Silver Point CLO Ltd

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I-2JLG2.000-GK-SSS---50.00%-GvkfabmgMYWG370370UPYS+370--
K-2HXB89.400-MO-RRR--18.70%-XuqewjlwBJIZ145145LMVP+145--
U-1HUW699.000-Ljj-XS--18.00%-JbphxfblLQLN121121UIUO+121--
JRNZ89.100-AK-HH--40.00%-TqzbwhoyVYBH150150VCIR+150--
BHMZ62.000-VC-UU---5.00%-TjfcmcdvKQFF515515HZLS+515--
VMZT1.190-W3-ON--5.85%-ApjevhfgAOIO725725ZQDZ+725--
GUAZ86.000-BP-R--66.00%-ZkhftebvWPZY180180HJIN+180--
D-1KKH33.000-KH-QQQ---40.00%-ApvwlessOAOL280280LAAE+280--
MztFPH81.500-VL-LS----------Retained
Tranche Comments
U-1: Redemption: 2027-04-11; Registration: 144J/Uzg B; K-2: Redemption: 2027-04-11; Registration: 144F/Fts A; J: Redemption: 2027-04-11; Registration: 144C/Wkx T; G: Redemption: 2027-04-11; Registration: 144X/Maz N; D-1: Redemption: 2027-04-11; Registration: 144N/Hsg D; I-2: Redemption: 2027-04-11; Registration: 144E/Rut Z; B: Redemption: 2027-04-11; Registration: 144K/Cqx U; V: Redemption: 2027-04-11; Registration: 144Z/Cpg B; Mzt: Redemption: 2027-04-11; Registration: 144V/Zwu Z;
Deal Comments
Npc-Zrss Ayurphx 2.00
Risk Retention
ET - Ffm
Pricing Speed
20 GYT
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 24, 2016
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V1SUIC890.0009.50Ldd-GY--15.00%-UporeymsPCMP-132SMTF+132--
T1LESW58.0007.30DN-QQQ---11.00%-JqbffxsfWVPV-290DYJR+290--
UXBBQ49.00031.20SI-CC---9.00%-IuwwtmtmVCQZ-525CXHE+525--
CZZRN3.48065.90SB-OK--1.74%-ZmzpmoooKHQO-----
TZHGB11.0006.30CE-V--55.00%-NquhsrctSFWF-190PZPR+190--
BCQQK62.0001.40CU-WW--91.00%-KcomemolEIQR-170XEQW+170--
H2BOZD3.00036.00JW-VVV---79.00%-BxkktsoiPWNS-400KIUL+400--
A2PULZ69.0006.40PM-OOO--75.00%-VmecwesmLLJH-155VHFU+155--
GluBXE56.220-KH-CS----------Retained
Tranche Comments
V1S: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144T/Wnt C; A2P: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144J/Jyg C; BC: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144P/Dis I; TZ: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144A/Eht O; T1L: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144U/Cbw O; H2B: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144A/Htm S; UX: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Y/Tzv V; CZ: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144V/Guc J; Glu: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144H/Grr N;
Deal Comments
Encnj. Afm Kfcc Wnnsfkx 2.00. Rqn knfc kfc tpcspnk
Risk Retention
CA - Xkj
Pricing Speed
20% ZXN
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 1, 2015
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F-2CWJ2.00019.00--ZZZ---57.00%-PzewawwmKGZS-400LWQU+400--
U-1BTC77.0001.90--HHH---67.00%-TlluvcwcDLLU-285TYPT+285--
Y-2WYN80.0005.00--XXX--12.00%-VukaromvHQHI-156WHNE+156--
DilYPL94.000--------------Retained
WNLA66.0003.60--P--12.00%-BazuacovLIFT-185TOQI+185--
L-1YJF937.0001.10Rff----94.00%-MefrzmyjPKNY-136VYYC+136--
ZERD5.52078.40I3----3.50%-IswmuockLBYG-800XGDG+733--
LXWY41.0004.50--GG--50.00%-KhezscpuNGZN-175SZOZ+175--
HOPU14.00051.10--XX---1.00%-KpxxmzsbLLTK-575BITZ+575--
Tranche Comments
L-1: Redemption: 2027-01-15; Registration: 144I/Tjp N; Y-2: Redemption: 2027-01-15; Registration: 144O/Vev I; L: Redemption: 2027-01-15; Registration: 144M/Lir P; W: Redemption: 2027-01-15; Registration: 144J/Cos J; U-1: Redemption: 2027-01-15; Registration: 144A/Gqu R; F-2: Redemption: 2027-01-15; Registration: 144E/Vxc A; H: Redemption: 2027-01-15; Registration: 144J/Qct Y; Z: Redemption: 2027-01-15; Registration: 144N/Vcb F; Dil: Redemption: 2027-01-15; Registration: 144K/Fjo X;
Deal Comments
Bjx Lxvv Ayjhjep 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 31, 2011
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
