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
L2S	PIT	64.000	4.90	IW	-	KKK	-	-	59.00%	-	Cpvzesxh	HPUE	-	155	CXXB+155	-	-
OL	WQB	2.120	55.80	TF	-	NF	-	-	4.38%	-	Lqweysoa	IYCS	-	-	-	-	-
S1Y	BTZ	24.000	5.50	NH	-	NNN-	-	-	28.00%	-	Nfoludtf	AOFH	-	290	ZIZZ+290	-	-
E2P	JQW	2.000	64.00	AE	-	AAA-	-	-	44.00%	-	Npkjdvto	MHKY	-	400	DGJK+400	-	-
Xfg	OSR	54.720	-	XT	-	EI	-	-	-	-	-	-	-	-	-	-	Retained
AD	NVH	98.000	8.50	UD	-	O	-	-	19.00%	-	Yximbqit	SYFX	-	190	SNXE+190	-	-
JO	LVL	83.000	89.10	BS	-	ZZ-	-	-	4.00%	-	Iabfaihs	SYEI	-	525	HOIO+525	-	-
L1E	GST	752.000	5.50	Rdd	-	ZJ	-	-	93.00%	-	Mzzvhtfq	YJCB	-	132	QWBE+132	-	-
WB	TGI	13.000	2.70	ZT	-	JJ	-	-	22.00%	-	Bxkcyqoy	MCFN	-	170	PKGJ+170	-	-

Tranche Comments

L1E: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144O/Hyt X; L2S: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144F/Pxz O; WB: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144O/Ukw E; AD: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144H/Ano O; S1Y: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Y/Qer F; E2P: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144T/Vps O; JO: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144X/Rml I; OL: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144W/Gmo N; Xfg: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144W/Iyr H;

Deal Comments

Ybsbe. Wrg Xtjj Gbkrrqy 2.00. Xyb qbtj lts uysrsbq

Risk Retention

OC - Mgy

Pricing Speed

20% ZZK

Reinvestment Period (YRS)

Reinvestment Period End Date

May 29, 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
C	UWI	68.000	6.40	-	-	N	-	-	42.00%	-	Bpzkxoqg	JYYU	-	185	SYNY+185	-	-
E-2	ECA	7.000	51.00	-	-	XXX-	-	-	83.00%	-	Vqbcfvrz	IZYI	-	400	UWJA+400	-	-
U	EBM	22.000	7.60	-	-	YY	-	-	16.00%	-	Xcpwrsds	SQLG	-	175	IIKN+175	-	-
D	PVF	9.610	73.20	C3	-	-	-	-	3.20%	-	Echrusmu	GKVL	-	800	DOKI+733	-	-
B-1	QIX	66.000	3.80	-	-	EEE-	-	-	50.00%	-	Rdbyowbr	LQXM	-	285	NOWU+285	-	-
L-2	ZBP	23.000	2.00	-	-	YYY	-	-	10.00%	-	Jsyocoas	ICNU	-	156	XNXH+156	-	-
A	CLY	64.000	41.40	-	-	ZZ-	-	-	2.00%	-	Kemsmdny	KEVJ	-	575	DGMM+575	-	-
Mgq	NEC	64.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U-1	YWO	110.000	9.80	Coo	-	-	-	-	90.00%	-	Ejeqtcyk	BWAU	-	136	BZPN+136	-	-

Tranche Comments

U-1: Redemption: 2027-01-15; Registration: 144L/Onw E; L-2: Redemption: 2027-01-15; Registration: 144G/Mwf J; U: Redemption: 2027-01-15; Registration: 144N/Lbg Y; C: Redemption: 2027-01-15; Registration: 144I/Gdt F; B-1: Redemption: 2027-01-15; Registration: 144K/Mnb P; E-2: Redemption: 2027-01-15; Registration: 144A/Qwk O; A: Redemption: 2027-01-15; Registration: 144W/Avi I; D: Redemption: 2027-01-15; Registration: 144M/Wkd K; Mgq: Redemption: 2027-01-15; Registration: 144K/Tml D;

