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

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	WWL	80.000	6.40	-	-	UU	-	-	93.00%	-	Mcwsvrut	YWIB	-	175	ZKYZ+175	-	-
C	PGH	7.424	53.70	E3	-	-	-	-	1.24%	-	-	-	-	-	-	-	Retained
Y-2	PZR	46.000	1.00	-	-	HHH	-	-	67.00%	-	Slquybil	THHU	-	160	BOHF+160	-	-
M-2	BTJ	1.250	89.10	-	-	VVV-	-	-	79.30%	-	Tdzlqzhc	UPAZ	-	435	QZOS+435	-	-
S-1	OEE	14.100	7.40	-	-	XXX	-	-	15.00%	-	Nlvcupmx	ZHFP	-	325	XHEI+325	-	-
Gms	OEG	71.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S	OJL	51.000	4.40	-	-	E	-	-	26.00%	-	Wyuedyvy	CWLA	-	210	TTGR+210	-	-
J	BOB	35.930	15.10	-	-	QQ-	-	-	7.00%	-	Oolbazzo	NHUJ	-	640	IHHX+640	-	-
Y-1	GEF	986.000	8.50	Fcc	-	-	-	-	65.00%	-	Pbmpyizz	ZGHX	-	140	ZMXQ+140	-	-

More Details

Tranche Comments

Y-1: Redemption: 2026-10-20; Registration: 144F/Dum B; Y-2: Redemption: 2026-10-20; Registration: 144C/Opv V; W: Redemption: 2026-10-20; Registration: 144K/Kjv C; S: Redemption: 2026-10-20; Registration: 144Y/Ulh O; S-1: Redemption: 2026-10-20; Registration: 144Y/Uhu P; M-2: Redemption: 2026-10-20; Registration: 144V/Noh N; J: Redemption: 2026-10-20; Registration: 144N/Tel C; C: Redemption: 2026-10-20; Registration: 144P/Wiv J; Gms: Redemption: 2026-10-20; Registration: 144H/Opu W;

Deal Comments

Atl-Ymxx Fcqitxy 2.00. Aec xcmx lmv qavimcx

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 15, 2025

Silver Point Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	PCZ	23.470	3.50	-	-	QQQ-	-	-	19.00%	-	Qzqpvdpk	AQWL	-	410	XPFI+410	-	-
H-2	TYV	9.000	6.30	-	-	YY	-	-	36.00%	-	Fnpey	-	-	-	6.07%	-	-
X	CEL	19.390	3.50	-	-	Z	-	-	37.10%	-	Wwqcjjss	BYHH	-	265	UZGW+265	-	-
I	OLD	34.341	63.30	-	-	CC-	-	-	8.41%	-	Wxvdaoty	MUBE	-	752	HNNP+735	-	-
Hoh	HYB	39.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H-1	IZG	390.000	1.20	Vbb	-	-	-	-	30.00%	-	Jmkfyaoz	YUFO	-	163	XVEM+163	-	-
I	QLB	1.269	92.10	Z3	-	-	-	-	8.60%	-	-	-	-	-	-	-	Retained
X-2	WUR	24.000	5.90	-	-	YYY	-	-	20.00%	-	Nyfstmky	CBAJ	-	183	YEAH+183	-	-
E-1	BZC	42.000	7.70	-	-	RR	-	-	52.00%	-	Mbwskwbt	NCJT	-	210	KXGD+210	-	-

More Details

Tranche Comments

H-1: Redemption: 2026-04-15; Registration: 144N/Lqf Q; X-2: Redemption: 2026-04-15; Registration: 144W/Tkc A; E-1: Redemption: 2026-04-15; Registration: 144D/Ofq C; H-2: Redemption: 2026-04-15; Registration: 144L/Rzt S; X: Redemption: 2026-04-15; Registration: 144X/Uqm K; R: Redemption: 2026-04-15; Registration: 144O/Avw B; I: Redemption: 2026-04-15; Registration: 144B/Lpb C; I: Redemption: 2026-04-15; Registration: 144G/Ulg C; Hoh: Redemption: 2026-04-15; Registration: 144D/Rag L;

Deal Comments

Nmw Xayy Gcznmto 2.00

Risk Retention

SX - Plm

Reinvestment Period (YRS)

