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
F2Q	KIK	9.000	52.00	CS	-	LLL-	-	-	90.00%	-	Deppttdq	CBUC	-	400	HNWL+400	-	-
DQ	HHI	30.000	4.90	KQ	-	RR	-	-	71.00%	-	Pmmfyuzt	VIEU	-	170	YITG+170	-	-
K1B	RZA	57.000	5.80	DU	-	OOO-	-	-	61.00%	-	Gdhfuocv	TWKC	-	290	IBFJ+290	-	-
IH	ZXU	51.000	6.80	ZR	-	N	-	-	30.00%	-	Fhoqwvxl	NJGL	-	190	GATT+190	-	-
Tkk	RPJ	45.350	-	NF	-	OL	-	-	-	-	-	-	-	-	-	-	Retained
C1W	MPT	294.000	8.50	Whh	-	AI	-	-	73.00%	-	Jbqcfdut	LZFN	-	132	YEIR+132	-	-
C2W	ZMH	40.000	9.80	SS	-	LLL	-	-	69.00%	-	Kdbetlsz	UNON	-	155	SZDX+155	-	-
QS	OCJ	27.000	24.70	GT	-	NN-	-	-	9.00%	-	Mhrwbeua	CHLE	-	525	JKIV+525	-	-
ID	RUW	7.500	44.40	WV	-	TD	-	-	8.44%	-	Rxrmeqaj	TAQJ	-	-	-	-	-

Tranche Comments

C1W: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144B/Knm J; C2W: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144K/Tpg Q; DQ: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144B/Emv C; IH: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144M/Vsa O; K1B: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144M/Fhn I; F2Q: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Z/Fqz U; QS: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144O/Hdp I; ID: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144T/Kjp S; Tkk: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Q/Ehv P;

Deal Comments

Ogqgg. Fge Qkyy Jgnngda 2.00. Adg dgky wkq flqnngd

Risk Retention

IW - Zhq

Pricing Speed

20% LZS

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 13, 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
Vuk	ORL	74.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N-2	NVD	34.000	6.00	-	-	DDD	-	-	66.00%	-	Hbvmbjdb	UPDJ	-	156	HBTV+156	-	-
H-2	JPE	3.000	68.00	-	-	AAA-	-	-	48.00%	-	Kdjdmbsi	XQHO	-	400	MHLT+400	-	-
X	CTE	93.000	25.60	-	-	RR-	-	-	1.00%	-	Vofiohwi	UJYJ	-	575	MPLS+575	-	-
A	XUT	3.120	10.60	J3	-	-	-	-	2.27%	-	Xzlucudw	NJPL	-	800	IJOO+733	-	-
Y-1	VIK	469.000	3.20	Bcc	-	-	-	-	89.00%	-	Jvlpyciu	GOIX	-	136	MAQO+136	-	-
X	RSV	86.000	2.60	-	-	Q	-	-	22.00%	-	Oarjeaex	BOJX	-	185	JDTR+185	-	-
L	HRH	38.000	4.80	-	-	XX	-	-	40.00%	-	Yvsocczt	VVEH	-	175	SKMD+175	-	-
I-1	FYL	33.000	7.30	-	-	GGG-	-	-	55.00%	-	Oxfwlyfc	DALR	-	285	VTKG+285	-	-

Tranche Comments

Y-1: Redemption: 2027-01-15; Registration: 144L/Lcc F; N-2: Redemption: 2027-01-15; Registration: 144F/Oxu O; L: Redemption: 2027-01-15; Registration: 144H/Oaj F; X: Redemption: 2027-01-15; Registration: 144A/Cru G; I-1: Redemption: 2027-01-15; Registration: 144G/Trx L; H-2: Redemption: 2027-01-15; Registration: 144G/Qwm U; X: Redemption: 2027-01-15; Registration: 144M/Qjs A; A: Redemption: 2027-01-15; Registration: 144W/Rct Y; Vuk: Redemption: 2027-01-15; Registration: 144F/Vdh D;

Deal Comments

Dpt Kxff Lavgpzk 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 30, 2023

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	EOQ	45.000	8.90	-	-	QQ-	-	-	3.00%	-	Jpdjlcmc	KWZG	630	630	QPTV+630	-	-
B-2	FXK	5.000	4.60	-	-	KKK-	-	-	87.00%	-	Pizeu	-	-	425	7.80%	-	-
U-1 Vqrx	FUZ	299.000	8.50	Mvv	-	-	-	-	23.00%	-	Gjqfpflf	GJTS	140	140	XQAM+140	-	-
B-1	ICO	81.000	1.70	Kww	-	-	-	-	24.00%	-	Kqodqlsg	VAZT	140	140	WQTU+140	-	-
D-2	QAW	22.000	4.40	-	-	FFF	-	-	77.00%	-	Cjcxftux	SXHT	-	160	JQVT+160	-	-
Lwvrbi	LCX	74.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I	AYG	15.000	5.80	-	-	MM	-	-	55.00%	-	Rhelxwab	YVSX	175	175	JDFK+175	-	-
G	TJO	4.430	9.60	I3	-	-	-	-	5.33%	-	Efjwvucn	IOEZ	-	850	IYCN+781	-	-
K	HHJ	50.000	1.30	-	-	R	-	-	98.00%	-	Veheqmzq	VEOY	205	205	XCYZ+205	-	-
Q-1	FGK	29.000	7.90	-	-	MMM-	-	-	31.00%	-	Uvfhaics	MZBX	330	330	SXYA+330	-	-

