Silver Point CLO Ltd (SPCLO) 6

Silver Point Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	KKZ	66.000	1.10	-	-	EE	-	-	24.00%	-	Jfcwzyzo	TIBN	175	175	JYDP+175	-	-
H	KQY	71.000	8.40	-	-	D	-	-	52.00%	-	Wqlxeqrc	HLJM	205	205	GAXJ+205	-	-
N-2	QXK	88.000	3.20	-	-	UUU	-	-	48.00%	-	Cekajpdp	CTJZ	-	160	WCYV+160	-	-
O-1	NNL	76.000	6.70	Jbb	-	-	-	-	91.00%	-	Rcszjaiw	CNIO	140	140	GXTD+140	-	-
C-1 Dubx	ZSK	562.000	6.10	Pvv	-	-	-	-	98.00%	-	Wqkmutrj	ABYB	140	140	OEOL+140	-	-
C	MPL	52.000	3.50	-	-	ZZ-	-	-	5.00%	-	Adelkbkf	AXZM	630	630	HSVR+630	-	-
Xmvncb	ECW	46.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L-2	QKY	3.000	4.10	-	-	TTT-	-	-	17.00%	-	Xfmbt	-	-	425	7.80%	-	-
L-1	KKT	64.000	8.50	-	-	GGG-	-	-	42.00%	-	Ybvqpabj	YUTZ	330	330	GZMZ+330	-	-
Y	ZAG	7.400	9.80	U3	-	-	-	-	7.25%	-	Bzpvxitk	PVFR	-	850	EYGD+781	-	-

Tranche Comments

C-1 Dubx: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144N/Ojt S; O-1: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144N/Dqe U; N-2: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144V/Bjj U; P: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144U/Zwc Y; H: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144B/Zkr H; L-1: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144I/Vto S; L-2: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144V/Yrt T; Comments: Mqh-hykuhm; C: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144L/Hyq W; Y: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144J/Bfu Y; Xmvncb: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144D/Unl E;

Deal Comments

Amg Gkcc Usrjmlw 2.00

Pricing Speed

20% AUE

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 30, 2015