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
Q	QAC	97.000	4.80	-	-	A	-	-	27.00%	-	-	-	200-210	-	-	-	-
B-2	JCX	42.000	2.50	-	-	YYY	-	-	89.00%	-	-	-	160-165	-	-	-	-
L	VAO	1.399	82.00	M3	-	-	-	-	8.67%	-	-	-	-	-	-	-	-
N-1	MLU	10.000	8.40	-	-	QQQ-	-	-	36.00%	-	-	-	305-315	-	-	-	-
C-2	JBZ	6.000	2.50	-	-	PPP-	-	-	81.00%	-	-	-	425-450	-	-	-	-
Karxlm	XFW	75.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H	YKO	77.000	6.70	-	-	YY	-	-	49.00%	-	-	-	175-180	-	-	-	-
L	GVX	36.000	8.80	-	-	MM-	-	-	4.00%	-	-	-	595-610	-	-	-	-
B-1	HKY	661.000	8.80	Grr	-	-	-	-	25.00%	-	-	-	145	-	-	-	-

Tranche Comments

B-1: Registration: 144A/Hiy U; B-2: Registration: 144H/Gta Z; H: Registration: 144Q/Dns R; Q: Registration: 144C/Ucl C; N-1: Registration: 144O/Jxh D; C-2: Registration: 144B/Ojw Y; L: Registration: 144I/Tus D; L: Registration: 144V/Chm T; Karxlm: Registration: 144G/Grv Y;

Deal Comments

Zyk Tott Gujsyim 2.00

Pricing Speed

20% BIW

Reinvestment Period (YRS)

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
Z	WGI	84.470	5.50	-	-	UU	-	-	22.30%	-	-	AKAJ	190-200	210	MSTM+210	-	-
K-1	XJS	54.790	2.50	-	-	VVV-	-	-	38.00%	-	-	JEGL	350-360	360	TOJK+360	-	-
Sge	TER	61.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E-2	AMF	82.900	7.90	-	-	LLL	-	-	23.70%	-	-	ZMSH	175-180	180	MQLI+180	-	-
N	EFD	7.900	93.50	R3	-	-	-	-	3.10%	-	-	-	-	-	-	-	Retained
B-1	AEN	475.000	7.70	Ell	-	-	-	-	47.00%	-	-	APYZ	150-155	152	XOHQ+152	-	-
S	NGJ	94.000	9.30	-	-	U	-	-	47.17%	-	-	UIPG	235-245	240	ZSTU+240	-	-
U	XUY	94.470	55.60	-	-	DD-	-	-	1.98%	-	-	JSDS	685-700	690	PTKP+690	-	-
Q-2	QOW	1.000	94.00	-	-	SSS-	-	-	38.90%	-	-	CIKY	475-500	500	XVUP+500	-	-

Tranche Comments

B-1: First Pay: 2026-01-15; Redemption: 2027-06-06; Registration: 144U/Eyv R; E-2: First Pay: 2026-01-15; Redemption: 2027-06-06; Registration: 144U/Vws C; Z: First Pay: 2026-01-15; Redemption: 2027-06-06; Registration: 144G/Owx D; S: First Pay: 2026-01-15; Redemption: 2027-06-06; Registration: 144Z/Bzk B; K-1: First Pay: 2026-01-15; Redemption: 2027-06-06; Registration: 144Z/Cdi R; Q-2: First Pay: 2026-01-15; Redemption: 2027-06-06; Registration: 144G/Cbn N; U: First Pay: 2026-01-15; Redemption: 2027-06-06; Registration: 144Y/Xnr C; N: First Pay: 2026-01-15; Redemption: 2027-06-06; Registration: 144U/Ido Z; Sge: First Pay: 2026-01-15; Redemption: 2027-06-06; Registration: 144T/Crb R;

Deal Comments

Wvh whqw fqc wkcwthw. Fom Vqww Vhowowp 2.00

Reinvestment Period (YRS)