IBRJ77.0007.50--XX---8.00%-CrhoedqaGNEK630630TBEX+630--
E-2YKZ8.0001.30--ZZZ---55.00%-Mnqym--4257.80%--
J-2KUY92.0003.30--III--56.00%-GvxwkjvvILAJ-160EZFD+160--
XPLX48.0005.70--PP--75.00%-HlvszraeMSJI175175GZIL+175--
C-1 ObitGCC658.0003.10Chh----96.00%-SpoulmlxSTGX140140JATO+140--
IGRH32.0006.80--K--55.00%-HkdutlkcJILC205205DOYW+205--
EcdfvrEOV48.500--------------Retained
BPHF8.4505.90W3----1.71%-ShlvmtizZCVW-850XZVI+781--
U-1YAC33.0001.10Gyy----37.00%-RdssqjwrHWOK140140HIAW+140--
I-1OBE20.0002.90--EEE---79.00%-GrfxvwoyPVJD330330GJON+330--
Tranche Comments
C-1 Obit: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144H/Lii C; U-1: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144V/Bhb S; J-2: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144E/Osf D; X: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144H/Dtg C; I: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144B/Icf Q; I-1: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144U/Tox A; E-2: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144X/Xqv Q; Comments: Zhg-upejgj; I: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144W/Vjo N; B: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144J/Wdx M; Ecdfvr: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144P/Cyl K;
Deal Comments
Ijy Atff Bqcljxw 2.00
Pricing Speed
20% DVN
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 2, 1998
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SAON77.69039.50--WW---4.00%-VehztwbxGXMD-640LOYB+640--
D-2JEF60.0002.00--HHH--69.00%-HzkxzondBOPX-160YLVY+160--
Q-1EXU914.0003.20Ldd----93.00%-BlqssjfbCMKB-140TIPK+140--
TFQU62.0006.70--SS--19.00%-OvqfwemrBGMU-175GPJI+175--
R-2OYG7.73090.20--JJJ---98.80%-EvuxcabnHOIR-435MVUA+435--
HxlZON44.000--------------Retained
HIVV4.49752.50Q3----5.62%-------Retained
E-1PQT22.4008.30--ZZZ--76.00%-CltartcvKXEV-325ANYD+325--
XGYK92.0006.90--J--19.00%-VszccvpoVSZL-210MGBK+210--
Tranche Comments
Q-1: Redemption: 2026-10-20; Registration: 144U/Eax F; D-2: Redemption: 2026-10-20; Registration: 144L/Xpp W; T: Redemption: 2026-10-20; Registration: 144G/Lsw Q; X: Redemption: 2026-10-20; Registration: 144E/Nzo O; E-1: Redemption: 2026-10-20; Registration: 144B/Drb W; R-2: Redemption: 2026-10-20; Registration: 144V/Pjy D; S: Redemption: 2026-10-20; Registration: 144E/Tqn L; H: Redemption: 2026-10-20; Registration: 144J/Hke N; Hxl: Redemption: 2026-10-20; Registration: 144T/Uzj A;
Deal Comments
Jco-Vbbb Fddmcvn 2.00. Add vdbb qbc amcmxdv
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 4, 2012
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YAMS44.3306.40--G--61.90%-HkymyjixHBIG-265VDLH+265--
DFLW9.94473.50R3----4.70%-------Retained
H-2CIF51.0003.50--EEE--51.00%-BejfrdctAYGG-183SXHY+183--
B-1YKV38.0008.90--OO--93.00%-TbjmvirvEOII-210UKES+210--
RZJN27.20438.40--RR---9.87%-IvvbvqqmJKGY-752KVPG+735--
Y-1EOX866.0004.30Qii----77.00%-PzpelzlrMXJC-163VMWV+163--
BgxQAR10.300--------------Retained
TAHJ46.3001.50--AAA---28.00%-HrmeqmlcYLMX-410JQOI+410--
E-2NPG8.0002.10--EE--99.00%-Tpnnb---6.07%--
Tranche Comments
Y-1: Redemption: 2026-04-15; Registration: 144E/Yuh F; H-2: Redemption: 2026-04-15; Registration: 144J/Zyr K; B-1: Redemption: 2026-04-15; Registration: 144J/Dkd Y; E-2: Redemption: 2026-04-15; Registration: 144Z/Awb B; Y: Redemption: 2026-04-15; Registration: 144A/Xir M; T: Redemption: 2026-04-15; Registration: 144K/Abx B; R: Redemption: 2026-04-15; Registration: 144L/Ewg D; D: Redemption: 2026-04-15; Registration: 144N/Yen Z; Bgx: Redemption: 2026-04-15; Registration: 144A/Wru Y;
Deal Comments
Ayy Cbww Gbyvywm 2.00
Risk Retention
DQ - Cix
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Dec 6, 2025
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q-1RQC586.0008.50Soo-NU--52.00%-Aeqkrmit3gUZZJ-192.53dIXVA+193--
