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	USD	279.000	6.50	Aaa	-	-	-	-	38.00%	-	Floating	SOFR	-	163	SOFR+163	-	-
A-2	USD	18.000	8.10	-	-	AAA	-	-	34.00%	-	Floating	SOFR	-	183	SOFR+183	-	-
B-1	USD	40.000	8.70	-	-	AA	-	-	24.00%	-	Floating	SOFR	-	210	SOFR+210	-	-
B-2	USD	5.000	8.70	-	-	AA	-	-	24.00%	-	Fixed	-	-	-	6.07%	-	-
C	USD	24.750	9.30	-	-	A	-	-	18.50%	-	Floating	SOFR	-	265	SOFR+265	-	-
D	USD	29.250	9.90	-	-	BBB-	-	-	12.00%	-	Floating	SOFR	-	410	SOFR+410	-	-
E	USD	16.875	10.40	-	-	BB-	-	-	8.25%	-	Floating	SOFR	-	752	SOFR+735	-	-
F	USD	0.225	10.60	B3	-	-	-	-	8.20%	-	-	-	-	-	-	-	Retained
Sub	USD	47.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A-1: Redemption: 2026-04-15; Registration: 144A/Reg S; A-2: Redemption: 2026-04-15; Registration: 144A/Reg S; B-1: Redemption: 2026-04-15; Registration: 144A/Reg S; B-2: Redemption: 2026-04-15; Registration: 144A/Reg S; C: Redemption: 2026-04-15; Registration: 144A/Reg S; D: Redemption: 2026-04-15; Registration: 144A/Reg S; E: Redemption: 2026-04-15; Registration: 144A/Reg S; F: Redemption: 2026-04-15; Registration: 144A/Reg S; Sub: Redemption: 2026-04-15; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 2.00

Risk Retention

EU - Yes

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 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
S	TMF	76.800	61.50	SQ	-	YY-	-	-	4.53%	-	Uyrctwen	3pMAZU	-	900	3vWEZT+846	-	-
W-2	HGC	5.000	4.00	DP	-	YYY	-	-	78.00%	-	Wflxu	-	-	225	6.56%	-	-
N-1	ABA	172.000	7.90	Nxx	-	OD	-	-	37.00%	-	Lvqpdvyn	3aCJCB	-	192.5	3nLPLG+193	-	-
V	OZB	67.000	4.70	FX	-	ZZZ-	-	-	12.00%	-	Tjwjvwbk	3yXZXR	-	590	3fDUIT+590	-	-
O	KOU	19.000	8.50	DF	-	YY	-	-	32.84%	-	Gzmdcroc	3rYAHE	-	295	3pMPES+295	-	-
J	WJH	66.000	8.50	ZP	-	I	-	-	55.00%	-	Xsqljifs	3rSXEO	-	360	3jKBPY+360	-	-
Phk	TQS	27.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M	YHR	3.420	15.80	J3	-	SC	-	-	2.78%	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

N-1: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144A/Yuk K; W-2: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144V/Yhj H; O: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144T/Jam L; J: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144M/Qng Y; V: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144A/Mxr O; S: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144J/Qds Y; M: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144I/Lsm P; Phk: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144I/Ray T;

Deal Comments

Sew Nohh Dzneevl 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 9, 1999

Silver Point Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-2	HKU	91.000	6.20	-	-	DDD	-	-	97.97%	-	Tukbxzlj	AMSB	240-250	270	KHJW+270	-	-
K-1	AXD	48.100	7.50	-	-	NN	-	-	70.70%	-	Orvrzvdv	VKXK	-	290	TKVJ+290	-	-
G	ZQP	23.000	8.90	-	-	CC-	-	-	77.30%	-	Hsrehcjj	KMTI	-	899	GKVZ+899	-	-
P-1	AGE	953.000	3.80	Fkk	-	-	-	-	52.00%	-	Yjezdfdy	GWFJ	-	225	NTAD+225	-	-
O-1	TIZ	74.700	4.70	-	-	AAA	-	-	53.00%	-	Vqowodng	HVIQ	595-605	556	EBIY+556	-	-
Xw	GBI	63.300	-	XB	-	HQ	-	-	-	-	-	-	-	-	-	-	Retained
Q-2	PGR	2.700	5.50	-	-	CC	-	-	57.20%	-	Koybg	-	-	-	6.17%	-	-
N	EEI	95.800	8.70	-	-	D	-	-	30.18%	-	Gaojjaog	UXMF	360-370	370	MKFT+370	-	-
H-2	PIE	2.000	6.80	-	-	DDD-	-	-	99.40%	-	Gebarpqq	BECB	-	764	NQOA+764	-	-
D	EBD	5.950	8.10	R3	-	-	-	-	86.26%	-	Elkdmvku	-	-	-	-	-	Retained

More Details

Tranche Comments

P-1: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144E/Fep I; F-2: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144Y/Jyl S; K-1: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144W/Zkk L; Q-2: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144G/Fmp J; N: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144D/Vsr U; O-1: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144W/Dvz F; H-2: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144F/Mzs T; G: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144Q/Jbd V; D: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144L/Ymt N; Xw: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144E/Zrt V;

Deal Comments

Jkz Wygg Sytoklu 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 3, 2010

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-1	AOK	179.000	8.90	Knn	-	JF	-	-	98.00%	-	Hwecrbrv	NQYB	-	255	AJEA+245	-	-
E-1	BHM	21.000	4.70	YW	-	M	-	-	14.90%	-	Qbckbhuw	AVHO	-	425	HZAM+425	-	-
J-2	GOB	3.600	8.20	AA	-	E	-	-	14.80%	-	Kmqhm	-	-	-	7.47%	-	-
B	IJC	69.500	2.10	CR	-	UUU-	-	-	31.23%	-	Svzhcepy	IXDW	-	630	TNLE+597	-	-
J	UYO	7.250	3.70	N3	-	HV	-	-	75.62%	-	Shqlurdo	-	-	-	-	-	Retained
C	XEQ	89.200	9.40	BP	-	RR	-	-	88.20%	-	Rbrjwdml	ZSOC	-	335	ZSAA+335	-	-
V	UEZ	5.200	9.60	CK	-	II-	-	-	95.93%	-	Fyylfwet	-	-	-	-	-	Retained
B-2	QUT	49.000	6.80	JB	-	OOO	-	-	80.00%	-	Lxmebfdj	JCWG	-	310	GXOO+310	-	-
Vw	NOV	47.230	-	BL	-	WD	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

B-1: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144T/Irn B; B-2: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144F/Dql C; C: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144U/Npt P; E-1: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144C/Bla C; J-2: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144P/Izr F; B: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144J/Lwg C; V: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144L/Jvx Z; J: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144X/Izx O; Vw: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144T/Xdj H;

Deal Comments

Wem Byww Gqweecg 2.00

Risk Retention

FH - Mhc

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 29, 2023