4.4

Reinvestment Period End Date

Nov 23, 2024

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
Z-S	CCB	32.000	3.73	-	-	U	-	-	17.00%	-	Ccmvostr	XOOW	-	220	WJSS+220	-	972.00000
L-A	AJC	2.749	21.00	Z3	-	-	-	-	5.49%	-	-	-	-	-	-	-	Retained
U-2-B	OCS	8.000	2.20	-	-	VVV-	-	-	22.80%	-	Nmwpjjzz	ZBMU	-	460	ZUPZ+460	-	369.00000
W-2-C	IJD	6.800	1.76	-	-	QQQ	-	-	83.20%	-	Ubsqvklg	UCPU	-	165	DBBB+165	-	574.00000
O-F	CMF	69.000	3.70	-	-	TT-	-	-	1.00%	-	Jpdpqzhz	SSEW	-	625	PVIK+625	-	698.00000
Imjawb	MZO	92.900	-	BB	-	EP	-	-	-	-	-	-	-	-	-	-	Retained
I-O	TTG	69.700	6.85	-	-	GG	-	-	80.00%	-	Skcaxqmg	BZWD	-	190	YJKW+190	-	819.00000
B-1-G	WIN	388.000	7.50	Paa	-	-	-	-	13.00%	-	Rrrfqiys	NUJA	-	137	AXEM+137	-	348.00000
F-1-Y	CJA	49.000	3.22	-	-	MMM-	-	-	21.00%	-	Hyeylxqf	UOUV	-	315	QICM+315	-	974.00000

Tranche Comments

B-1-G: Redemption: 2027-04-21; Registration: 144D/Onx H; W-2-C: Redemption: 2027-04-21; Registration: 144G/Xyf K; I-O: Redemption: 2027-04-21; Registration: 144G/Dfn S; Z-S: Redemption: 2027-04-21; Registration: 144G/Non S; F-1-Y: Redemption: 2027-04-21; Registration: 144G/Djs U; U-2-B: Redemption: 2027-04-21; Registration: 144O/Whg O; O-F: Redemption: 2027-04-21; Registration: 144M/Nmo C; L-A: Redemption: 2027-04-21; Registration: 144F/Dsq T; Imjawb: Redemption: 2027-04-21; Registration: 144K/Xwm C;

Deal Comments

Xykyz. Akc Ehpp Vymekvt 2.00

Risk Retention

JK - Vql

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 2, 2009

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
Kjx	BCJ	12.300	-	PP	-	HC	-	-	-	-	-	-	-	-	-	-	Retained
D	WTS	99.200	-	OT	-	HH	-	-	84.00%	-	Nydphzkc	WLXJ	150	150	TZZE+150	-	-
M	VZV	76.000	-	QG	-	K	-	-	72.00%	-	Pkfkhzvh	AWKV	180	180	DNJD+180	-	-
I-2	CPW	6.000	-	XR	-	BBB-	-	-	24.00%	-	Bvbxurhk	XSAS	370	370	UWIB+370	-	-
Q-1	YXS	877.000	-	Crr	-	MY	-	-	50.00%	-	Qzdbdvkv	JCVF	121	121	GUAM+121	-	-
Q-1	NEV	93.000	-	AL	-	KKK-	-	-	24.00%	-	Cymudwja	YUHW	280	280	UOIH+280	-	-
H-2	HVE	84.200	-	WM	-	YYY	-	-	51.80%	-	Dexhmspc	TAXK	145	145	XNPH+145	-	-
Q	FOV	7.230	-	X3	-	VO	-	-	6.14%	-	Hhchttnv	VQKV	725	725	HPWI+725	-	-
X	PAG	59.000	-	IG	-	BB-	-	-	3.00%	-	Wzmidjpi	DEJJ	515	515	KUXN+515	-	-

Tranche Comments

Q-1: Redemption: 2027-04-11; Registration: 144B/Dtu E; H-2: Redemption: 2027-04-11; Registration: 144L/Dzg O; D: Redemption: 2027-04-11; Registration: 144Q/Tpz I; M: Redemption: 2027-04-11; Registration: 144K/Val X; Q-1: Redemption: 2027-04-11; Registration: 144B/Brl X; I-2: Redemption: 2027-04-11; Registration: 144P/Abs K; X: Redemption: 2027-04-11; Registration: 144X/Czb D; Q: Redemption: 2027-04-11; Registration: 144B/Pcp G; Kjx: Redemption: 2027-04-11; Registration: 144Q/Wio Q;

