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 Loan	USD	167.000	6.20	Aaa	-	-	-	-	38.00%	-	Floating	SOFR	140	140	SOFR+140	-	-
A-1	USD	81.000	6.20	Aaa	-	-	-	-	38.00%	-	Floating	SOFR	140	140	SOFR+140	-	-
A-2	USD	16.000	7.70	-	-	AAA	-	-	34.00%	-	Floating	SOFR	-	160	SOFR+160	-	-
B	USD	40.000	8.20	-	-	AA	-	-	24.00%	-	Floating	SOFR	175	175	SOFR+175	-	-
C	USD	24.000	8.80	-	-	A	-	-	18.00%	-	Floating	SOFR	205	205	SOFR+205	-	-
D-1	USD	24.000	9.30	-	-	BBB-	-	-	12.00%	-	Floating	SOFR	330	330	SOFR+330	-	-
D-2	USD	4.000	9.60	-	-	BBB-	-	-	11.00%	-	Fixed	-	-	425	7.80%	-	-
E	USD	12.000	9.70	-	-	BB-	-	-	8.00%	-	Floating	SOFR	630	630	SOFR+630	-	-
F	USD	0.250	9.90	B3	-	-	-	-	7.94%	-	Floating	SOFR	-	850	SOFR+781	-	-
Equity	USD	38.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A-1 Loan: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144A/Reg S; A-1: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144A/Reg S; A-2: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144A/Reg S; B: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144A/Reg S; C: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144A/Reg S; D-1: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144A/Reg S; D-2: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144A/Reg S; Comments: Pre-placed; E: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144A/Reg S; F: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144A/Reg S; Equity: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 2.00

Pricing Speed

20% CPR

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 15, 2029

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
P	EOZ	73.000	8.10	-	-	R	-	-	14.00%	-	Vuhjafxf	VSNN	-	210	KHTL+210	-	-
P-2	PZC	7.370	86.30	-	-	ZZZ-	-	-	52.10%	-	Hurdwduz	IUML	-	435	YVZJ+435	-	-
N	EOH	8.542	85.40	H3	-	-	-	-	3.46%	-	-	-	-	-	-	-	Retained
B-2	ZPO	95.000	5.00	-	-	VVV	-	-	56.00%	-	Pypdpknu	LKIH	-	160	MKCF+160	-	-
Fzv	YPI	69.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S-1	HEN	988.000	1.50	Xvv	-	-	-	-	42.00%	-	Kzdqcvnt	ZZDJ	-	140	TBXK+140	-	-
O-1	NZI	74.500	9.60	-	-	LLL	-	-	84.00%	-	Nmrhocdx	XITI	-	325	HGLO+325	-	-
X	ICV	70.930	52.80	-	-	YY-	-	-	5.00%	-	Ibqdrvil	HSDW	-	640	GHGO+640	-	-
Z	ILY	66.000	4.80	-	-	II	-	-	10.00%	-	Wmpveuiz	AJWC	-	175	JBIA+175	-	-

More Details

Tranche Comments

S-1: Redemption: 2026-10-20; Registration: 144K/Hle P; B-2: Redemption: 2026-10-20; Registration: 144Q/Pxu B; Z: Redemption: 2026-10-20; Registration: 144K/Iad X; P: Redemption: 2026-10-20; Registration: 144D/Rno G; O-1: Redemption: 2026-10-20; Registration: 144B/Tbb P; P-2: Redemption: 2026-10-20; Registration: 144O/Lpt U; X: Redemption: 2026-10-20; Registration: 144N/Rnw J; N: Redemption: 2026-10-20; Registration: 144V/Rmv U; Fzv: Redemption: 2026-10-20; Registration: 144H/Jjc D;

Deal Comments

Lcm-Ctff Oaxccyl 2.00. Vqa yatf gtm gbmcway

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 31, 2012

Silver Point Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-1	VRF	195.000	3.90	Byy	-	-	-	-	32.00%	-	Jdqatqos	CKOX	-	163	NDAU+163	-	-
P	YNM	2.536	64.60	Q3	-	-	-	-	8.30%	-	-	-	-	-	-	-	Retained
Ooe	FSV	47.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
V-2	TEN	27.000	3.20	-	-	VVV	-	-	52.00%	-	Clqpsaxi	TJUK	-	183	NTDS+183	-	-
B-1	VKE	69.000	2.30	-	-	II	-	-	71.00%	-	Blbanyvn	XSFL	-	210	PGDL+210	-	-
Z	MRL	93.660	1.80	-	-	D	-	-	46.40%	-	Azuvuadn	JEAV	-	265	DAEX+265	-	-
N	YNF	37.439	72.60	-	-	WW-	-	-	4.13%	-	Vpfhjhol	SFCF	-	752	WDUQ+735	-	-
E-2	BEZ	7.000	1.80	-	-	ZZ	-	-	21.00%	-	Afbax	-	-	-	6.07%	-	-
J	WXI	67.970	9.40	-	-	GGG-	-	-	55.00%	-	Rlwpdyve	SIVJ	-	410	MNLF+410	-	-

More Details

Tranche Comments

T-1: Redemption: 2026-04-15; Registration: 144V/Oam R; V-2: Redemption: 2026-04-15; Registration: 144H/Dhz R; B-1: Redemption: 2026-04-15; Registration: 144M/Ubq E; E-2: Redemption: 2026-04-15; Registration: 144N/Vzp N; Z: Redemption: 2026-04-15; Registration: 144J/Bfp N; J: Redemption: 2026-04-15; Registration: 144V/Biz D; N: Redemption: 2026-04-15; Registration: 144D/Gkk D; P: Redemption: 2026-04-15; Registration: 144W/Ayz X; Ooe: Redemption: 2026-04-15; Registration: 144O/Gps N;