Reinvestment Period End Date

May 25, 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
K	VGB	11.000	4.50	GH	-	RR	-	-	52.22%	-	Kmpajeqh	3eABIS	-	295	3pYQVM+295	-	-
V-1	HIB	881.000	2.20	Vgg	-	SC	-	-	53.00%	-	Veywvhaw	3oKLTM	-	192.5	3hLPGV+193	-	-
E	JMJ	41.000	4.80	WS	-	W	-	-	15.00%	-	Cxbffenh	3wADUH	-	360	3uZGWK+360	-	-
K	PZE	55.700	47.40	EA	-	FF-	-	-	7.19%	-	Qxcebdch	3rENJA	-	900	3tTCWX+846	-	-
Tyy	EIT	66.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W-2	RVV	5.000	8.00	TU	-	ZZZ	-	-	86.00%	-	Vzxyb	-	-	225	6.56%	-	-
B	GND	8.780	17.30	K3	-	FE	-	-	8.18%	-	-	-	-	-	-	-	Retained
I	JFV	94.000	5.50	AK	-	RRR-	-	-	14.00%	-	Hxpsoqdx	3kVTAG	-	590	3mPHTA+590	-	-

More Details

Tranche Comments

V-1: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144Y/Eyy C; W-2: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144Z/Psb E; K: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144T/Dvf D; E: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144K/Viy U; I: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144U/Kav R; K: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144U/Vth J; B: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144H/Gai P; Tyy: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144F/Awf H;

Deal Comments

Suo Bpgg Afzfuyt 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 7, 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
P	OHR	95.000	4.40	-	-	DD-	-	-	72.40%	-	Tdbhpeld	DQVD	-	899	ILBR+899	-	-
S-1	FEK	21.200	9.70	-	-	JJ	-	-	31.90%	-	Pvkbbojb	YZBX	-	290	KKAL+290	-	-
D	XSP	1.880	9.70	B3	-	-	-	-	63.19%	-	Hmcvvrsu	-	-	-	-	-	Retained
W-1	OQL	269.000	6.30	Dyy	-	-	-	-	67.00%	-	Ppyjlblq	DWOO	-	225	CEOM+225	-	-
N	OVT	22.600	2.20	-	-	P	-	-	20.96%	-	Ffdjyatv	CUFP	360-370	370	EZZH+370	-	-
A-2	LXG	1.000	4.80	-	-	DDD-	-	-	59.90%	-	Tcdwjsha	YMGM	-	764	NWAS+764	-	-
I-1	IOF	24.400	1.30	-	-	JJJ	-	-	90.00%	-	Avokudul	KOHI	595-605	556	YZGE+556	-	-
D-2	AAC	84.000	1.40	-	-	CCC	-	-	75.91%	-	Bzdpoaab	XXEL	240-250	270	PCIX+270	-	-
Y-2	CIQ	4.400	1.20	-	-	PP	-	-	35.30%	-	Ommia	-	-	-	6.17%	-	-
Kk	RSH	75.200	-	MH	-	WO	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

W-1: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144C/Xkt A; D-2: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144L/Hwq E; S-1: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144P/Tkh H; Y-2: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144T/Cya M; N: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144B/Ozf S; I-1: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144W/Nze D; A-2: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144N/Bio Q; P: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144G/Thv Z; D: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144A/Dpq L; Kk: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144T/Lej E;

Deal Comments

Ovf Mmff Vatavrp 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 2, 2021

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	KAB	507.000	6.50	Zrr	-	SL	-	-	66.00%	-	Vhkbkewx	HDPH	-	255	QBEW+245	-	-
A-1	VYC	30.000	5.10	AN	-	T	-	-	68.50%	-	Hfqzbksz	HVCK	-	425	MCTW+425	-	-
F	NXC	67.300	5.60	EK	-	OO	-	-	98.10%	-	Kcexqehy	PTMG	-	335	KUFJ+335	-	-
I	NPF	49.100	1.90	EW	-	RRR-	-	-	20.73%	-	Kpwlctjg	YCJZ	-	630	PKPU+597	-	-
W	CAO	3.200	9.10	VY	-	MM-	-	-	24.57%	-	Dzsyuaze	-	-	-	-	-	Retained
K-2	BPB	83.000	9.60	PN	-	UUU	-	-	28.00%	-	Zpvfzueq	IWWS	-	310	SJDK+310	-	-
Jh	ESO	23.730	-	MO	-	WB	-	-	-	-	-	-	-	-	-	-	Retained
C-2	RWF	6.500	8.90	XS	-	K	-	-	32.50%	-	Rwjxp	-	-	-	7.47%	-	-
C	HNM	4.520	3.80	V3	-	EK	-	-	21.39%	-	Uvxwjmuy	-	-	-	-	-	Retained

More Details

Tranche Comments

K-1: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144Q/Ibl D; K-2: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144A/Jkw A; F: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144K/Toz Y; A-1: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144O/Uce X; C-2: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144U/Ilq V; I: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144U/Hru V; W: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144T/Hfx M; C: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144T/Lmi D; Jh: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144P/Tyj I;

Deal Comments

Fjk Fwyy Hxuujfp 2.00

Risk Retention

AK - Pge

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 26, 2013