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	OJL	4.750	4.20	W3	-	-	-	-	9.65%	-	Wuhbtuxk	TMOD	-	850	KPCA+781	-	-
R-1	YGH	50.000	3.40	Qvv	-	-	-	-	84.00%	-	Lsajajfk	LOSD	140	140	UVVC+140	-	-
P-2	RKS	90.000	3.60	-	-	BBB	-	-	35.00%	-	Mpmmkidu	VCQU	-	160	ISUX+160	-	-
A	VZS	35.000	5.20	-	-	KK	-	-	24.00%	-	Lssfjmkg	ZKLW	175	175	QLVS+175	-	-
C	MVH	87.000	1.10	-	-	I	-	-	18.00%	-	Dvwjaskq	NLBZ	205	205	HGAU+205	-	-
B-1 Upcw	AGU	618.000	1.90	Wrr	-	-	-	-	81.00%	-	Ucerlmmf	KNLD	140	140	IKMH+140	-	-
Gprglm	HWR	54.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G-1	FBW	47.000	8.70	-	-	YYY-	-	-	13.00%	-	Pppavlju	GJPX	330	330	ZLTQ+330	-	-
C-2	AGG	1.000	7.70	-	-	HHH-	-	-	99.00%	-	Pbzeh	-	-	425	7.80%	-	-
B	REQ	29.000	8.60	-	-	LL-	-	-	9.00%	-	Tsclbfqv	AOMG	630	630	KINM+630	-	-

Tranche Comments

B-1 Upcw: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144A/Wkb R; R-1: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144H/Hko K; P-2: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144Y/Azc D; A: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144H/Cxz U; C: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144B/Nrm R; G-1: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144M/Nor Z; C-2: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144Y/Nhs T; Comments: Iqw-fhqcws; B: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144K/Fkr P; P: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144T/Xre Y; Gprglm: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144H/Yaj G;

Deal Comments

Hkf Jjhh Uwbpkca 2.00

Pricing Speed

20% LMW

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 21, 2011

Refinancing

Yes