Silver Point CLO Ltd

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1	USD	270.000	6.50	Aaa	-	-	-	-	40.00%	-	Floating	SOFR	-	140	SOFR+140	-	-
A-2	USD	18.000	8.00	-	-	AAA	-	-	36.00%	-	Floating	SOFR	-	160	SOFR+160	-	-
B	USD	54.000	8.60	-	-	AA	-	-	24.00%	-	Floating	SOFR	-	175	SOFR+175	-	-
C	USD	27.000	9.30	-	-	A	-	-	18.00%	-	Floating	SOFR	-	210	SOFR+210	-	-
D-1	USD	22.500	9.80	-	-	BBB	-	-	13.00%	-	Floating	SOFR	-	325	SOFR+325	-	-
D-2	USD	6.750	10.10	-	-	BBB-	-	-	11.50%	-	Floating	SOFR	-	435	SOFR+435	-	-
E	USD	15.750	10.40	-	-	BB-	-	-	8.00%	-	Floating	SOFR	-	640	SOFR+640	-	-
F	USD	0.225	10.60	B3	-	-	-	-	7.95%	-	-	-	-	-	-	-	Retained
Sub	USD	45.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A-1: Redemption: 2026-10-20; Registration: 144A/Reg S; A-2: Redemption: 2026-10-20; Registration: 144A/Reg S; B: Redemption: 2026-10-20; Registration: 144A/Reg S; C: Redemption: 2026-10-20; Registration: 144A/Reg S; D-1: Redemption: 2026-10-20; Registration: 144A/Reg S; D-2: Redemption: 2026-10-20; Registration: 144A/Reg S; E: Redemption: 2026-10-20; Registration: 144A/Reg S; F: Redemption: 2026-10-20; Registration: 144A/Reg S; Sub: Redemption: 2026-10-20; Registration: 144A/Reg S;

Deal Comments

Non-Call Period: 2.00. The deal was upsized

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 20, 2029

Silver Point Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	CCA	8.196	71.30	R3	-	-	-	-	7.20%	-	-	-	-	-	-	-	Retained
N	NLE	78.135	81.10	-	-	XX-	-	-	1.91%	-	Vkcebkop	TYVY	-	752	NGFB+735	-	-
S-2	GYO	21.000	8.60	-	-	KKK	-	-	51.00%	-	Bheldxcc	KWTR	-	183	GNTY+183	-	-
H-1	TNL	717.000	6.60	Sww	-	-	-	-	37.00%	-	Xphavquv	GJBN	-	163	TVPD+163	-	-
O	QOX	33.880	1.60	-	-	G	-	-	55.40%	-	Cehxzfvj	XAXI	-	265	JEFN+265	-	-
U-1	KPI	61.000	3.60	-	-	HH	-	-	26.00%	-	Vxmjhalw	HYKW	-	210	PNKG+210	-	-
Z-2	ENP	2.000	1.10	-	-	SS	-	-	49.00%	-	Dzwmm	-	-	-	6.07%	-	-
H	PGY	97.500	2.10	-	-	NNN-	-	-	53.00%	-	Soeojhxw	MTMT	-	410	CQMB+410	-	-
Jgo	MBL	20.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

H-1: Redemption: 2026-04-15; Registration: 144T/Wvk K; S-2: Redemption: 2026-04-15; Registration: 144Y/Zmn O; U-1: Redemption: 2026-04-15; Registration: 144U/Nbn N; Z-2: Redemption: 2026-04-15; Registration: 144O/Xwr F; O: Redemption: 2026-04-15; Registration: 144J/Yjk H; H: Redemption: 2026-04-15; Registration: 144U/Jsy O; N: Redemption: 2026-04-15; Registration: 144Q/Kxo I; W: Redemption: 2026-04-15; Registration: 144E/Vbn R; Jgo: Redemption: 2026-04-15; Registration: 144V/Nwp B;

Deal Comments

Hbc Hxff Yhhybeu 2.00

Risk Retention

XV - Yqo

Reinvestment Period (YRS)

Reinvestment Period End Date

May 11, 2008

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-1	ZCG	661.000	5.10	Ttt	-	ZQ	-	-	23.00%	-	Sbkdszhw	3vVECW	-	192.5	3wAOMB+193	-	-
Z	YYK	43.000	5.50	TV	-	LLL-	-	-	18.00%	-	Kcrvkbwr	3tGYKV	-	590	3aHNGG+590	-	-
K-2	VUJ	2.000	4.00	JN	-	RRR	-	-	13.00%	-	Qouzd	-	-	225	6.56%	-	-
E	TZA	33.000	2.60	UF	-	WW	-	-	73.52%	-	Ndqfpexw	3rQOZX	-	295	3pDKFY+295	-	-
Y	KHX	70.000	8.10	CY	-	H	-	-	79.00%	-	Glvydlqp	3xCTTB	-	360	3uXBMJ+360	-	-
G	NLX	78.400	71.50	FA	-	WW-	-	-	4.43%	-	Rruvjpvo	3gLBNX	-	900	3bZMID+846	-	-
G	ENV	4.380	41.30	Y3	-	HU	-	-	1.31%	-	-	-	-	-	-	-	Retained
Ick	GLG	56.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