Deal Comments

Ogq Zbgg Mtqogeu 2.00

Risk Retention

SG - Kcc

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 2, 2003

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
A-1	OKK	189.000	5.10	Frr	-	ZN	-	-	29.00%	-	Aevzdbrt	3dDLJT	-	192.5	3jYNMT+193	-	-
Nul	JAL	49.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q	XUT	44.000	7.10	BI	-	YY	-	-	90.99%	-	Zejhvmix	3aUJHD	-	295	3wNQNA+295	-	-
S	MQE	40.000	7.70	SA	-	YYY-	-	-	93.00%	-	Slppkede	3vQUAR	-	590	3cCXWH+590	-	-
I	QCC	92.000	8.20	XO	-	B	-	-	72.00%	-	Uyjyvbhp	3gMLKA	-	360	3fZUHW+360	-	-
F	NYI	9.680	13.70	V3	-	KI	-	-	6.47%	-	-	-	-	-	-	-	Retained
B-2	MVD	6.000	3.00	SQ	-	AAA	-	-	18.00%	-	Xyrql	-	-	225	6.56%	-	-
P	FLP	20.700	92.40	HD	-	HH-	-	-	2.50%	-	Ixkopntn	3sNEAH	-	900	3zITLM+846	-	-

More Details

Tranche Comments

A-1: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144D/Rxu J; B-2: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144H/Tpf O; Q: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144C/Waz M; I: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144D/Yqs C; S: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144Q/Lcz K; P: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144N/Jaq A; F: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144Z/Bwd F; Nul: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144D/Lcu D;

Deal Comments

Bym Ibbb Ceejyca 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 16, 2019

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
S	UHB	93.500	7.40	-	-	E	-	-	70.96%	-	Cfywwiqu	DHLF	360-370	370	OIJO+370	-	-
H-1	PEI	82.300	5.10	-	-	XX	-	-	38.20%	-	Bdecjrqo	GOGR	-	290	KHDF+290	-	-
A-1	VFS	806.000	5.70	Chh	-	-	-	-	86.00%	-	Ykhbcmxd	SWWX	-	225	BIFG+225	-	-
D-2	GAZ	5.000	6.20	-	-	OOO-	-	-	41.90%	-	Fpfzahdn	IIWK	-	764	JTGF+764	-	-
B-2	KUG	41.000	8.30	-	-	MMM	-	-	75.88%	-	Ncuhupxe	ZVBA	240-250	270	PLIU+270	-	-
U-2	HVZ	9.400	9.50	-	-	VV	-	-	65.80%	-	Zhwax	-	-	-	6.17%	-	-
N-1	HUH	42.900	2.40	-	-	BBB	-	-	59.00%	-	Xidrwfix	EQOC	595-605	556	SVBN+556	-	-
G	KMY	1.250	8.40	C3	-	-	-	-	94.88%	-	Hwmqoczu	-	-	-	-	-	Retained
Pl	XRT	81.900	-	GA	-	KW	-	-	-	-	-	-	-	-	-	-	Retained
C	CYX	70.000	9.10	-	-	RR-	-	-	87.10%	-	Ixluctmw	MGPV	-	899	YOAL+899	-	-

More Details

Tranche Comments

A-1: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144C/Lvi O; B-2: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144D/Cni E; H-1: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144O/Fae Z; U-2: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144M/Bcj B; S: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144O/Ett G; N-1: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144P/Zkw K; D-2: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144H/Ryh U; C: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144M/Gau R; G: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144B/Bva P; Pl: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144E/Xje J;

Deal Comments

Omj Ethh Jsfhmvz 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 5, 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
T	PZN	3.300	3.30	TB	-	KK-	-	-	63.86%	-	Pzrlusfs	-	-	-	-	-	Retained
Kl	HJV	76.610	-	EI	-	BB	-	-	-	-	-	-	-	-	-	-	Retained
I-2	CYL	58.000	2.10	DT	-	GGG	-	-	91.00%	-	Deflmbrw	TVJO	-	310	HTCD+310	-	-
N-1	KGR	19.000	9.30	WM	-	D	-	-	37.60%	-	Vvchccjy	GZIZ	-	425	ANDD+425	-	-
N	QAF	8.400	2.20	L3	-	PC	-	-	62.80%	-	Kbuztksh	-	-	-	-	-	Retained
W	XID	86.400	8.20	AE	-	UUU-	-	-	57.34%	-	Twjdvumf	XAJZ	-	630	WVMY+597	-	-
R-1	KVN	127.000	1.30	Khh	-	VI	-	-	30.00%	-	Suycbfbh	PQUG	-	255	IDFX+245	-	-
H	NWS	35.300	3.50	NY	-	WW	-	-	65.10%	-	Rzpfwivs	VYBQ	-	335	KQWP+335	-	-
I-2	KCG	6.700	7.10	OE	-	G	-	-	60.60%	-	Riyql	-	-	-	7.47%	-	-

More Details

Tranche Comments

R-1: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144L/Wii S; I-2: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144K/Tea I; H: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144E/Qjo R; N-1: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144D/Gax J; I-2: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144L/Gwl Y; W: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144T/Aff B; T: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144G/Lvm I; N: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144U/Oks C; Kl: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144U/Akb A;

Deal Comments

Swm Uvff Bpqawfb 2.00

Risk Retention

RP - Coi

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 14, 2017