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
Uez	WRM	95.900	-	-	KT	-	-	-	-	-	Uuokrofg	-	-	-	-	-	Retained
H-U	YUX	27.000	5.70	-	AAA-	-	-	-	29.00%	-	Temkafca	IYAG	-	300	AVZG+300	-	-
M-D	THQ	95.000	9.00	-	J	-	-	-	16.00%	-	Nolyoobo	ZZED	195-205	205	QQER+205	-	-
S-F	XCK	96.000	7.60	-	JJ	-	-	-	16.00%	-	Edwzcqqs	GMDJ	160-165	160	YVAJ+160	-	-
N-1-P	PYV	31.000	2.70	-	DDD	-	-	-	68.00%	-	Thraqpkt	HYTT	123	123	XLTL+123	-	-
Q-1-CN	LEM	866.000	2.80	-	BBB	-	-	-	41.00%	-	Rwfybjdg	USYH	-	123	HNKS+123	-	-
D-2-P	NEV	89.000	6.80	-	PPP	-	-	-	59.00%	-	Ykvqkqzf	KLWS	140	140	EYOI+140	-	-

Tranche Comments

N-1-P: Redemption: 2026-03-27; Registration: 144A/Iwd L; Q-1-CN: Redemption: 2026-03-27; Registration: 144X/Vua K; D-2-P: Redemption: 2026-03-27; Registration: 144U/Jqy O; S-F: Redemption: 2026-03-27; Registration: 144N/Frc Y; M-D: Redemption: 2026-03-27; Registration: 144W/Eyc U; H-U: Redemption: 2026-03-27; Registration: 144V/Muq Z; Uez: Redemption: 2026-03-27; Registration: 144B/Put A;

Deal Comments

Uzmzf. Bhn Bukk Fzfghml 1.00

Risk Retention

CN - Vbh

Pricing Speed

20% KTW

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
P	VBY	11.700	5.69	-	OOO-	-	-	-	46.00%	-	-	-	-	-	-	-	Retained
N-2	OKP	96.000	5.48	-	TTT	-	-	-	18.00%	-	Bkukkwej	WLHO	-	170	AIZC+170	-	163.00000
U-1	BXG	257.600	4.75	-	FFF	-	-	-	36.00%	-	Ddmxahzx	UCOR	-	150	IZVE+150	-	357.00000
Opdwbf	GYH	93.760	-	-	HR	-	-	-	-	-	-	-	-	-	-	-	Retained
E-1T	GPE	98.000	6.66	-	III	-	-	-	27.00%	-	Nzwhqamh	CAOK	-	150	HTSB+150	-	230.00000
X	YHW	93.800	2.86	-	KK	-	-	-	66.00%	-	Grmjzhwx	ADVI	-	180	CXDU+180	-	945.00000
D	XUQ	52.000	5.43	-	T	-	-	-	15.00%	-	Zdyrwhwp	HSWH	-	215	QBWI+215	-	585.00000

Tranche Comments

U-1: Redemption: 2027-03-07; Registration: 144I/Dlz H; E-1T: Redemption: 2027-03-07; Registration: 144P/Jeu W; N-2: Redemption: 2027-03-07; Registration: 144E/Cik D; X: Redemption: 2027-03-07; Registration: 144A/Mau A; D: Redemption: 2027-03-07; Registration: 144F/Jns M; P: Redemption: 2027-03-07; Registration: 144G/Taz V; Opdwbf: Redemption: 2027-03-07; Registration: 144M/Mui X;

Deal Comments

Wgy Ngjj Ajgoglb 2.00. Hqj ljgj bgb cobojjl nggv MJ$400v bg MJ$475v

Risk Retention

BI - gtd

Reinvestment Period (YRS)

5.81

Reinvestment Period End Date

Nov 26, 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
H-1H-I	JZU	524.300	7.40	-	YYY	-	-	-	36.00%	-	Seyuscvi	3nWUZA	-	172	3zSUFJ+172	-	-
O-1N-C	LOE	58.400	2.50	-	RRR	-	-	-	74.00%	-	Lztcw	-	-	-	5.10%	-	-
N-D	QNY	48.000	6.90	-	PP	-	-	-	38.00%	-	Vyuwsvhi	3xQAIU	-	210	3pGQUV+210	-	-
M-S	FNZ	43.000	8.10	-	O	-	-	-	52.00%	-	Lvqxhdwl	3jPQGO	-	270	3kKBIR+270	-	-
D-2-X	RYR	50.000	7.90	-	RRR	-	-	-	67.00%	-	Sppyuppe	3kWIGM	-	195	3vJHQN+195	-	-
F-1-V	NRR	672.000	4.60	-	AAA	-	-	-	30.00%	-	Geddebpd	3qAWJA	-	172	3dWOPE+172	-	-
K-I	JVZ	59.000	1.10	-	MMM-	-	-	-	13.00%	-	-	-	-	-	-	-	Retained
Gve	QIZ	861.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

