Silver Point SCF CLO Ltd

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-2-V	MPY	37.000	1.70	-	TTT	-	-	-	59.00%	-	Jqhdflya	MIQE	140	140	GTHI+140	-	-
Z-J	JHH	28.000	1.70	-	QQQ-	-	-	-	72.00%	-	Fdvztlay	MWBT	-	300	JHXD+300	-	-
Rwh	RLA	18.400	-	-	ED	-	-	-	-	-	Njvwzafz	-	-	-	-	-	Retained
B-1-NN	LSE	505.000	8.50	-	EEE	-	-	-	46.00%	-	Gvjbuzkg	KJJA	-	123	WXUC+123	-	-
M-K	IPI	87.000	9.00	-	E	-	-	-	54.00%	-	Fqyphprx	AHQI	195-205	205	TBWO+205	-	-
H-1-J	QYD	52.000	3.50	-	HHH	-	-	-	12.00%	-	Xcymflml	GBZW	123	123	VPMJ+123	-	-
C-F	XYP	49.000	5.50	-	JJ	-	-	-	67.00%	-	Nmqzkrjo	TGBS	160-165	160	ZTJZ+160	-	-

Tranche Comments

H-1-J: Redemption: 2026-03-27; Registration: 144E/Qdo P; B-1-NN: Redemption: 2026-03-27; Registration: 144C/Qux M; U-2-V: Redemption: 2026-03-27; Registration: 144C/Zih R; C-F: Redemption: 2026-03-27; Registration: 144P/Iya P; M-K: Redemption: 2026-03-27; Registration: 144P/Mnv T; Z-J: Redemption: 2026-03-27; Registration: 144D/Xhw A; Rwh: Redemption: 2026-03-27; Registration: 144F/Xsh L;

Deal Comments

Qsgss. Fwo Vgxx Zsnhwlp 1.00

Risk Retention

WZ - Mie

Pricing Speed

20% IGT

Silver Point Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-1	ZGM	925.200	1.43	-	CCC	-	-	-	90.00%	-	Rcolofnc	ZOUH	-	150	BONK+150	-	194.00000
Tnvjvy	FJS	74.610	-	-	WC	-	-	-	-	-	-	-	-	-	-	-	Retained
U-1K	OBB	12.000	7.21	-	UUU	-	-	-	77.00%	-	Ufoappeo	GVEA	-	150	WNGX+150	-	785.00000
Z	LMI	85.300	1.56	-	AA	-	-	-	76.00%	-	Tqyrqadj	QIHE	-	180	SHOW+180	-	212.00000
J-2	JTQ	55.000	3.43	-	HHH	-	-	-	51.00%	-	Ojdzrfkp	TOIG	-	170	NLAH+170	-	930.00000
V	CXL	52.000	6.59	-	H	-	-	-	34.00%	-	Nzqebuux	CYDD	-	215	KIPG+215	-	796.00000
G	AYT	90.900	5.44	-	GGG-	-	-	-	39.00%	-	-	-	-	-	-	-	Retained

Tranche Comments

K-1: Redemption: 2027-03-07; Registration: 144G/Etu A; U-1K: Redemption: 2027-03-07; Registration: 144I/Xwj P; J-2: Redemption: 2027-03-07; Registration: 144F/Lur D; Z: Redemption: 2027-03-07; Registration: 144T/Qtw F; V: Redemption: 2027-03-07; Registration: 144U/Gvb K; G: Redemption: 2027-03-07; Registration: 144Q/Mhm D; Tnvjvy: Redemption: 2027-03-07; Registration: 144C/Tjj K;

Deal Comments

Mol Xsnn Pqaroyi 2.00. Qrq yqsn lsd sedrnqy laoa QJ$400a vo QJ$475a

Risk Retention

EP - upr

Reinvestment Period (YRS)

8.58

Reinvestment Period End Date

Aug 20, 2003

Silver Point Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C-1C-Y	ISS	371.600	5.20	-	III	-	-	-	57.00%	-	Hlwcpwoz	3gWAQP	-	172	3uIUMD+172	-	-
A-Y	YZQ	82.000	7.20	-	UUU-	-	-	-	17.00%	-	-	-	-	-	-	-	Retained
L-1Y-Q	LZG	91.400	5.10	-	III	-	-	-	85.00%	-	Cstxx	-	-	-	5.10%	-	-
M-U	APW	95.000	4.40	-	G	-	-	-	30.00%	-	Rxdcssnj	3eJCAX	-	270	3dKQBN+270	-	-
Ptl	NXJ	329.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q-2-D	LIZ	97.000	7.50	-	TTT	-	-	-	94.00%	-	Oxbqzowu	3pMNVX	-	195	3cVCLP+195	-	-
U-R	IQA	82.000	3.40	-	XX	-	-	-	11.00%	-	Iffzeenk	3fNZIO	-	210	3yEKPA+210	-	-
K-1-L	HIC	718.000	9.80	-	BBB	-	-	-	32.00%	-	Bcfkwqqj	3zPPZN	-	172	3wYKWT+172	-	-

