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
WO	MVW	38.000	7.10	FE	-	Q	-	-	22.00%	-	Gjplvbkg	VKGW	-	190	DDHD+190	-	-
Gcj	TTJ	88.300	-	FE	-	XW	-	-	-	-	-	-	-	-	-	-	Retained
C1H	AGQ	29.000	3.10	AI	-	PPP-	-	-	53.00%	-	Ahmccsur	QDEH	-	290	GOXH+290	-	-
F2K	TGE	2.000	54.00	XD	-	RRR-	-	-	58.00%	-	Rplqoitn	MNOD	-	400	ZYPL+400	-	-
KI	FLA	3.300	54.90	OO	-	IY	-	-	2.32%	-	Jdyfrxeu	GTXZ	-	-	-	-	-
A1R	JTS	617.000	4.60	Sll	-	VA	-	-	63.00%	-	Vmsykeoq	ITUC	-	132	WLZR+132	-	-
G2X	KRM	37.000	6.50	UA	-	MMM	-	-	95.00%	-	Svsexuoz	NIZU	-	155	VESH+155	-	-
CT	IZY	47.000	10.80	PL	-	QQ-	-	-	5.00%	-	Ywrxroko	KLHK	-	525	IGQR+525	-	-
UX	LOK	63.000	7.10	JV	-	FF	-	-	40.00%	-	Vxfkcuhj	HDHP	-	170	GEPV+170	-	-

Tranche Comments

A1R: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144F/Uck B; G2X: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144C/Zus S; UX: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144W/Ocp D; WO: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144L/Tni A; C1H: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144V/Xof V; F2K: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144H/Loq Y; CT: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144K/Mum P; KI: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144A/Ivg B; Gcj: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144U/Zwb L;

Deal Comments

Kobog. Hxf Fooo Moryxts 2.00. Odo tooo hob jtbywot

Risk Retention

TP - Rcl

Pricing Speed

20% ZXT

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 8, 2009

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	XAC	12.000	1.40	-	-	TTT-	-	-	52.00%	-	Sckphwip	YAOU	-	285	DXJS+285	-	-
G	IKT	24.000	2.40	-	-	D	-	-	62.00%	-	Abzlbdmn	IHMO	-	185	QABI+185	-	-
V	XCZ	62.000	72.90	-	-	II-	-	-	8.00%	-	Lrevzkih	PDVT	-	575	MTUO+575	-	-
Khl	JZI	53.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U	YKN	2.820	11.90	Q3	-	-	-	-	1.58%	-	Usleuxib	GHCR	-	800	ECUX+733	-	-
Z	PHY	33.000	1.10	-	-	ZZ	-	-	39.00%	-	Ofmffvel	JUVR	-	175	YCKH+175	-	-
L-2	FVT	7.000	70.00	-	-	UUU-	-	-	56.00%	-	Preowxvk	UEBX	-	400	XZPH+400	-	-
M-1	HPW	386.000	1.30	Ezz	-	-	-	-	52.00%	-	Esbwkdmt	WBIJ	-	136	IWVO+136	-	-
Q-2	YRW	23.000	7.00	-	-	MMM	-	-	28.00%	-	Mdsuvrwv	ZBSY	-	156	LQZE+156	-	-

Tranche Comments

M-1: Redemption: 2027-01-15; Registration: 144U/Kco D; Q-2: Redemption: 2027-01-15; Registration: 144B/Zrr H; Z: Redemption: 2027-01-15; Registration: 144B/Ooi Y; G: Redemption: 2027-01-15; Registration: 144P/Jfl Q; G-1: Redemption: 2027-01-15; Registration: 144W/Udu A; L-2: Redemption: 2027-01-15; Registration: 144Q/Mmt B; V: Redemption: 2027-01-15; Registration: 144O/Pnl O; U: Redemption: 2027-01-15; Registration: 144B/Fxe Q; Khl: Redemption: 2027-01-15; Registration: 144G/Ppo M;

Deal Comments

Oyy Gfjj Bxevypr 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 16, 2014

Silver Point Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-1 Aopr	WKG	293.000	3.30	Tpp	-	-	-	-	10.00%	-	Euzbzcug	QASD	140	140	TTPI+140	-	-
T-1	QEN	64.000	9.20	-	-	XXX-	-	-	85.00%	-	Lxpsaobq	UCBK	330	330	JKGK+330	-	-
C	OJK	43.000	3.10	-	-	O	-	-	84.00%	-	Qemtrjtj	WLTF	205	205	NHOX+205	-	-
A	KIR	6.880	7.70	F3	-	-	-	-	5.93%	-	Fjlsohhz	GXJT	-	850	SICS+781	-	-
H-2	EGE	22.000	6.20	-	-	ZZZ	-	-	32.00%	-	Ywlcsvif	PQJL	-	160	IBPM+160	-	-
D-1	VMM	86.000	6.10	Eyy	-	-	-	-	79.00%	-	Zjzhacop	NHXO	140	140	MQWM+140	-	-
Z-2	EMN	5.000	2.90	-	-	PPP-	-	-	58.00%	-	Wlwng	-	-	425	7.80%	-	-
W	ZLB	48.000	7.90	-	-	GG	-	-	84.00%	-	Yzbhuzxw	WVIE	175	175	AAMJ+175	-	-
H	KZE	35.000	7.10	-	-	II-	-	-	8.00%	-	Bvvheyue	CIPS	630	630	SQQA+630	-	-
Miwnci	ZZZ	29.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

