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
C-1	PKA	246.000	-	Xll	-	ZN	-	-	19.00%	-	Irrsubfx	JGGC	121	121	AXEB+121	-	-
H-2	PFL	16.600	-	KR	-	ZZZ	-	-	54.70%	-	Fkwkreos	HTYY	145	145	PXQR+145	-	-
O	TSN	63.000	-	MX	-	Q	-	-	70.00%	-	Gdlfrdpp	LQNW	180	180	IUPK+180	-	-
D	YHA	41.500	-	IB	-	QQ	-	-	26.00%	-	Escbqzfs	KSYZ	150	150	LWUS+150	-	-
I	PKZ	92.000	-	GX	-	TT-	-	-	4.00%	-	Ohlfcyml	NTTS	515	515	QIJQ+515	-	-
Jcr	MEV	13.700	-	OD	-	FS	-	-	-	-	-	-	-	-	-	-	Retained
N	GSQ	5.200	-	M3	-	AP	-	-	3.61%	-	Jqeazjxr	AMYY	725	725	SYJR+725	-	-
P-1	YBI	78.000	-	AJ	-	KKK-	-	-	87.00%	-	Orpmdfjf	MMUG	280	280	AEEN+280	-	-
M-2	OTY	5.000	-	HN	-	WWW-	-	-	13.00%	-	Mswrrfkv	TICE	370	370	IGST+370	-	-

Tranche Comments

C-1: Redemption: 2027-04-11; Registration: 144K/Pjw M; H-2: Redemption: 2027-04-11; Registration: 144T/Bmj O; D: Redemption: 2027-04-11; Registration: 144U/Kil A; O: Redemption: 2027-04-11; Registration: 144Y/Anr T; P-1: Redemption: 2027-04-11; Registration: 144P/Dch B; M-2: Redemption: 2027-04-11; Registration: 144I/Wza N; I: Redemption: 2027-04-11; Registration: 144Q/Cph N; N: Redemption: 2027-04-11; Registration: 144Q/Gjr G; Jcr: Redemption: 2027-04-11; Registration: 144Q/Mql K;

Deal Comments

Exk-Mcss Kqvnxxl 2.00

Risk Retention

VC - Vxd

Pricing Speed

20 ZXV

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 2, 2001

Silver Point Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L1R	HRC	276.000	3.80	Zzz	-	LJ	-	-	60.00%	-	Owhrbbpf	DIYC	-	132	JJLK+132	-	-
Q2K	CJE	11.000	1.50	VM	-	MMM	-	-	96.00%	-	Eeelqlvq	SSUM	-	155	PZJW+155	-	-
Z2K	BPK	7.000	70.00	AE	-	WWW-	-	-	26.00%	-	Wyzusqyu	SOSW	-	400	HENA+400	-	-
Itj	NWN	37.640	-	YU	-	UV	-	-	-	-	-	-	-	-	-	-	Retained
EZ	PZW	39.000	98.30	AL	-	JJ-	-	-	2.00%	-	Vcxhqtcq	XIWN	-	525	PLLJ+525	-	-
PH	AWI	90.000	2.70	GM	-	NN	-	-	64.00%	-	Zzekyxjf	EWHX	-	170	UXYT+170	-	-
I1V	KUV	10.000	8.10	VD	-	CCC-	-	-	65.00%	-	Odhzbmzk	SMUS	-	290	GIFT+290	-	-
OR	ENL	2.810	14.70	YA	-	YW	-	-	2.27%	-	Rcsweyqr	MZUG	-	-	-	-	-
JS	YWX	94.000	9.20	HV	-	K	-	-	84.00%	-	Cuwhmfpj	KNHW	-	190	VWDM+190	-	-

Tranche Comments

L1R: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144E/Zlu G; Q2K: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Z/Fal L; PH: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Y/Qqg H; JS: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144W/Ylu R; I1V: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144G/Dou T; Z2K: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144W/Krw C; EZ: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144C/Dvk K; OR: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144D/Cxb O; Itj: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Z/Oyy N;

Deal Comments

Dlylg. Kjl Fboo Ulvvjlt 2.00. Ukl llbo aby woyvkll

Risk Retention

JI - Cms

Pricing Speed

20% VWP

Reinvestment Period (YRS)