Tranche Comments

U-1 Vqrx: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144O/Can W; B-1: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144O/Hza A; D-2: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144H/Kuv R; I: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144Y/Hxs Q; K: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144T/Kff K; Q-1: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144J/Uam T; B-2: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144Z/Tnf E; Comments: Vez-vtetzj; A: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144C/Nbj U; G: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144K/Jxg E; Lwvrbi: First Pay: 2025-04-15; Redemption: 2026-10-15; Registration: 144L/Dxa C;

Deal Comments

Sbs Fnyy Kklpbfd 2.00

Pricing Speed

20% AKL

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 26, 2021

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
F-2	JMG	93.000	8.00	-	-	LLL	-	-	12.00%	-	Oclssoqw	DWLB	-	160	YXVS+160	-	-
T-1	AYY	202.000	6.10	Fzz	-	-	-	-	14.00%	-	Zworbtxt	CUHX	-	140	MWQB+140	-	-
L	EYU	64.000	4.10	-	-	TT	-	-	37.00%	-	Tcyuzehe	JNGP	-	175	GAQT+175	-	-
W-2	NGE	8.200	13.10	-	-	MMM-	-	-	97.90%	-	Pqupxyzc	ZVXG	-	435	INPA+435	-	-
E	WOB	68.000	2.30	-	-	H	-	-	53.00%	-	Czhltpop	WAQU	-	210	QXIH+210	-	-
K-1	YRT	56.200	4.60	-	-	JJJ	-	-	38.00%	-	Xuwvekib	XKWF	-	325	VJYP+325	-	-
Tgt	CJF	62.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
X	NZV	20.710	40.80	-	-	FF-	-	-	4.00%	-	Dfyryklx	TLPX	-	640	ZEMR+640	-	-
R	PIY	9.245	65.70	E3	-	-	-	-	8.85%	-	-	-	-	-	-	-	Retained

Tranche Comments

T-1: Redemption: 2026-10-20; Registration: 144N/Zcc C; F-2: Redemption: 2026-10-20; Registration: 144V/Vnr W; L: Redemption: 2026-10-20; Registration: 144G/Awy E; E: Redemption: 2026-10-20; Registration: 144L/Mfj P; K-1: Redemption: 2026-10-20; Registration: 144M/Exy B; W-2: Redemption: 2026-10-20; Registration: 144H/Tsm U; X: Redemption: 2026-10-20; Registration: 144M/Bdl X; R: Redemption: 2026-10-20; Registration: 144T/Dyi C; Tgt: Redemption: 2026-10-20; Registration: 144N/Qtu I;

Deal Comments

Qxj-Foff Cyflxcd 2.00. Zyy cyof koe ljelvyc

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 17, 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
F-2	ETC	6.000	7.70	-	-	ZZ	-	-	70.00%	-	Pniqs	-	-	-	6.07%	-	-
W-2	NNT	82.000	5.40	-	-	YYY	-	-	87.00%	-	Vqhssrbq	TJNP	-	183	XTMI+183	-	-
N	YGD	18.960	2.30	-	-	S	-	-	97.50%	-	Awflbhvp	KXJN	-	265	MCON+265	-	-
D-1	ORE	45.000	3.90	-	-	ZZ	-	-	73.00%	-	Meqpafjb	KEMB	-	210	JHMR+210	-	-
Dzm	GOI	35.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T	PCL	7.672	41.40	M3	-	-	-	-	7.40%	-	-	-	-	-	-	-	Retained
Q-1	BBG	370.000	1.30	Uee	-	-	-	-	72.00%	-	Lvobkfef	IJZL	-	163	QQBQ+163	-	-
S	THP	40.780	9.70	-	-	UUU-	-	-	21.00%	-	Kjpzzcia	CCMX	-	410	VXYN+410	-	-
R	PFP	34.295	21.50	-	-	DD-	-	-	6.11%	-	Cxxqvqkn	CLLV	-	752	THZO+735	-	-

Tranche Comments

Q-1: Redemption: 2026-04-15; Registration: 144I/Dly M; W-2: Redemption: 2026-04-15; Registration: 144Z/Mwv B; D-1: Redemption: 2026-04-15; Registration: 144P/Lfy F; F-2: Redemption: 2026-04-15; Registration: 144A/Klq H; N: Redemption: 2026-04-15; Registration: 144X/Hxp A; S: Redemption: 2026-04-15; Registration: 144N/Zkr C; R: Redemption: 2026-04-15; Registration: 144F/Kch C; T: Redemption: 2026-04-15; Registration: 144M/Jey H; Dzm: Redemption: 2026-04-15; Registration: 144H/Mjq S;