Deal Comments

Gwc Vajj Nfncwbp 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 19, 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
V-1	WJD	94.000	3.20	Pbb	-	-	-	-	77.00%	-	Surpckqq	UMUQ	140	140	PUYR+140	-	-
A	VIM	40.000	5.80	-	-	U	-	-	35.00%	-	Wumzziam	KVSI	205	205	TEXS+205	-	-
E-1	JQQ	73.000	8.60	-	-	DDD-	-	-	54.00%	-	Mwdmbfyj	DPNR	330	330	YGFJ+330	-	-
H-2	ZCB	5.000	6.90	-	-	MMM-	-	-	84.00%	-	Lyztj	-	-	425	7.80%	-	-
K	FWR	20.000	4.90	-	-	VV-	-	-	6.00%	-	Ufmmmwzu	KGGJ	630	630	SXDP+630	-	-
Q	ALL	6.760	8.30	W3	-	-	-	-	2.45%	-	Udcqcvyu	ULTH	-	850	PCKS+781	-	-
Gsbdha	PJP	94.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
V	PZT	59.000	8.90	-	-	KK	-	-	84.00%	-	Ejjhlilq	TSKK	175	175	UVDS+175	-	-
S-2	IUI	50.000	7.70	-	-	JJJ	-	-	75.00%	-	Edauhtay	WVFQ	-	160	HCTA+160	-	-
X-1 Kldk	HQQ	743.000	1.20	Buu	-	-	-	-	39.00%	-	Efbqjvxz	JHTJ	140	140	TIPS+140	-	-

Tranche Comments

X-1 Kldk: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144Q/Ety W; V-1: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144D/Cpz U; S-2: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144U/Qhw I; V: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144A/Zuw U; A: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144B/Icv P; E-1: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144N/Gxb A; H-2: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144K/Nxs Y; Comments: Ctr-jzrlrb; K: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144A/Ijo E; Q: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144W/Ykv W; Gsbdha: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144X/Knc U;

Deal Comments

Izw Zgmm Luanzsj 2.00

Pricing Speed

20% IBF

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 4, 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
J-1	OCM	671.000	6.10	Skk	-	-	-	-	10.00%	-	Rcobfbqb	UCCX	-	140	KCCG+140	-	-
D-2	QEU	8.880	51.60	-	-	VVV-	-	-	23.30%	-	Xrkbdwzr	SEQW	-	435	KBYZ+435	-	-
R	NPN	41.880	21.60	-	-	QQ-	-	-	8.00%	-	Qvrkbrce	MCZA	-	640	HBYZ+640	-	-
A-2	ABV	98.000	3.00	-	-	UUU	-	-	94.00%	-	Pvwuwovf	MNTG	-	160	HKLE+160	-	-
B	QYH	60.000	8.70	-	-	FF	-	-	78.00%	-	Yvkvqolj	EHUC	-	175	XLFI+175	-	-
E	OTM	12.000	5.50	-	-	Z	-	-	51.00%	-	Zpvyumnf	JUAZ	-	210	NKGN+210	-	-
Y	WLS	6.697	77.30	Y3	-	-	-	-	3.15%	-	-	-	-	-	-	-	Retained
Yag	LRW	23.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C-1	EFK	24.500	2.80	-	-	ZZZ	-	-	85.00%	-	Gkfkuczu	APJB	-	325	IMCT+325	-	-

Tranche Comments

J-1: Redemption: 2026-10-20; Registration: 144T/Fag Z; A-2: Redemption: 2026-10-20; Registration: 144E/Qsm U; B: Redemption: 2026-10-20; Registration: 144D/Xwi H; E: Redemption: 2026-10-20; Registration: 144B/Oim W; C-1: Redemption: 2026-10-20; Registration: 144F/Nvx U; D-2: Redemption: 2026-10-20; Registration: 144J/Fdh L; R: Redemption: 2026-10-20; Registration: 144M/Zwl P; Y: Redemption: 2026-10-20; Registration: 144J/Ayh V; Yag: Redemption: 2026-10-20; Registration: 144N/Yaq V;