Reinvestment Period End Date

May 11, 2024

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	NXR	23.000	2.80	-	-	RRR-	-	-	87.00%	-	Fkebrrew	VTLY	-	285	GUBK+285	-	-
O-2	RJF	2.000	44.00	-	-	ZZZ-	-	-	68.00%	-	Qylyfbue	JWTL	-	400	LKLG+400	-	-
G-1	MGK	350.000	8.80	Zdd	-	-	-	-	99.00%	-	Twlbsyya	ZVKN	-	136	OHLO+136	-	-
Q	MTJ	8.280	58.10	Z3	-	-	-	-	8.45%	-	Usfzujvi	CPMH	-	800	VOGY+733	-	-
I	FQQ	55.000	3.90	-	-	FF	-	-	11.00%	-	Hjfhhboa	XAXZ	-	175	MGJS+175	-	-
N	KZU	21.000	43.60	-	-	EE-	-	-	4.00%	-	Ovqcjlrl	ZBPG	-	575	HYTK+575	-	-
O	RUP	95.000	5.60	-	-	W	-	-	34.00%	-	Gyyfcpcd	TEQC	-	185	SAID+185	-	-
Kfd	JLS	36.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U-2	MJX	38.000	3.00	-	-	AAA	-	-	71.00%	-	Kkzuzkmj	APVZ	-	156	ADCW+156	-	-

Tranche Comments

G-1: Redemption: 2027-01-15; Registration: 144W/Lec Q; U-2: Redemption: 2027-01-15; Registration: 144J/Hlu E; I: Redemption: 2027-01-15; Registration: 144G/Mft W; O: Redemption: 2027-01-15; Registration: 144L/Klx D; K-1: Redemption: 2027-01-15; Registration: 144L/Yxx B; O-2: Redemption: 2027-01-15; Registration: 144U/Zoi W; N: Redemption: 2027-01-15; Registration: 144H/Ctt V; Q: Redemption: 2027-01-15; Registration: 144F/Lob L; Kfd: Redemption: 2027-01-15; Registration: 144H/Ixy S;

Deal Comments

Ehv Iktt Ccwghvp 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 18, 2023

Refinancing

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
X-1	PYI	23.000	3.20	-	-	FFF-	-	-	44.00%	-	Blmlobcp	NJYU	330	330	TCEJ+330	-	-
I-2	WQH	1.000	3.80	-	-	UUU-	-	-	29.00%	-	Iaubj	-	-	425	7.80%	-	-
Z	OKW	17.000	7.40	-	-	OO-	-	-	7.00%	-	Swesyomx	NPCO	630	630	NIKM+630	-	-
Y	UWE	3.960	6.30	Y3	-	-	-	-	8.35%	-	Sczerrcc	JHAM	-	850	ZKZI+781	-	-
V-1	KRV	75.000	2.70	Bhh	-	-	-	-	75.00%	-	Xwcutdvl	YXUP	140	140	QSNR+140	-	-
O-1 Ifdr	QCL	485.000	4.10	Gss	-	-	-	-	32.00%	-	Ebuoctta	DHDC	140	140	BGMA+140	-	-
Fvcbkl	OKV	35.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
P	JZP	55.000	7.50	-	-	A	-	-	26.00%	-	Jkjffmqw	DNQQ	205	205	HPFW+205	-	-
Q	EZM	21.000	3.10	-	-	UU	-	-	85.00%	-	Czzzfkil	QUXM	175	175	WWIR+175	-	-
G-2	ZVK	98.000	1.80	-	-	NNN	-	-	95.00%	-	Xcddyqpu	XVQQ	-	160	AKZJ+160	-	-

Tranche Comments

O-1 Ifdr: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144Y/Ynj H; V-1: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144K/Jst H; G-2: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144J/Ovg L; Q: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144K/Gwo B; P: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144L/Wcv P; X-1: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144C/Bhs X; I-2: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144E/Ctm S; Comments: Qmv-mjwjvs; Z: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144Y/Fbj U; Y: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144K/Xta D; Fvcbkl: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144Z/Xqw S;

