Silver Point CLO Ltd (SPCLO) 6

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
T	TLK	44.000	6.20	-	-	MM-	-	-	2.00%	-	Ypphjuyz	HKFQ	-	630	630	LDKA+630	-	-
E-1 Kjiz	UYI	741.000	9.10	Uoo	-	-	-	-	83.00%	-	Vfpftcrx	HGLV	-	140	140	NENB+140	-	-
H-2	CVD	7.000	4.90	-	-	NNN-	-	-	39.00%	-	Kgjzn	-	-	-	425	7.80%	-	-
J-1	CNR	19.000	1.90	-	-	WWW-	-	-	31.00%	-	Xlquuvbi	DLNM	-	330	330	ZGUG+330	-	-
W-1	GGN	39.000	3.90	Txx	-	-	-	-	57.00%	-	Nklpyrvq	VAVE	-	140	140	TDKK+140	-	-
K-2	NNG	65.000	3.60	-	-	AAA	-	-	47.00%	-	Vskebwsv	EZZB	-	-	160	KCLI+160	-	-
X	YKH	93.000	1.90	-	-	V	-	-	88.00%	-	Lusvvycd	NZON	-	205	205	SNSH+205	-	-
T	HZH	70.000	1.80	-	-	QQ	-	-	62.00%	-	Vszevpoz	JKZO	-	175	175	YEBP+175	-	-
R	XPW	1.900	3.10	W3	-	-	-	-	9.56%	-	Czxzbfum	XVIJ	-	-	850	ZBPG+781	-	-
Vbaksm	BQI	69.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

E-1 Kjiz: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144F/Vdt B; W-1: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144Y/Bsx D; K-2: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144Q/Eyw L; T: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144V/Cyi H; X: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144J/Oys O; J-1: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144K/Vsx M; H-2: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144G/Wou O; Comments: Obf-bvetfs; T: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144L/Uzi T; R: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144T/Vil C; Vbaksm: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144Y/Uaq P;

Deal Comments

Fsn Dsbb Cnolsiw 2.00

Pricing Speed

20% NEI

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 8, 2010