G-1: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144C/Cif T; K-2: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144N/Vdp Z; E: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144O/Kxa A; Y: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144Y/Zsc Z; Z: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144P/Zni N; G: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144D/Yuz H; G: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144X/Prs Q; Ick: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144W/Khj W;

Deal Comments

Sho Muoo Uygshgz 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 30, 2024

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
U-2	CEW	75.000	4.30	-	-	KKK	-	-	87.15%	-	Bhbrtkyv	DHFO	240-250	270	ZMEZ+270	-	-
Jz	FZE	97.300	-	UP	-	OJ	-	-	-	-	-	-	-	-	-	-	Retained
O-1	EKW	178.000	6.30	Gss	-	-	-	-	18.00%	-	Jwqlckke	MPNF	-	225	YYGG+225	-	-
M-1	EBE	25.200	8.90	-	-	CC	-	-	74.80%	-	Jleyedcm	MBEX	-	290	WVCT+290	-	-
T-2	OJR	8.700	3.40	-	-	WW	-	-	22.50%	-	Mnxcq	-	-	-	6.17%	-	-
X	HOE	38.500	7.80	-	-	S	-	-	57.98%	-	Blwmwvan	EDTA	360-370	370	VYYJ+370	-	-
Z	NWJ	17.000	8.50	-	-	LL-	-	-	66.80%	-	Sbcexypv	YQDG	-	899	VKBW+899	-	-
P	LFB	1.970	5.60	U3	-	-	-	-	17.12%	-	Wsxopxwy	-	-	-	-	-	Retained
M-1	AGV	36.300	4.60	-	-	FFF	-	-	35.00%	-	Xbjkxepb	IBXR	595-605	556	APVK+556	-	-
G-2	EAF	8.000	7.20	-	-	ZZZ-	-	-	89.60%	-	Bdkcaics	AOKE	-	764	PAUE+764	-	-

More Details

Tranche Comments

O-1: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144L/Jdt S; U-2: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144E/Cnt O; M-1: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144O/Gbw F; T-2: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144A/Zmr F; X: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144X/Vzs R; M-1: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144V/Wia E; G-2: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144I/Hpc Q; Z: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144O/Ods O; P: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144P/Ria A; Jz: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144X/Uhv N;

Deal Comments

Wgg Tcoo Iwvbgtu 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 16, 2016

Silver Point Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Ri	IVX	22.590	-	HI	-	OK	-	-	-	-	-	-	-	-	-	-	Retained
P-2	RBJ	53.000	2.40	HU	-	JJJ	-	-	73.00%	-	Hhumwkqm	SNJF	-	310	JQUB+310	-	-
M-2	IES	8.400	4.70	VI	-	N	-	-	59.50%	-	Jknap	-	-	-	7.47%	-	-
L	WVO	9.300	4.60	IL	-	EE-	-	-	28.57%	-	Fuvchjqa	-	-	-	-	-	Retained
J	MAF	7.630	2.30	B3	-	DV	-	-	31.51%	-	Ksvocrpz	-	-	-	-	-	Retained
L-1	QTO	579.000	3.80	Kaa	-	WF	-	-	83.00%	-	Fcuafajx	QLPW	-	255	VTZR+245	-	-
X-1	WJV	13.000	9.10	GY	-	T	-	-	23.30%	-	Wkihkbpi	ZIPF	-	425	EGFQ+425	-	-
F	OSB	45.200	5.10	KR	-	ZZ	-	-	12.70%	-	Hdjaayhg	TMWI	-	335	DIPI+335	-	-
I	THP	36.200	7.10	FH	-	GGG-	-	-	31.47%	-	Qmubifbi	YAMT	-	630	HWMP+597	-	-

More Details

Tranche Comments

L-1: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144A/Uev Y; P-2: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144Y/Fnz R; F: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144X/Qyj U; X-1: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144G/Vfd Z; M-2: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144A/Tke Z; I: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144Y/Yme I; L: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144I/Zhj M; J: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144G/Ial W; Ri: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144X/Fta E;

Deal Comments

Rff Xxtt Jcqbftw 2.00

Risk Retention

AB - Diq

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 6, 2005