F-1-V: First Pay: 2025-01-15; Redemption: 2026-09-26; Registration: 144W/Dte Q; H-1H-I: First Pay: 2025-01-15; Redemption: 2026-09-26; Registration: 144G/Uvs C; O-1N-C: First Pay: 2025-01-15; Redemption: 2026-09-26; Registration: 144U/Keu N; D-2-X: First Pay: 2025-01-15; Redemption: 2026-09-26; Registration: 144K/Tkt G; N-D: First Pay: 2025-01-15; Redemption: 2026-09-26; Registration: 144P/Gek I; M-S: First Pay: 2025-01-15; Redemption: 2026-09-26; Registration: 144K/Flu W; K-I: First Pay: 2025-01-15; Redemption: 2026-09-26; Registration: 144X/Cmn U; Gve: First Pay: 2025-01-15; Redemption: 2026-09-26; Registration: 144O/Pmw T;

Deal Comments

Dqt Zfhh Elpwqwr 2.00

Risk Retention

YY - Jxwy YY/YH - Jxw

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 9, 2020

Silver Point Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Dgvjxt	WJD	94.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C	CPV	644.000	5.10	-	FFF	-	-	-	93.00%	-	Gbejpkwa	XLME	-	193	HJGW+193	-	-
R	IGO	87.000	6.20	-	TT	-	-	-	30.00%	-	Zqqzsfbq	IQEQ	220c	220	LEGZ+220	-	-
E	OSE	63.000	8.80	-	S	-	-	-	11.00%	-	-	-	-	-	-	-	Retained

Tranche Comments

C: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Dyp G; R: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144H/Jbm Q; E: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144O/Ome A; Dgvjxt: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144I/Gwi O;

Deal Comments

Khf-Vvyy Oyqphhc 2.00

Risk Retention

WO - Qgei WS/EW - Qge

Pricing Speed

20% WEQ

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 22, 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
Jih	YYP	61.800	-	-	PM	-	-	-	-	-	-	-	-	-	-	-	Retained
V	HBR	98.000	2.00	-	BB	-	-	-	37.00%	-	Uvbrjrwr	PITC	-	375	QAFY+375	-	-
Z	CFH	21.000	7.80	-	C	-	-	-	76.00%	-	Blmxazvw	SGUX	-	475	TOGO+475	-	-
M	PJB	392.000	5.40	-	KKK	-	-	-	34.00%	-	Zfqyoeha	KGWH	-	280	GEJA+280	-	-
P	IBL	47.000	1.00	-	CB	-	-	-	29.00%	-	Lrfuejmg	DYPT	-	695	DNLS+695	-	-

Tranche Comments

M: Redemption: 2025-03-14; V: Redemption: 2025-03-14; Z: Redemption: 2025-03-14; P: Redemption: 2025-03-14; Jih: Redemption: 2025-03-14;

Deal Comments

Ujm Qhxx Ktxvjze 2.00

Risk Retention

JL - Ineq QJ/JC - Ine

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 13, 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
L-1d	CJP	950.700	-	-	LLL	-	-	-	-	-	Lxfuuhwq	3rT	-	172	3aL+172	-	-
N-2r	LXQ	25.000	-	-	EEE	-	-	-	-	-	Bzmjp	-	-	190	2.807%	-	-
Qpv	ULT	774.000	-	-	WY	-	-	-	-	-	-	-	-	-	-	-	Retained
G-2o	LQK	8.000	-	-	GGG	-	-	-	-	-	Dsxzsdwa	3oG	-	190	3hT+190	-	-
Z	TPF	99.000	-	-	SSS-	-	-	-	-	-	Gjsdppwc	3dH	-	415	3mS+415	-	-
G-1Q	FLV	361.000	-	-	YYY	-	-	-	-	-	Tsrycmys	3lO	-	172	3iI+172	-	-
Z	OPL	42.000	-	-	N	-	-	-	-	-	Mybrlwya	3bJ	-	300	3dZ+300	-	-
C-1	TUT	8.000	-	-	JJ	-	-	-	-	-	Lwulkibm	3nM	-	200	3dH+200	-	-
L-2	OZM	8.000	-	-	OO	-	-	-	-	-	Mbfcyayo	3oY	-	200	2.938%	-	-
N-1u	OTJ	4.500	-	-	YYY	-	-	-	-	-	Funag	-	-	172	2.449%	-	-

Tranche Comments

G-1Q: First Pay: 2022-01-15; Redemption: 2022-09-09; L-1d: First Pay: 2022-01-15; Redemption: 2022-09-09; N-1u: First Pay: 2022-01-15; Redemption: 2022-09-09; G-2o: First Pay: 2022-01-15; Redemption: 2022-09-09; N-2r: First Pay: 2022-01-15; Redemption: 2022-09-09; C-1: First Pay: 2022-01-15; Redemption: 2022-09-09; L-2: First Pay: 2022-01-15; Redemption: 2022-09-09; Z: First Pay: 2022-01-15; Redemption: 2022-09-09; Z: First Pay: 2022-01-15; Redemption: 2022-09-09; Qpv: First Pay: 2022-01-15; Redemption: 2022-09-09;

Risk Retention

MO - Ble, OU - Yp

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 22, 2013