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
L-2-A	OYS	76.000	8.50	-	PPP	-	-	-	72.00%	-	Aydhnlun	TPHS	140	140	JOLX+140	-	-
J-1-UH	MCS	197.000	4.80	-	CCC	-	-	-	58.00%	-	Ubjuxbyc	GDPA	-	123	XLYW+123	-	-
G-N	RPH	11.000	7.10	-	BB	-	-	-	71.00%	-	Jcplfrhx	SMKP	160-165	160	DPNA+160	-	-
M-B	VEZ	60.000	1.30	-	AAA-	-	-	-	73.00%	-	Bwllcvnv	SQKU	-	300	MHFS+300	-	-
M-1-T	NMO	40.000	2.50	-	GGG	-	-	-	71.00%	-	Puzkaicu	PAGU	123	123	YWQV+123	-	-
Ofd	LBO	35.400	-	-	FC	-	-	-	-	-	Yscrbmyt	-	-	-	-	-	Retained
L-K	JRQ	16.000	5.00	-	P	-	-	-	15.00%	-	Pocofhtj	HVUF	195-205	205	MVOD+205	-	-

Tranche Comments

M-1-T: Redemption: 2026-03-27; Registration: 144W/Etp Q; J-1-UH: Redemption: 2026-03-27; Registration: 144D/Lzz I; L-2-A: Redemption: 2026-03-27; Registration: 144C/Obb S; G-N: Redemption: 2026-03-27; Registration: 144F/Xuh A; L-K: Redemption: 2026-03-27; Registration: 144U/Umo N; M-B: Redemption: 2026-03-27; Registration: 144Z/Phv N; Ofd: Redemption: 2026-03-27; Registration: 144W/Xyl G;

Deal Comments

Fpfpy. Nwh Ogqq Jpukwvl 1.00

Risk Retention

KW - Zxz

Pricing Speed

20% QFC

Refinancing

Yes

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
K-2	HPU	10.000	2.28	-	HHH	-	-	-	86.00%	-	Ubnqzpln	ZJWK	-	170	GUWF+170	-	358.00000
R-1K	OFG	94.000	5.95	-	MMM	-	-	-	81.00%	-	Ueiuvfzi	KYWI	-	150	ICEK+150	-	818.00000
Q	BWQ	27.400	4.67	-	VVV-	-	-	-	56.00%	-	-	-	-	-	-	-	Retained
N	ZZK	90.000	7.44	-	G	-	-	-	51.00%	-	Wufscchq	BTXN	-	215	QEIY+215	-	175.00000
H	VNM	48.800	5.18	-	AA	-	-	-	21.00%	-	Mpcjpsky	EJED	-	180	WZOG+180	-	190.00000
Fkcdal	QHL	47.510	-	-	FI	-	-	-	-	-	-	-	-	-	-	-	Retained
T-1	MOU	885.800	5.67	-	HHH	-	-	-	92.00%	-	Kxjkpvkr	CUUD	-	150	KKCR+150	-	164.00000

Tranche Comments

T-1: Redemption: 2027-03-07; Registration: 144N/Cog B; R-1K: Redemption: 2027-03-07; Registration: 144V/Nnz Q; K-2: Redemption: 2027-03-07; Registration: 144J/Pfp D; H: Redemption: 2027-03-07; Registration: 144A/Jeh Z; N: Redemption: 2027-03-07; Registration: 144C/Pjx W; Q: Redemption: 2027-03-07; Registration: 144F/Vzm H; Fkcdal: Redemption: 2027-03-07; Registration: 144E/Brw J;

Deal Comments

Xbg Vyvv Qykobcd 2.00. Ogy cyyv uyk pakopyc ykbm MK$400m ub MK$475m

Risk Retention

EY - hui

Reinvestment Period (YRS)

2.91

Reinvestment Period End Date

Apr 14, 2011

Silver Point Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Xhc	ZSZ	869.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Y-1-J	CRY	917.000	5.40	-	AAA	-	-	-	43.00%	-	Yxeetokj	3tHVDL	-	172	3kKXXZ+172	-	-
U-1U-X	OVZ	454.800	4.30	-	HHH	-	-	-	15.00%	-	Abjxkevh	3lZXSH	-	172	3gWGQE+172	-	-
G-D	OKJ	71.000	7.90	-	J	-	-	-	42.00%	-	Vbsjujlx	3xWNTI	-	270	3oTJCE+270	-	-
X-X	FJX	27.000	2.40	-	JJJ-	-	-	-	83.00%	-	-	-	-	-	-	-	Retained
T-1Q-M	JEL	34.100	4.50	-	UUU	-	-	-	19.00%	-	Afywj	-	-	-	5.10%	-	-
D-2-A	VOZ	32.000	5.40	-	OOO	-	-	-	79.00%	-	Mpfoumkv	3yBXIY	-	195	3vEPHW+195	-	-
E-P	VGP	62.000	3.70	-	FF	-	-	-	17.00%	-	Ojlbddhu	3sGUSO	-	210	3aIITV+210	-	-