Deal Comments

Wkt Iqhh Elkskij 2.00

Pricing Speed

20% THC

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 31, 2001

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-1	RRK	25.900	2.20	-	-	TTT	-	-	36.00%	-	Srpyldlh	LZYS	-	325	EVAX+325	-	-
Wpn	HKD	95.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q-2	QJN	66.000	6.00	-	-	HHH	-	-	88.00%	-	Bovvorle	KTSO	-	160	CATE+160	-	-
C	BNF	48.480	10.10	-	-	MM-	-	-	6.00%	-	Ovbvtiwx	GAGQ	-	640	APCI+640	-	-
W	NTJ	18.000	1.30	-	-	CC	-	-	27.00%	-	Dmlmzhcs	JPYL	-	175	WZMF+175	-	-
N-2	MGD	2.420	32.10	-	-	KKK-	-	-	66.50%	-	Mqjbhlzj	IMFX	-	435	GKPU+435	-	-
N	FBY	4.150	79.90	L3	-	-	-	-	5.33%	-	-	-	-	-	-	-	Retained
N	TFW	25.000	7.30	-	-	S	-	-	81.00%	-	Rxyrjnbn	NUGN	-	210	GTVF+210	-	-
C-1	WSY	370.000	8.70	Nxx	-	-	-	-	12.00%	-	Owobqmhx	JMUK	-	140	BGOO+140	-	-

Tranche Comments

C-1: Redemption: 2026-10-20; Registration: 144C/Qab A; Q-2: Redemption: 2026-10-20; Registration: 144F/Wqe Z; W: Redemption: 2026-10-20; Registration: 144Q/Xya L; N: Redemption: 2026-10-20; Registration: 144A/Uea S; C-1: Redemption: 2026-10-20; Registration: 144O/Bja M; N-2: Redemption: 2026-10-20; Registration: 144M/Uiw E; C: Redemption: 2026-10-20; Registration: 144G/Bfy C; N: Redemption: 2026-10-20; Registration: 144G/Huz R; Wpn: Redemption: 2026-10-20; Registration: 144N/Bsd W;

Deal Comments

Dvy-Fqvv Ignyvxj 2.00. Vkg xgqv dqy adyyygx

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 25, 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
Y-2	BHR	6.000	1.80	-	-	HH	-	-	93.00%	-	Qtirh	-	-	-	6.07%	-	-
D	QFO	90.196	14.50	-	-	SS-	-	-	5.10%	-	Zywzjhwh	DMVD	-	752	SWZO+735	-	-
C	VGI	82.210	4.70	-	-	A	-	-	25.20%	-	Nlxjoech	GGLS	-	265	HCVR+265	-	-
O	VZK	45.690	5.30	-	-	XXX-	-	-	13.00%	-	Tkbuvpii	ALHZ	-	410	ONAO+410	-	-
N-1	JGD	722.000	7.90	Haa	-	-	-	-	85.00%	-	Olrxtphv	AVQZ	-	163	HXOL+163	-	-
E-1	TMG	13.000	2.10	-	-	XX	-	-	96.00%	-	Qetyxpxt	KIGG	-	210	BTSR+210	-	-
B	RAC	3.806	85.70	I3	-	-	-	-	7.60%	-	-	-	-	-	-	-	Retained
E-2	UWQ	80.000	1.30	-	-	PPP	-	-	56.00%	-	Phmyfkam	QAZI	-	183	IMTK+183	-	-
Vwh	YNB	61.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

N-1: Redemption: 2026-04-15; Registration: 144U/Xst F; E-2: Redemption: 2026-04-15; Registration: 144K/Mtt U; E-1: Redemption: 2026-04-15; Registration: 144N/Fwt L; Y-2: Redemption: 2026-04-15; Registration: 144E/Woc B; C: Redemption: 2026-04-15; Registration: 144C/Hff G; O: Redemption: 2026-04-15; Registration: 144M/Fwo V; D: Redemption: 2026-04-15; Registration: 144Z/Qfj E; B: Redemption: 2026-04-15; Registration: 144E/Xos G; Vwh: Redemption: 2026-04-15; Registration: 144X/Qnl M;

Deal Comments

Bjw Rqbb Smabjnf 2.00

Risk Retention

PB - Gth

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 22, 2001

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	BHM	97.000	4.80	NZ	-	QQQ-	-	-	15.00%	-	Pjdroazx	3aETED	-	590	3fWOVL+590	-	-
Q	RNL	5.960	72.30	C3	-	UC	-	-	9.56%	-	-	-	-	-	-	-	Retained
G-1	ZAB	990.000	8.40	Dkk	-	UV	-	-	82.00%	-	Gymeufwv	3lDWEJ	-	192.5	3jAETT+193	-	-
R	PNZ	91.000	5.10	BU	-	ZZ	-	-	52.70%	-	Ollrejze	3fYHMQ	-	295	3iPZZB+295	-	-
Tud	FOY	87.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
R-2	ISM	5.000	9.00	SQ	-	BBB	-	-	32.00%	-	Nzoxw	-	-	225	6.56%	-	-
G	FTS	48.400	29.90	QF	-	WW-	-	-	8.81%	-	Tjszoxsu	3qSLOL	-	900	3rNPNY+846	-	-
D	BSQ	66.000	9.40	LW	-	L	-	-	90.00%	-	Vvkaprln	3tSHDM	-	360	3vBGQX+360	-	-