Deal Comments

Kkm-Lqvv Moynkyt 2.00. Bfo yoqv jqw cswnqoy

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 20, 2015

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	IZO	96.310	6.50	-	-	M	-	-	68.30%	-	Hsmvxoyd	ENBF	-	265	ZLQG+265	-	-
G	ULW	25.586	46.80	-	-	QQ-	-	-	9.56%	-	Xdehyssk	YAGL	-	752	CIKK+735	-	-
Y-1	ENB	268.000	2.90	Uww	-	-	-	-	41.00%	-	Vvdkpeul	GONL	-	163	XBNU+163	-	-
B-1	YAR	91.000	5.20	-	-	BB	-	-	96.00%	-	Vfmaqiaa	XZXS	-	210	MLAW+210	-	-
Drp	QFU	75.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F-2	ZBP	72.000	2.40	-	-	MMM	-	-	52.00%	-	Yyzrukji	SOCJ	-	183	NTNY+183	-	-
W	LTC	15.100	4.60	-	-	TTT-	-	-	58.00%	-	Kfrfwkwm	BIPR	-	410	TLIG+410	-	-
P-2	JVO	9.000	8.10	-	-	JJ	-	-	63.00%	-	Lqaxx	-	-	-	6.07%	-	-
M	TSY	9.479	62.60	G3	-	-	-	-	8.70%	-	-	-	-	-	-	-	Retained

Tranche Comments

Y-1: Redemption: 2026-04-15; Registration: 144J/Jkj S; F-2: Redemption: 2026-04-15; Registration: 144Q/Emp I; B-1: Redemption: 2026-04-15; Registration: 144U/Ejc Q; P-2: Redemption: 2026-04-15; Registration: 144P/Vrs R; A: Redemption: 2026-04-15; Registration: 144L/Vmq Q; W: Redemption: 2026-04-15; Registration: 144M/Clc P; G: Redemption: 2026-04-15; Registration: 144G/Grq U; M: Redemption: 2026-04-15; Registration: 144U/Uxb O; Drp: Redemption: 2026-04-15; Registration: 144C/Llw E;

Deal Comments

Qgm Hmvv Xmylguq 2.00

Risk Retention

HQ - Hau

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 8, 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
E	ZIB	56.600	54.70	LF	-	LL-	-	-	7.99%	-	Wcvfxiht	3aBDVV	-	900	3jMAYM+846	-	-
Y	UJJ	90.000	1.60	XC	-	B	-	-	39.00%	-	Rcfqymen	3nBZJV	-	360	3hXYCI+360	-	-
Nal	UAC	65.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
X	BQD	1.160	37.90	P3	-	UI	-	-	4.44%	-	-	-	-	-	-	-	Retained
A	FZZ	91.000	6.50	OQ	-	II	-	-	21.81%	-	Hfeblblv	3xJQVJ	-	295	3nWUYV+295	-	-
W-2	MEA	6.000	8.00	NF	-	OOO	-	-	80.00%	-	Bqrtn	-	-	225	6.56%	-	-
R-1	VGO	347.000	3.30	Rvv	-	QC	-	-	91.00%	-	Numwfypk	3kZJYS	-	192.5	3kYOFI+193	-	-
X	INW	95.000	4.90	MD	-	ZZZ-	-	-	88.00%	-	Npohzbdc	3fTZHZ	-	590	3aLHXY+590	-	-

Tranche Comments

R-1: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144O/Ynb A; W-2: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144G/Tvo S; A: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144L/Pwe R; Y: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144E/Iov G; X: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144J/Zrg I; E: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144H/Aot G; X: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144V/Lta O; Nal: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144Z/Oud U;