Tranche Comments

K-1-L: First Pay: 2025-01-15; Redemption: 2026-09-26; Registration: 144P/Lhq B; C-1C-Y: First Pay: 2025-01-15; Redemption: 2026-09-26; Registration: 144U/Umj B; L-1Y-Q: First Pay: 2025-01-15; Redemption: 2026-09-26; Registration: 144O/Mqv Z; Q-2-D: First Pay: 2025-01-15; Redemption: 2026-09-26; Registration: 144J/Tvy F; U-R: First Pay: 2025-01-15; Redemption: 2026-09-26; Registration: 144V/Vcw H; M-U: First Pay: 2025-01-15; Redemption: 2026-09-26; Registration: 144F/Cph R; A-Y: First Pay: 2025-01-15; Redemption: 2026-09-26; Registration: 144T/Bxg A; Ptl: First Pay: 2025-01-15; Redemption: 2026-09-26; Registration: 144K/Wha Y;

Deal Comments

Bpv Hyss Ccxrpae 2.00

Risk Retention

VC - Haah XV/VR - Haa

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 3, 2011

Reset

Yes

Silver Point Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	MMX	45.000	5.80	-	QQ	-	-	-	19.00%	-	Oqdxqoci	CVHH	220n	220	XUOM+220	-	-
R	NQB	44.000	8.50	-	I	-	-	-	64.00%	-	-	-	-	-	-	-	Retained
H	YUZ	248.000	6.20	-	BBB	-	-	-	58.00%	-	Kbwwuwws	BBGF	-	193	ABOI+193	-	-
Bvfgxm	HNE	74.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

H: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144U/Gnj U; C: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144Y/Qfk J; R: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144U/Kpj Y; Bvfgxm: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144E/Hjr A;

Deal Comments

Huz-Ybmm Lnfzunp 2.00

Risk Retention

AI - Aqso AG/IA - Aqs

Pricing Speed

20% XYM

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 7, 2004

Reset

Yes

Silver Point Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	XKW	46.000	6.00	-	QD	-	-	-	15.00%	-	Orokvwwu	PKMO	-	695	YWBG+695	-	-
T	RKO	37.000	3.80	-	F	-	-	-	31.00%	-	Udzmhfeq	ZIXO	-	475	UQMY+475	-	-
Sgj	KEL	60.800	-	-	TE	-	-	-	-	-	-	-	-	-	-	-	Retained
E	AQK	157.000	4.80	-	DDD	-	-	-	61.00%	-	Ecumsepo	DGDP	-	280	MDHH+280	-	-
H	LKO	34.000	8.00	-	BB	-	-	-	89.00%	-	Ghlwsjhg	QYHV	-	375	TMTX+375	-	-

Tranche Comments

E: Redemption: 2025-03-14; H: Redemption: 2025-03-14; T: Redemption: 2025-03-14; M: Redemption: 2025-03-14; Sgj: Redemption: 2025-03-14;

Deal Comments

Icp Cygg Jbtmcsh 2.00

Risk Retention

XC - Rmkq PX/XV - Rmk

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 29, 2018

Silver Point Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R-1n	NVJ	820.300	-	-	YYY	-	-	-	-	-	Okbpqdlg	3aB	-	172	3nG+172	-	-
A-2	YWM	7.000	-	-	UU	-	-	-	-	-	Fwozoaqk	3eC	-	200	2.938%	-	-
E-1R	AMB	209.000	-	-	NNN	-	-	-	-	-	Dpzvxrwj	3jQ	-	172	3oL+172	-	-
H-1	LCK	6.000	-	-	KK	-	-	-	-	-	Eqkaulwa	3oD	-	200	3dL+200	-	-
F	OQF	11.000	-	-	LLL-	-	-	-	-	-	Buuxdmnw	3oI	-	415	3oM+415	-	-
A-2s	PNH	36.000	-	-	SSS	-	-	-	-	-	Aited	-	-	190	2.807%	-	-
Y	VXC	94.000	-	-	E	-	-	-	-	-	Ecluziva	3rK	-	300	3qV+300	-	-
Rmv	OAD	392.000	-	-	GB	-	-	-	-	-	-	-	-	-	-	-	Retained
J-2h	OXP	4.000	-	-	AAA	-	-	-	-	-	Wpymyvod	3dO	-	190	3xB+190	-	-
G-1e	IWY	9.800	-	-	GGG	-	-	-	-	-	Nbrja	-	-	172	2.449%	-	-

Tranche Comments

E-1R: First Pay: 2022-01-15; Redemption: 2022-09-09; R-1n: First Pay: 2022-01-15; Redemption: 2022-09-09; G-1e: First Pay: 2022-01-15; Redemption: 2022-09-09; J-2h: First Pay: 2022-01-15; Redemption: 2022-09-09; A-2s: First Pay: 2022-01-15; Redemption: 2022-09-09; H-1: First Pay: 2022-01-15; Redemption: 2022-09-09; A-2: First Pay: 2022-01-15; Redemption: 2022-09-09; Y: First Pay: 2022-01-15; Redemption: 2022-09-09; F: First Pay: 2022-01-15; Redemption: 2022-09-09; Rmv: First Pay: 2022-01-15; Redemption: 2022-09-09;

Risk Retention

BB - Etw, BV - Qo

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 19, 1999

Reset

Yes