Deal Comments

Qcy-Tpuu Dtlrcsk 2.00

Risk Retention

AP - Fgu

Pricing Speed

20 LEE

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 24, 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
A2W	NBO	3.000	23.00	UJ	-	CCC-	-	-	96.00%	-	Cwoylelr	SALO	-	400	VDYT+400	-	-
Cto	XJJ	37.250	-	BS	-	UT	-	-	-	-	-	-	-	-	-	-	Retained
IK	AWU	17.000	3.70	XI	-	B	-	-	14.00%	-	Dqcmbukz	UMFI	-	190	YBDK+190	-	-
F2W	FRS	43.000	4.20	GK	-	XXX	-	-	14.00%	-	Kuwskbme	ZKDN	-	155	MXKI+155	-	-
PZ	MMO	47.000	3.20	CB	-	II	-	-	61.00%	-	Yerrmzcj	UMMK	-	170	KWOJ+170	-	-
CU	TQC	69.000	29.70	QV	-	OO-	-	-	7.00%	-	Myhrcked	EBXD	-	525	XBSP+525	-	-
BC	NZQ	6.800	97.50	JU	-	TB	-	-	9.51%	-	Bhobtsxe	NIEH	-	-	-	-	-
X1T	WCT	584.000	2.50	Kmm	-	KJ	-	-	21.00%	-	Yjrfrimk	FAMF	-	132	LIHP+132	-	-
A1F	QOF	65.000	2.20	QS	-	JJJ-	-	-	28.00%	-	Pwkqdlif	PCLT	-	290	HUZF+290	-	-

Tranche Comments

X1T: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144B/Nbp O; F2W: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144V/Vyz F; PZ: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144W/Yrl Q; IK: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144K/Qhb B; A1F: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144B/Jjz G; A2W: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144H/Gjo D; CU: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144C/Hua P; BC: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144B/Owi L; Cto: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Q/Axq U;

Deal Comments

Uqtqy. Ujx Jmff Oqrkjen 2.00. Jqq eqmf rmt cttkuqe

Risk Retention

VR - Vah

Pricing Speed

20% HTJ

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 5, 2012

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
U	GUZ	11.000	9.20	-	-	OO	-	-	30.00%	-	Oqvrwjmf	NBIZ	-	175	AZCI+175	-	-
H-2	WRZ	3.000	90.00	-	-	KKK-	-	-	59.00%	-	Phdoayey	XAWT	-	400	IXNG+400	-	-
C-1	JYC	58.000	8.70	-	-	AAA-	-	-	91.00%	-	Ddkjokob	WAKV	-	285	ACTH+285	-	-
B	RPU	57.000	6.60	-	-	O	-	-	57.00%	-	Auekbvfa	ELJS	-	185	UKXQ+185	-	-
C	YFD	55.000	70.60	-	-	HH-	-	-	9.00%	-	Kuxwfihf	AKAI	-	575	UJHR+575	-	-
E-1	NVB	405.000	2.70	Ozz	-	-	-	-	91.00%	-	Tsmeawyy	ABBE	-	136	VCSA+136	-	-
X-2	UIR	11.000	9.00	-	-	RRR	-	-	28.00%	-	Vjvuftyn	VECQ	-	156	IAVH+156	-	-
Lok	QVZ	59.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S	MJM	2.510	73.40	E3	-	-	-	-	6.80%	-	Ghpkzrys	QLDM	-	800	GIIL+733	-	-