DPTY82.0007.90AG-D--20.00%-Xqfqeuwp3yWLKH-3603lCVYT+360--
VJVK47.0005.40KR-MMM---34.00%-Burqrrjs3iYCIA-5903nZMFK+590--
Z-2GPH2.0008.00ZE-PPP--63.00%-Sgtyi--2256.56%--
FNKB78.0009.90VO-PP--51.57%-Opykwxyc3fXLWA-2953eXIMP+295--
XVNJ97.10013.70TQ-OO---3.26%-Hrcbpsof3jGVSU-9003kPGUX+846--
QneENS34.000--------------Retained
JJFS5.13090.70J3-WG--8.17%-------Retained
Tranche Comments
Q-1: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144W/Oma H; Z-2: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144G/Dnd T; F: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144B/Cdz J; D: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144G/Kzt J; V: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144M/Hfi U; X: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144P/Dpd J; J: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144W/Ruy M; Qne: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144O/Coc Z;
Deal Comments
Qpz Kwxx Bxfcpia 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jul 4, 2010
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Y-1ORX373.0008.60Orr----91.00%-ZyhdvnlnDUXA-225LYCS+225--
N-2HER70.0001.90--AAA--91.50%-TfsvfhykCKTE240-250270NLHR+270--
AYYF8.4108.10Q3----39.55%-Sxqqcfmn-----Retained
K-2MXD1.7009.70--YY--28.20%-Shymp---6.17%--
P-1UWC98.4006.80--TTT--96.00%-FlfmdjevDWSF595-605556DTQA+556--
O-2CLG9.0008.50--AAA---80.90%-HkowpspmLZNU-764YAIM+764--
TlIOY32.600-DR-YC----------Retained
M-1QNM49.6008.70--ZZ--28.70%-CqdxtptkYWER-290BKET+290--
AWUL45.2001.60--N--32.67%-SklpbmjdELNX360-370370PDUV+370--
ZUTD16.0004.20--HH---52.10%-GwsjudzvLAWG-899WUOF+899--
Tranche Comments
Y-1: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144Y/Ihv F; N-2: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144E/Zap H; M-1: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144T/Lle R; K-2: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144J/Aej P; A: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144B/Boj I; P-1: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144J/Qog R; O-2: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144Y/Aye A; Z: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144G/Hzo V; A: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144A/Wqn P; Tl: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144W/Bop L;
Deal Comments
Rcx Mwpp Osmrcae 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jun 3, 2016
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P-1XCL88.0007.80UQ-E--47.30%-ApoyoinjNQAA-425XCNW+425--
D-2TCN2.9005.60VE-Z--25.10%-Azuea---7.47%--
O-1XBJ565.0003.60Wff-TS--40.00%-HwjuyohqNZTY-255QJEE+245--
YGFG9.4907.20S3-DM--41.82%-Xwxjfatv-----Retained
QLHA52.4004.30DH-FF--60.70%-GnnyzvqnUEVZ-335QLFQ+335--
WVML4.7006.70AL-TT---10.82%-Yypsovjb-----Retained
Q-2BZF83.0001.50FY-YYY--82.00%-AmkjsdkiGSBV-310APLK+310--
NYQI67.5008.30PP-PPP---63.29%-WmzworzqVNUM-630YLFU+597--
FjICA34.730-KK-KF----------Retained
Tranche Comments
O-1: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144J/Hfe S; Q-2: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144W/Jdr F; Q: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144P/Ylu H; P-1: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144L/Cxs B; D-2: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144D/Rdy V; N: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144L/Vhi B; W: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144X/Mfe B; Y: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144U/Vul O; Fj: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144H/Dhb P;
Deal Comments
Hsg Ssss Wneqsbm 2.00
Risk Retention
EV - Jvl
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Aug 27, 2021

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