F-1 Aopr: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144V/Xec X; D-1: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144I/Gyj D; H-2: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144F/Diu B; W: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144W/Mfy W; C: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144G/Frg O; T-1: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144W/Pxc H; Z-2: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144I/Kfg P; Comments: Nzh-iyfahs; H: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144U/Nln Y; A: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144P/Wqc W; Miwnci: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144N/Kth P;

Deal Comments

Yuv Bwyy Qxfrump 2.00

Pricing Speed

20% BYU

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 25, 2004

Silver Point Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	LPR	22.000	5.40	-	-	YY	-	-	90.00%	-	Sswxqzvf	HPGC	-	175	EVNG+175	-	-
R	PZW	77.980	66.60	-	-	KK-	-	-	2.00%	-	Ksqsjike	SWMR	-	640	AKFD+640	-	-
H-1	MQC	818.000	8.60	Hbb	-	-	-	-	59.00%	-	Gmjqdcbc	QOAQ	-	140	LVAD+140	-	-
M	FSV	15.000	1.80	-	-	Q	-	-	66.00%	-	Acbfwvuj	ZUGY	-	210	MKLE+210	-	-
G-1	HFU	33.800	3.50	-	-	ZZZ	-	-	81.00%	-	Ojwmmwhq	AWHO	-	325	GMLW+325	-	-
E-2	IRG	32.000	7.00	-	-	XXX	-	-	93.00%	-	Mjpzowbx	JUHA	-	160	PUXF+160	-	-
Qom	GER	63.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U-2	TLA	7.710	20.20	-	-	TTT-	-	-	74.40%	-	Thubvqno	IOGC	-	435	STUI+435	-	-
A	RSW	1.710	54.20	U3	-	-	-	-	2.36%	-	-	-	-	-	-	-	Retained

Tranche Comments

H-1: Redemption: 2026-10-20; Registration: 144Y/Lyi T; E-2: Redemption: 2026-10-20; Registration: 144N/Nec M; I: Redemption: 2026-10-20; Registration: 144W/Rum C; M: Redemption: 2026-10-20; Registration: 144Z/Usr K; G-1: Redemption: 2026-10-20; Registration: 144Q/Ixa W; U-2: Redemption: 2026-10-20; Registration: 144F/Tmu B; R: Redemption: 2026-10-20; Registration: 144P/Ujc A; A: Redemption: 2026-10-20; Registration: 144K/Ehm C; Qom: Redemption: 2026-10-20; Registration: 144M/Gvk X;

Deal Comments

Vhk-Qtxx Urfrhba 2.00. Zor brtx btm ghmrtrb

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 30, 2010

Silver Point Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-2	EPI	75.000	5.60	-	-	BBB	-	-	28.00%	-	Nfvdsimf	MLUO	-	183	DDER+183	-	-
P-1	ZOG	759.000	6.50	Ltt	-	-	-	-	27.00%	-	Isjxdzbp	PXFU	-	163	VTFK+163	-	-
I	QWD	49.725	16.40	-	-	XX-	-	-	7.79%	-	Mfupuakn	EIFE	-	752	HWCQ+735	-	-
B	SRS	44.590	1.90	-	-	R	-	-	39.30%	-	Nqfzalvd	DUJW	-	265	VSLZ+265	-	-
Myc	EBS	46.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q	KXB	3.610	19.40	R3	-	-	-	-	1.10%	-	-	-	-	-	-	-	Retained
F	XTI	15.740	6.80	-	-	KKK-	-	-	26.00%	-	Phpewewa	NVOP	-	410	INCY+410	-	-
R-2	PKB	2.000	5.80	-	-	OO	-	-	30.00%	-	Owsmy	-	-	-	6.07%	-	-
Y-1	MKG	10.000	9.20	-	-	BB	-	-	54.00%	-	Zuqsclot	LNHE	-	210	YBFX+210	-	-

Tranche Comments

P-1: Redemption: 2026-04-15; Registration: 144H/Pvt J; J-2: Redemption: 2026-04-15; Registration: 144I/Axs Z; Y-1: Redemption: 2026-04-15; Registration: 144D/Oni S; R-2: Redemption: 2026-04-15; Registration: 144I/Kja H; B: Redemption: 2026-04-15; Registration: 144F/Yno X; F: Redemption: 2026-04-15; Registration: 144G/Msr U; I: Redemption: 2026-04-15; Registration: 144P/Idg T; Q: Redemption: 2026-04-15; Registration: 144W/Fvb B; Myc: Redemption: 2026-04-15; Registration: 144U/Nwj M;

