUUMS+275	-	-
R-1	AHM	394.000	3.10	-	PPP	-	-	-	68.00%	-	Elsqbwia	3gBQHL	-	170	170	3mVUPR+170	-	-
B-2S	STS	19.000	6.20	-	III	-	-	-	21.00%	-	Avvyawid	3uBUDD	-	185	185	3zTYOC+185	-	-

Tranche Comments

R-1: First Pay: 2026-01-15; Redemption: 2027-06-26; Registration: 144I/Emj D; H-1N: First Pay: 2026-01-15; Redemption: 2027-06-26; Registration: 144L/Iup B; B-2S: First Pay: 2026-01-15; Redemption: 2027-06-26; Registration: 144W/Lih U; J-B: First Pay: 2026-01-15; Redemption: 2027-06-26; Registration: 144V/Lsw Z; Z-M: First Pay: 2026-01-15; Redemption: 2027-06-26; Registration: 144V/Aor M; Val: First Pay: 2026-01-15; Redemption: 2027-06-26; Registration: 144Q/Fzr C;

Deal Comments

Ogu-Yxoo Njcvgsp 2.00

Pricing Speed

20% WXX

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 16, 2001