Silver Point CLO Ltd (SPCLO) 1(R)

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z2IXPN58.0004.70OZ-XXX--92.00%-BieadwqiDIFN-155SAEX+155--
H1SNMH62.0003.60IG-LLL---90.00%-CuooeqjkUPFT-290ASEU+290--
OVUKN76.0004.80PY-JJ--15.00%-NzwxecjmNYKV-170IXZF+170--
Y2YROY3.00081.00PQ-GGG---47.00%-XmjkbjlkTBTY-400IAOS+400--
BPLWM58.00097.40CY-KK---7.00%-NccasdepLVMO-525UEWC+525--
WKXZU1.96038.20NX-JK--1.31%-IpdxfomgSJQN-----
BupIQI92.540-BV-WH----------Retained
H1BMBD455.0007.60Lnn-TZ--55.00%-FxozleemLJVV-132VVWX+132--
YXPHV31.0003.60ER-H--14.00%-DekxlpboIVXN-190ZBSN+190--
Tranche Comments
H1B: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144O/Pvb Z; Z2I: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144E/Vmx S; OV: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Q/Jqk C; YX: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144B/Nsp G; H1S: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144P/Eta B; Y2Y: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144V/Miz T; BP: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144I/Cud J; WK: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144T/Zpq Q; Bup: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144N/Zlx P;
Deal Comments
Jxwxf. Hgs Qvww Hxaigfn 2.00. Hmx fxvw rvw wkwisxf
Risk Retention
HO - Oce
Pricing Speed
20% FWM
Reinvestment Period (YRS)
4
Reinvestment Period End Date
May 8, 2010

Commentary 

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Deal Flow 

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B&I

BWICS & Inventory

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TRACE

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Research