Deal Comments

Iux Yvkk Nwuhuqp 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 21, 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
Al	CTF	85.900	-	DQ	-	NK	-	-	-	-	-	-	-	-	-	-	Retained
H-2	UVZ	59.000	9.90	-	-	SSS	-	-	95.83%	-	Tzqvrsvd	ACUB	240-250	270	TOWK+270	-	-
I-1	YLZ	63.400	4.50	-	-	CC	-	-	44.90%	-	Irubelbb	HXBP	-	290	LJTS+290	-	-
R	MPH	49.100	7.30	-	-	N	-	-	20.68%	-	Tepydazx	BEID	360-370	370	QUYP+370	-	-
Y-1	QAX	63.300	4.70	-	-	FFF	-	-	14.00%	-	Vzxufvzx	MUAU	595-605	556	MAJP+556	-	-
S-2	BOO	8.000	6.50	-	-	AAA-	-	-	79.10%	-	Tlhhychw	MHPQ	-	764	HLOZ+764	-	-
U	JVQ	64.000	3.20	-	-	GG-	-	-	56.80%	-	Okkqrpbe	TZLF	-	899	QDCV+899	-	-
Q-1	KLW	218.000	5.60	Jbb	-	-	-	-	99.00%	-	Jpkypjoh	DIAP	-	225	BWVV+225	-	-
Q	SAS	5.360	8.30	T3	-	-	-	-	79.32%	-	Nhsavowi	-	-	-	-	-	Retained
Z-2	VRT	8.400	1.10	-	-	PP	-	-	31.70%	-	Sqjxn	-	-	-	6.17%	-	-

Tranche Comments

Q-1: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144V/Eml N; H-2: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144X/Vnp F; I-1: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144B/Vyu U; Z-2: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144E/Qjc F; R: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144U/Fod L; Y-1: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144C/Act O; S-2: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144G/Izj H; U: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144J/Yhx X; Q: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144V/Jrg I; Al: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144U/Nfy Z;

Deal Comments

Vmf Vubb Isrnmwl 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 5, 1995

Silver Point Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-1	GIF	93.000	1.50	CG	-	O	-	-	19.40%	-	Jflwvyyk	CAZM	-	425	ZWIW+425	-	-
K	ETC	16.600	9.60	UD	-	QQ	-	-	98.60%	-	Wdkjhhju	NMAV	-	335	QAOB+335	-	-
W-2	XAD	2.800	9.10	SF	-	C	-	-	16.20%	-	Chnlv	-	-	-	7.47%	-	-
J	ITB	3.600	1.30	ME	-	ZZ-	-	-	63.67%	-	Zhqytsll	-	-	-	-	-	Retained
F-1	RHD	899.000	6.10	Wqq	-	KT	-	-	37.00%	-	Yzhnbton	WOQI	-	255	JOOA+245	-	-
C	MSI	15.300	9.30	FO	-	LLL-	-	-	58.32%	-	Bxyewlxg	XXPP	-	630	IZKY+597	-	-
Y-2	WOG	72.000	3.10	WU	-	UUU	-	-	88.00%	-	Ksdlcksm	AZLU	-	310	CBCY+310	-	-
Uu	WFS	50.990	-	CC	-	VN	-	-	-	-	-	-	-	-	-	-	Retained
A	VFJ	8.100	7.10	Q3	-	WB	-	-	32.43%	-	Lsswywlq	-	-	-	-	-	Retained

Tranche Comments

F-1: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144B/Zsz S; Y-2: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144M/Mql F; K: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144L/Jhw Q; E-1: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144G/Jny T; W-2: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144O/Ltr B; C: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144K/Gpz I; J: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144W/Tnu M; A: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144X/Xtg M; Uu: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144N/Bvl D;

Deal Comments

Sjg Rayy Nbzhjdk 2.00

Risk Retention

MA - Uqx

Reinvestment Period (YRS)

Reinvestment Period End Date

May 13, 2005