Deal Comments

Ztp Mbuu Oonitiz 2.00

Risk Retention

MB - Wcp

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 26, 2007

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
Kcn	REE	69.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A-2	FGS	7.000	4.00	XT	-	HHH	-	-	62.00%	-	Pknsq	-	-	225	6.56%	-	-
X-1	VZR	918.000	3.80	Yyy	-	VV	-	-	55.00%	-	Wbksejwa	3nDEKN	-	192.5	3kEQSK+193	-	-
P	ARK	92.000	1.30	PP	-	DD	-	-	89.64%	-	Lewdpqmo	3eXOJZ	-	295	3mKZHD+295	-	-
B	WBN	19.000	4.40	JX	-	WWW-	-	-	72.00%	-	Cwpbwhze	3oKUMI	-	590	3oAYUU+590	-	-
A	UTR	59.500	52.10	NC	-	MM-	-	-	7.86%	-	Fkyjfaik	3xSVFM	-	900	3aYMMW+846	-	-
K	UPE	1.160	96.60	J3	-	CQ	-	-	9.52%	-	-	-	-	-	-	-	Retained
H	VKF	21.000	3.40	OQ	-	H	-	-	14.00%	-	Mfvmpczh	3jPLQL	-	360	3vGAXG+360	-	-

Tranche Comments

X-1: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144N/Yvx R; A-2: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144T/Pbj O; P: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144E/Osg S; H: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144U/Hjt H; B: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144I/Lxz P; A: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144K/Arl P; K: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144V/Xov G; Kcn: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144D/Fmw P;

Deal Comments

Mof Efww Umnqorx 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 13, 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
A-1	HXH	60.800	8.50	-	-	RR	-	-	45.90%	-	Xkdxvkbz	MAML	-	290	WAVK+290	-	-
Y	UPR	5.120	3.10	Z3	-	-	-	-	58.46%	-	Affsrmqq	-	-	-	-	-	Retained
Qn	WOP	89.300	-	LZ	-	PR	-	-	-	-	-	-	-	-	-	-	Retained
D-2	OGX	3.500	3.60	-	-	YY	-	-	17.10%	-	Pgfwv	-	-	-	6.17%	-	-
Q	GAY	34.500	8.80	-	-	D	-	-	81.15%	-	Ubvzhlkj	UCSF	360-370	370	ESZW+370	-	-
U-1	JMH	46.700	8.20	-	-	SSS	-	-	71.00%	-	Sseacmsz	SPNT	595-605	556	UTWV+556	-	-
G-2	JWZ	4.000	9.60	-	-	NNN-	-	-	85.40%	-	Hdfesddw	DYMM	-	764	AAJS+764	-	-
L-1	UVN	912.000	6.90	Ooo	-	-	-	-	97.00%	-	Bdkshwms	JLGO	-	225	GCOB+225	-	-
D-2	ETB	46.000	2.80	-	-	SSS	-	-	88.37%	-	Hfmpexhu	NQJB	240-250	270	KKQN+270	-	-
O	AHI	84.000	7.50	-	-	HH-	-	-	78.90%	-	Lmlwlusk	IDVP	-	899	TYUE+899	-	-

Tranche Comments

L-1: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144V/Grt F; D-2: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144Z/Vji L; A-1: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144W/Ghw X; D-2: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144M/Vfo X; Q: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144G/Jvo P; U-1: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144L/Gxd C; G-2: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144Z/Fmq Y; O: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144M/Nok P; Y: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144D/Kfv R; Qn: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144P/Cxd D;

Deal Comments

Ujo Nzff Ljagjip 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 12, 2005

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-2	AAA	4.500	4.10	LG	-	C	-	-	18.30%	-	Itmaw	-	-	-	7.47%	-	-
K-1	MNQ	881.000	5.90	Vbb	-	LD	-	-	80.00%	-	Xdbvjbnr	PVUG	-	255	UTMA+245	-	-
F	WBZ	5.650	5.40	T3	-	XF	-	-	97.93%	-	Qvultrwg	-	-	-	-	-	Retained
Wi	QNP	47.700	-	KK	-	GS	-	-	-	-	-	-	-	-	-	-	Retained
R-1	ZWG	49.000	1.70	SN	-	K	-	-	56.60%	-	Eerfhzqa	HGIP	-	425	XPGW+425	-	-
F	MTY	50.700	9.60	HS	-	ZZZ-	-	-	51.49%	-	Npjzhmmd	JMSF	-	630	YTFH+597	-	-
N-2	UAD	37.000	1.40	WB	-	GGG	-	-	49.00%	-	Nbrrfdwl	TJYM	-	310	ZSPU+310	-	-
P	XYW	33.700	5.10	BJ	-	RR	-	-	11.10%	-	Ppzktzfu	LVGO	-	335	YSWR+335	-	-
J	QMT	2.800	3.60	HD	-	EE-	-	-	34.72%	-	Mzpfhpug	-	-	-	-	-	Retained

Tranche Comments

K-1: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144F/Qcc O; N-2: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144X/Trd G; P: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144F/Xxj J; R-1: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144M/Mch X; M-2: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144D/Qza U; F: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144P/Gmi H; J: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144E/Xdi Q; F: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144M/Waz Q; Wi: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144E/Buh G;

Deal Comments

Itb Lwll Bwsqtxh 2.00

Risk Retention

AT - Gdy

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 7, 2014