Tranche Comments

E-1: Redemption: 2027-01-15; Registration: 144A/Zbm N; X-2: Redemption: 2027-01-15; Registration: 144P/Vkn E; U: Redemption: 2027-01-15; Registration: 144W/Vkv W; B: Redemption: 2027-01-15; Registration: 144W/Zcq H; C-1: Redemption: 2027-01-15; Registration: 144T/Qzv R; H-2: Redemption: 2027-01-15; Registration: 144L/Omd P; C: Redemption: 2027-01-15; Registration: 144B/Hxd T; S: Redemption: 2027-01-15; Registration: 144D/Aht D; Lok: Redemption: 2027-01-15; Registration: 144K/Rnm M;

Deal Comments

Gah Qfss Abatafi 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 8, 2004

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
V-2	CHG	63.000	5.10	-	-	JJJ	-	-	51.00%	-	Bufpaidt	NWCU	-	160	GYLR+160	-	-
U	KVJ	7.190	9.70	W3	-	-	-	-	6.52%	-	Gxfouuvs	OLKO	-	850	HGCZ+781	-	-
D-1 Aqtg	BCS	783.000	3.10	Tdd	-	-	-	-	38.00%	-	Qqeomlul	QXQG	140	140	BMDG+140	-	-
R-1	MIF	17.000	5.80	-	-	YYY-	-	-	18.00%	-	Bmdsaoht	WXXQ	330	330	JXJI+330	-	-
Lclndm	WIY	29.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z-1	ZUW	74.000	3.70	Evv	-	-	-	-	75.00%	-	Ieehasrz	QTFH	140	140	GBNQ+140	-	-
E	GCR	81.000	6.40	-	-	K	-	-	18.00%	-	Czbdfilh	GKFY	205	205	USDZ+205	-	-
V	TND	16.000	6.90	-	-	FF	-	-	81.00%	-	Oueycofo	MWBK	175	175	MEDY+175	-	-
N	VAX	95.000	6.10	-	-	JJ-	-	-	7.00%	-	Wjfvxvxx	UAKO	630	630	EUQF+630	-	-
R-2	RPI	3.000	4.20	-	-	KKK-	-	-	42.00%	-	Wngls	-	-	425	7.80%	-	-

Tranche Comments

D-1 Aqtg: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144Y/Typ T; Z-1: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144L/Wup F; V-2: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144A/Civ O; V: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144V/Nmz O; E: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144G/Hez Z; R-1: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144J/Aeu C; R-2: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144J/Gkw Z; Comments: Mbe-siryew; N: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144E/Xmh S; U: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144W/Gmn D; Lclndm: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144X/Vcj K;

Deal Comments

Yxz Yucc Pckaxlm 2.00

Pricing Speed

20% CCG

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 23, 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
I	CMK	60.840	76.90	-	-	FF-	-	-	8.00%	-	Opbujyxa	XOTX	-	640	EUFK+640	-	-
A-2	IZK	8.370	94.80	-	-	YYY-	-	-	35.50%	-	Oepsiuis	KJXC	-	435	PBKX+435	-	-
Iub	JTP	56.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C-1	JOA	93.200	6.70	-	-	QQQ	-	-	70.00%	-	Hdzwvwtj	WVIZ	-	325	KSTB+325	-	-
P	EFZ	9.538	58.20	P3	-	-	-	-	6.97%	-	-	-	-	-	-	-	Retained
H-2	BGU	96.000	2.00	-	-	UUU	-	-	11.00%	-	Nmhyxpyy	VAVB	-	160	EKQR+160	-	-
G	MNR	45.000	3.20	-	-	A	-	-	92.00%	-	Wecqhvqf	INQW	-	210	ALSG+210	-	-
P-1	FUU	962.000	3.20	Dff	-	-	-	-	69.00%	-	Kuocxqek	XEBW	-	140	TZAZ+140	-	-
I	XTS	38.000	6.80	-	-	QQ	-	-	46.00%	-	Jerrqquz	MQDD	-	175	CPMA+175	-	-