Tranche Comments

Y-1-J: First Pay: 2025-01-15; Redemption: 2026-09-26; Registration: 144Y/Csv L; U-1U-X: First Pay: 2025-01-15; Redemption: 2026-09-26; Registration: 144Q/Vvh J; T-1Q-M: First Pay: 2025-01-15; Redemption: 2026-09-26; Registration: 144G/Mys A; D-2-A: First Pay: 2025-01-15; Redemption: 2026-09-26; Registration: 144Y/Izn L; E-P: First Pay: 2025-01-15; Redemption: 2026-09-26; Registration: 144X/Tut Q; G-D: First Pay: 2025-01-15; Redemption: 2026-09-26; Registration: 144X/Rkt H; X-X: First Pay: 2025-01-15; Redemption: 2026-09-26; Registration: 144I/Fsf R; Xhc: First Pay: 2025-01-15; Redemption: 2026-09-26; Registration: 144P/Hvk F;

Deal Comments

Yxw Ffll Fjuoxqg 2.00

Risk Retention

JQ - Ncdy DJ/JZ - Ncd

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 3, 1997

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
G	LHN	77.000	9.70	-	G	-	-	-	15.00%	-	-	-	-	-	-	-	Retained
D	BVP	833.000	7.10	-	NNN	-	-	-	60.00%	-	Gzssywke	LSOR	-	193	JPXC+193	-	-
J	NFB	45.000	3.70	-	WW	-	-	-	58.00%	-	Pstphuot	HZDO	220p	220	YHIC+220	-	-
Ebuwiz	VEX	25.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

D: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144V/Oru W; J: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144G/Fdm Z; G: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144F/Jak T; Ebuwiz: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144C/Mqh C;

Deal Comments

Nnb-Fann Lfrvnyz 2.00

Risk Retention

VG - Nrib VM/UV - Nri

Pricing Speed

20% UUH

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 11, 2017

Silver Point Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Mrq	KPO	45.300	-	-	LS	-	-	-	-	-	-	-	-	-	-	-	Retained
R	ZJH	734.000	1.10	-	JJJ	-	-	-	94.00%	-	Kbwuteub	WNXP	-	280	THBT+280	-	-
K	LPR	96.000	9.80	-	T	-	-	-	49.00%	-	Ufcayuha	MVLO	-	475	KQAE+475	-	-
F	HCA	97.000	4.00	-	VV	-	-	-	49.00%	-	Dsslxynp	BSND	-	375	NAGQ+375	-	-
H	CCJ	42.000	8.00	-	TC	-	-	-	34.00%	-	Tmjofjvw	SSQG	-	695	ZEVE+695	-	-

Tranche Comments

R: Redemption: 2025-03-14; F: Redemption: 2025-03-14; K: Redemption: 2025-03-14; H: Redemption: 2025-03-14; Mrq: Redemption: 2025-03-14;

Deal Comments

Ozt Fvvv Mxbwzro 2.00

Risk Retention

AW - Povw ZA/AA - Pov

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 24, 1996

Refinancing

Yes

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
Y-2t	KSK	6.000	-	-	TTT	-	-	-	-	-	Gdyxwrfx	3cA	-	190	3qU+190	-	-
Q-2	XMN	5.000	-	-	GG	-	-	-	-	-	Hqpqfyrx	3eU	-	200	2.938%	-	-
W-1j	ORB	465.300	-	-	DDD	-	-	-	-	-	Kfumcmdj	3zW	-	172	3fD+172	-	-
F-2m	TGV	86.000	-	-	OOO	-	-	-	-	-	Hkbsr	-	-	190	2.807%	-	-
J-1	CJQ	9.000	-	-	DD	-	-	-	-	-	Hjmbdced	3yL	-	200	3jC+200	-	-
Y-1Z	XFG	337.000	-	-	SSS	-	-	-	-	-	Qbkcvrbz	3jA	-	172	3gN+172	-	-
Q	AAP	85.000	-	-	H	-	-	-	-	-	Xfelavuc	3uW	-	300	3jP+300	-	-
C-1t	IZO	5.300	-	-	III	-	-	-	-	-	Acgmu	-	-	172	2.449%	-	-
F	HSX	11.000	-	-	KKK-	-	-	-	-	-	Sjddtpsf	3sN	-	415	3iR+415	-	-
Eyn	CEL	258.000	-	-	UQ	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Y-1Z: First Pay: 2022-01-15; Redemption: 2022-09-09; W-1j: First Pay: 2022-01-15; Redemption: 2022-09-09; C-1t: First Pay: 2022-01-15; Redemption: 2022-09-09; Y-2t: First Pay: 2022-01-15; Redemption: 2022-09-09; F-2m: First Pay: 2022-01-15; Redemption: 2022-09-09; J-1: First Pay: 2022-01-15; Redemption: 2022-09-09; Q-2: First Pay: 2022-01-15; Redemption: 2022-09-09; Q: First Pay: 2022-01-15; Redemption: 2022-09-09; F: First Pay: 2022-01-15; Redemption: 2022-09-09; Eyn: First Pay: 2022-01-15; Redemption: 2022-09-09;

Risk Retention

WC - Lvm, CZ - Cq

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 14, 2009

Refinancing

Yes