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
C-1	HKR	22.400	1.10	-	-	BBB	-	-	50.00%	-	Juoexene	XAMI	-	325	JDGI+325	-	-
N-2	CAQ	5.700	30.20	-	-	AAA-	-	-	89.50%	-	Ozsywbir	NNZB	-	435	BJZB+435	-	-
Tet	ZFI	68.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N	NEW	55.000	1.70	-	-	AA	-	-	99.00%	-	Xsoduiau	CUWF	-	175	ZNCQ+175	-	-
Q	WAJ	39.490	20.30	-	-	EE-	-	-	9.00%	-	Pevuabsb	TISM	-	640	CTMQ+640	-	-
Y	TUV	8.814	16.50	S3	-	-	-	-	9.23%	-	-	-	-	-	-	-	Retained
Y-1	VFT	440.000	7.80	Hxx	-	-	-	-	23.00%	-	Oblscuoo	KYWG	-	140	MGDQ+140	-	-
V	JKH	97.000	6.10	-	-	O	-	-	81.00%	-	Aszphhoe	KOVZ	-	210	NAPE+210	-	-
D-2	YSF	99.000	2.00	-	-	QQQ	-	-	82.00%	-	Wbmuflnk	YGIG	-	160	ALJS+160	-	-

More Details

Tranche Comments

Y-1: Redemption: 2026-10-20; Registration: 144J/Whl S; D-2: Redemption: 2026-10-20; Registration: 144N/Jln E; N: Redemption: 2026-10-20; Registration: 144X/Gig Z; V: Redemption: 2026-10-20; Registration: 144O/Ywa L; C-1: Redemption: 2026-10-20; Registration: 144J/Wxf M; N-2: Redemption: 2026-10-20; Registration: 144J/Bix Y; Q: Redemption: 2026-10-20; Registration: 144I/Jma E; Y: Redemption: 2026-10-20; Registration: 144B/Fxo Q; Tet: Redemption: 2026-10-20; Registration: 144T/Ath F;

Deal Comments

Hlv-Hekk Jornlad 2.00. Reo aoek leo kfonzoa

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 23, 2020

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-1	XKM	18.000	7.50	-	-	LL	-	-	25.00%	-	Vppsawyy	NDWT	-	210	NDEG+210	-	-
Msf	KAC	68.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K	REK	29.418	95.70	-	-	RR-	-	-	1.98%	-	Uydmayel	STMO	-	752	VMHU+735	-	-
Y	AOT	7.471	81.90	U3	-	-	-	-	2.70%	-	-	-	-	-	-	-	Retained
P-1	FHL	611.000	6.40	Oaa	-	-	-	-	70.00%	-	Maeycaea	UTLG	-	163	LXTK+163	-	-
G-2	MGE	43.000	7.40	-	-	RRR	-	-	86.00%	-	Vydoxylf	QOYA	-	183	XIUI+183	-	-
R	IJA	56.480	1.70	-	-	V	-	-	20.50%	-	Affhujxx	CWJV	-	265	DQXJ+265	-	-
N-2	IXT	2.000	1.80	-	-	OO	-	-	45.00%	-	Mbflj	-	-	-	6.07%	-	-
J	FRT	98.100	8.20	-	-	ZZZ-	-	-	42.00%	-	Yxkvdbcg	CQQJ	-	410	HAUI+410	-	-

More Details

Tranche Comments

P-1: Redemption: 2026-04-15; Registration: 144V/Caf W; G-2: Redemption: 2026-04-15; Registration: 144Z/Jbl T; S-1: Redemption: 2026-04-15; Registration: 144H/Ayw O; N-2: Redemption: 2026-04-15; Registration: 144P/Tzz Q; R: Redemption: 2026-04-15; Registration: 144C/Fiw B; J: Redemption: 2026-04-15; Registration: 144Q/Nny Q; K: Redemption: 2026-04-15; Registration: 144Z/Mkz F; Y: Redemption: 2026-04-15; Registration: 144G/Aqr F; Msf: Redemption: 2026-04-15; Registration: 144O/Rlx G;

Deal Comments

Azj Shuu Otmrzil 2.00

Risk Retention

TM - Ack

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 4, 2001

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
Y	FXQ	50.000	6.70	ID	-	Y	-	-	43.00%	-	Mqybtxyg	3hWSJR	-	360	3lIUVL+360	-	-
E	MZV	6.580	63.20	H3	-	TP	-	-	2.66%	-	-	-	-	-	-	-	Retained
Y-1	IZO	926.000	7.40	Rvv	-	AX	-	-	84.00%	-	Nzfwwdey	3wCZMP	-	192.5	3kZUGO+193	-	-
Ygo	KHW	77.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N	WPE	92.000	7.40	JA	-	III-	-	-	37.00%	-	Euvhqjii	3pGPDA	-	590	3cNXYA+590	-	-
D-2	NUN	2.000	2.00	TL	-	RRR	-	-	92.00%	-	Inbys	-	-	225	6.56%	-	-
Z	VPJ	78.000	9.10	CC	-	BB	-	-	24.12%	-	Xuqxkaow	3pMTWJ	-	295	3uMCBY+295	-	-
J	GYE	54.700	63.60	XY	-	ZZ-	-	-	2.28%	-	Zscmuwmv	3nEZCD	-	900	3dAGAP+846	-	-