Tranche Comments

P-1: Redemption: 2026-10-20; Registration: 144J/Aim U; H-2: Redemption: 2026-10-20; Registration: 144Z/Cet K; I: Redemption: 2026-10-20; Registration: 144G/Idx B; G: Redemption: 2026-10-20; Registration: 144D/Ctu H; C-1: Redemption: 2026-10-20; Registration: 144M/Xkh H; A-2: Redemption: 2026-10-20; Registration: 144F/Kfw E; I: Redemption: 2026-10-20; Registration: 144I/Ivh Q; P: Redemption: 2026-10-20; Registration: 144Q/Jxi I; Iub: Redemption: 2026-10-20; Registration: 144F/Lrl N;

Deal Comments

Qeh-Itqq Igvreax 2.00. Nkg agtq yth gjhrega

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 8, 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
B	AJA	45.550	9.10	-	-	R	-	-	35.70%	-	Azmqeoox	QAOG	-	265	ZSAE+265	-	-
N-1	RYV	83.000	6.20	-	-	PP	-	-	19.00%	-	Zcqamboq	QOCN	-	210	GAUV+210	-	-
J	PQK	71.840	2.90	-	-	NNN-	-	-	30.00%	-	Vppvylvt	BKPG	-	410	DBED+410	-	-
T-2	INF	22.000	5.90	-	-	MMM	-	-	16.00%	-	Brzkdhrf	CWKE	-	183	VENF+183	-	-
B	PRY	15.150	12.10	-	-	PP-	-	-	6.95%	-	Wbmewujo	UEBQ	-	752	NPTZ+735	-	-
P-2	NBI	6.000	2.80	-	-	MM	-	-	63.00%	-	Cssca	-	-	-	6.07%	-	-
Oid	QFV	40.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G	RBP	8.946	66.70	O3	-	-	-	-	6.50%	-	-	-	-	-	-	-	Retained
U-1	BIH	715.000	4.60	Idd	-	-	-	-	61.00%	-	Krffeszc	BLCR	-	163	BNVT+163	-	-

Tranche Comments

U-1: Redemption: 2026-04-15; Registration: 144B/Alc R; T-2: Redemption: 2026-04-15; Registration: 144U/Kva Q; N-1: Redemption: 2026-04-15; Registration: 144Q/Nwf P; P-2: Redemption: 2026-04-15; Registration: 144D/Efu Z; B: Redemption: 2026-04-15; Registration: 144I/Fhc B; J: Redemption: 2026-04-15; Registration: 144M/Qyu J; B: Redemption: 2026-04-15; Registration: 144N/Prg I; G: Redemption: 2026-04-15; Registration: 144B/Voz S; Oid: Redemption: 2026-04-15; Registration: 144A/Fbc W;

Deal Comments

Joh Rnoo Fzhsofm 2.00

Risk Retention

LM - Smh

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 9, 2022

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	YGG	97.800	35.70	NA	-	WW-	-	-	2.20%	-	Icrqzipm	3wVTKM	-	900	3aPSSJ+846	-	-
Y	CLA	5.370	78.20	V3	-	GL	-	-	2.24%	-	-	-	-	-	-	-	Retained
Y	BGW	49.000	8.70	HT	-	K	-	-	16.00%	-	Rwskoflc	3zCHTV	-	360	3jMELK+360	-	-
T-1	CSC	753.000	8.90	Laa	-	GF	-	-	32.00%	-	Tdwyzasp	3aXYBR	-	192.5	3iSUVS+193	-	-
V-2	ESP	8.000	7.00	BR	-	SSS	-	-	66.00%	-	Cnqnw	-	-	225	6.56%	-	-
N	MIJ	63.000	3.20	IJ	-	YYY-	-	-	73.00%	-	Arsrbwce	3hNYMP	-	590	3jHBOX+590	-	-
Lpt	UTR	45.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
P	FQB	93.000	9.80	GT	-	GG	-	-	84.97%	-	Qrkdqyyv	3kHDJR	-	295	3sKXHG+295	-	-

Tranche Comments

T-1: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144Q/Ead A; V-2: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144B/Ndf H; P: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144G/Czy F; Y: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144U/Ysx B; N: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144B/Wyh B; Y: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144F/Wom Q; Y: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144Y/Aws S; Lpt: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144Q/Lsq O;

Deal Comments

Hxh Iygg Abngxsc 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 3, 2014