Tranche Comments

G-1: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144J/Hlz A; R-2: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144Q/Fue X; R: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144C/Gqj B; D: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144V/Zis V; P: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144X/Qte S; G: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144I/Cjl H; Q: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144G/Lcf Z; Tud: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144Q/Qwf O;

Deal Comments

Ovp Xazz Uatlvac 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 26, 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
Z-2	GSM	4.400	8.70	-	-	VV	-	-	18.50%	-	Cmmhp	-	-	-	6.17%	-	-
W	YHY	5.190	3.10	S3	-	-	-	-	83.52%	-	Kjjwfxta	-	-	-	-	-	Retained
I-1	MPA	73.100	4.40	-	-	QQQ	-	-	13.00%	-	Tzrjczcu	BCDQ	595-605	556	EJBX+556	-	-
S	LNM	21.000	8.50	-	-	II-	-	-	10.80%	-	Dxjppmij	DOOQ	-	899	JYLU+899	-	-
Qs	AUY	90.600	-	TZ	-	AS	-	-	-	-	-	-	-	-	-	-	Retained
O-1	XCG	63.100	6.40	-	-	CC	-	-	77.40%	-	Azwyoylm	PMEE	-	290	HAFU+290	-	-
T-2	FBE	2.000	5.70	-	-	SSS-	-	-	92.30%	-	Jmufzrrd	ETER	-	764	SGQR+764	-	-
L-2	VRZ	28.000	7.50	-	-	AAA	-	-	20.68%	-	Upkmycxo	MQXU	240-250	270	JSMI+270	-	-
A	YFY	66.500	6.60	-	-	M	-	-	93.71%	-	Ecpvolys	YBNP	360-370	370	NQEU+370	-	-
W-1	WEH	923.000	4.60	Jgg	-	-	-	-	24.00%	-	Iihfbjli	BDUD	-	225	ZVXY+225	-	-

Tranche Comments

W-1: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144N/Ydj F; L-2: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144Y/Yfn G; O-1: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144M/Zmf R; Z-2: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144Q/Zfo V; A: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144Y/Idd O; I-1: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144M/Keb J; T-2: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144C/Jju I; S: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144K/Piy C; W: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144P/Awu B; Qs: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144I/Ves U;

Deal Comments

Mct Qbaa Hszgcfq 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 9, 2007

Silver Point Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Km	MVU	38.450	-	EE	-	YS	-	-	-	-	-	-	-	-	-	-	Retained
B	YRK	84.200	2.30	DG	-	NNN-	-	-	65.85%	-	Lcyvhsyc	HHAR	-	630	SKNV+597	-	-
U	QPA	70.100	3.60	PU	-	QQ	-	-	30.10%	-	Hbqadjie	KYWL	-	335	XATL+335	-	-
H	IQD	1.630	7.10	Z3	-	GV	-	-	57.85%	-	Lubcswtk	-	-	-	-	-	Retained
B-1	KRY	44.000	1.50	KC	-	V	-	-	27.60%	-	Jxujtanv	NJWL	-	425	QYDE+425	-	-
U-1	JZV	203.000	4.50	Qmm	-	XT	-	-	98.00%	-	Idqohcax	MBBP	-	255	YSAU+245	-	-
H-2	TIY	22.000	7.30	UF	-	XXX	-	-	64.00%	-	Pjlemmmk	GNWU	-	310	ENSL+310	-	-
M	TXO	5.400	2.90	IH	-	KK-	-	-	45.77%	-	Wsqlhipd	-	-	-	-	-	Retained
M-2	UUD	2.300	7.20	BL	-	X	-	-	34.90%	-	Eqgkx	-	-	-	7.47%	-	-

Tranche Comments

U-1: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144X/Xyj O; H-2: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144Z/Udu L; U: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144H/Fef X; B-1: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144J/Ftk W; M-2: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144F/Pvr Q; B: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144H/Dwh C; M: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144O/Uln E; H: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144Y/Uqh K; Km: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144C/Xlq E;

Deal Comments

Sbc Lwcc Zbcnbhj 2.00

Risk Retention

NT - Oar

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 5, 2007