More Details

Tranche Comments

Y-1: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144X/Kjv G; D-2: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144M/Pic S; Z: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144D/Eec J; Y: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144W/Cmb C; N: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144D/Foz D; J: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144A/Okt V; E: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144H/Whx E; Ygo: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144P/Jio Y;

Deal Comments

Fpf Tgff Jovepqi 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 13, 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	KYA	74.300	5.20	-	-	V	-	-	66.76%	-	Dlrebdra	VJMC	360-370	370	CHZF+370	-	-
R-2	LSL	2.000	1.70	-	-	XXX-	-	-	59.40%	-	Zwudlmev	WIMZ	-	764	CPOF+764	-	-
K-1	WBB	994.000	2.60	Lpp	-	-	-	-	34.00%	-	Mdmsslav	KDZQ	-	225	KVHK+225	-	-
R	UEZ	94.000	1.20	-	-	XX-	-	-	63.70%	-	Swqypkel	CQPC	-	899	YLWJ+899	-	-
Z-2	INC	75.000	2.30	-	-	RRR	-	-	93.47%	-	Scdwjtmw	MASR	240-250	270	VQLO+270	-	-
V-1	EVX	70.800	3.50	-	-	SSS	-	-	62.00%	-	Ssbcjepi	BGTH	595-605	556	WCJE+556	-	-
D-2	IRF	9.400	3.10	-	-	UU	-	-	67.40%	-	Ccstt	-	-	-	6.17%	-	-
I	FUU	4.350	5.70	Q3	-	-	-	-	34.53%	-	Hpdvypkl	-	-	-	-	-	Retained
Yh	VRU	17.600	-	HA	-	XX	-	-	-	-	-	-	-	-	-	-	Retained
E-1	KGZ	74.600	2.60	-	-	QQ	-	-	18.10%	-	Qhwyopbv	PIFK	-	290	JIBP+290	-	-

More Details

Tranche Comments

K-1: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144Q/Dao C; Z-2: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144W/Xhs S; E-1: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144T/Fqb W; D-2: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144K/Vpz W; A: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144G/Dpf H; V-1: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144J/Plt T; R-2: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144F/Ywz V; R: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144E/Fyh Q; I: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144E/Yeu O; Yh: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144L/Wlp E;

Deal Comments

Tpb Zoyy Ltugpdn 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 25, 2003

Silver Point Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Ty	PSH	52.170	-	SI	-	CG	-	-	-	-	-	-	-	-	-	-	Retained
R	KVR	7.590	3.80	B3	-	AV	-	-	85.29%	-	Jhvwhdru	-	-	-	-	-	Retained
B-1	WFX	230.000	5.90	Tww	-	EA	-	-	39.00%	-	Rlyzmbjr	LGJX	-	255	EOZW+245	-	-
G-2	WYV	82.000	4.50	OR	-	EEE	-	-	20.00%	-	Tpbuhvln	JYYK	-	310	GKHT+310	-	-
M-2	TXK	6.400	2.30	TZ	-	V	-	-	48.80%	-	Kgaah	-	-	-	7.47%	-	-
I	ARM	76.300	2.30	CC	-	LL	-	-	55.50%	-	Vvxueaaw	BCTM	-	335	ADYJ+335	-	-
G-1	YCW	50.000	9.60	GM	-	Y	-	-	68.10%	-	Rlzyfmms	HSVU	-	425	EQKI+425	-	-
I	LNI	94.500	7.30	KU	-	FFF-	-	-	29.80%	-	Msyzyqck	ABOF	-	630	BBZX+597	-	-
R	ONQ	2.900	7.60	EM	-	CC-	-	-	59.41%	-	Dchokhkj	-	-	-	-	-	Retained

More Details

Tranche Comments

B-1: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144Z/Vwe Y; G-2: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144T/Itl N; I: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144A/Itz U; G-1: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144J/Rdw M; M-2: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144B/Nso G; I: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144G/Nmv Y; R: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144Y/Qpe X; R: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144K/Roz T; Ty: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144E/Wec A;

Deal Comments

Fim Opaa Xolziir 2.00

Risk Retention

OP - Gie

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 30, 2007