Deal Comments

Tkw Huuu Qpxnkah 2.00

Risk Retention

ZS - Qqx

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 27, 1998

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	GNW	42.000	5.10	VI	-	UUU-	-	-	24.00%	-	Pwbxrsxd	3xVMVG	-	590	3kNCHR+590	-	-
Y-2	IXS	6.000	8.00	OX	-	FFF	-	-	96.00%	-	Fcrtd	-	-	225	6.56%	-	-
P	YPK	14.000	9.50	LV	-	QQ	-	-	21.69%	-	Akvovphf	3bDIDV	-	295	3aMWWE+295	-	-
F	GVM	88.000	9.70	KT	-	G	-	-	25.00%	-	Vkvzjrxf	3gZFQF	-	360	3sMGWI+360	-	-
Wva	FPZ	58.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E-1	JZI	447.000	5.20	Jaa	-	YP	-	-	95.00%	-	Ykrmroxb	3oDJDO	-	192.5	3bKCGP+193	-	-
Z	JLL	43.200	99.10	WZ	-	UU-	-	-	9.90%	-	Vvkcyola	3rBIUS	-	900	3jCJCJ+846	-	-
M	YBK	7.630	22.60	R3	-	UQ	-	-	8.74%	-	-	-	-	-	-	-	Retained

Tranche Comments

E-1: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144J/Rsx M; Y-2: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144A/Gey O; P: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144K/Fcp W; F: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144A/Jxa J; I: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144A/Oph G; Z: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144F/Dbk S; M: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144P/Dhh O; Wva: First Pay: 2024-04-25; Redemption: 2025-11-29; Registration: 144M/Kki L;

Deal Comments

Bqj Usbb Mzpxqdy 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 22, 2018

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
W-2	TBS	7.700	2.70	-	-	BB	-	-	35.70%	-	Tnmlu	-	-	-	6.17%	-	-
T	RXH	75.200	5.50	-	-	M	-	-	98.31%	-	Eqkyyrvw	EWOR	360-370	370	UNZX+370	-	-
Q-2	RNU	5.000	5.70	-	-	YYY-	-	-	93.40%	-	Oaajaxwm	GHBO	-	764	BMPT+764	-	-
O-2	VZQ	52.000	3.10	-	-	SSS	-	-	33.11%	-	Dwxcpune	WHKQ	240-250	270	BKUW+270	-	-
Za	UBF	90.100	-	OR	-	AW	-	-	-	-	-	-	-	-	-	-	Retained
Q	ULX	53.000	6.50	-	-	CC-	-	-	41.50%	-	Cpqjurau	HIUF	-	899	WAQM+899	-	-
Q-1	TTD	68.100	2.30	-	-	MM	-	-	27.20%	-	Qucrjpkr	GHGB	-	290	UEZF+290	-	-
K-1	IKN	67.100	2.90	-	-	TTT	-	-	86.00%	-	Rmbeoloz	MPWD	595-605	556	BUOF+556	-	-
V	PIU	4.780	6.50	L3	-	-	-	-	71.63%	-	Iepkzlxa	-	-	-	-	-	Retained
G-1	FKS	886.000	1.60	Fgg	-	-	-	-	73.00%	-	Eexypdeo	ZIMN	-	225	NTAO+225	-	-

Tranche Comments

G-1: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144W/Qlk S; O-2: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144P/Bdu F; Q-1: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144J/Voh L; W-2: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144M/Dyv Z; T: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144N/Ltl U; K-1: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144I/Vxz M; Q-2: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144P/Rac W; Q: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144Y/Olz R; V: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144A/Mxq W; Za: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144Z/Via G;

Deal Comments

Zon Ukoo Ducboxj 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 23, 2022

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
E-1	ANV	743.000	3.90	Aoo	-	GO	-	-	12.00%	-	Teumiswi	YPYY	-	255	AEQJ+245	-	-
T-2	JGQ	71.000	3.80	OB	-	NNN	-	-	41.00%	-	Kqeawjfp	YLPZ	-	310	JOOX+310	-	-
Z	QAQ	3.400	1.90	FQ	-	WW-	-	-	35.83%	-	Djuopklm	-	-	-	-	-	Retained
Z-1	CEC	51.000	7.80	TN	-	A	-	-	48.60%	-	Xbmpwdtd	ESMB	-	425	ZIUA+425	-	-
X	OLB	77.400	9.20	WT	-	III-	-	-	97.61%	-	Blnfvzon	YTKK	-	630	YSXY+597	-	-
Ix	MHK	15.540	-	UB	-	GS	-	-	-	-	-	-	-	-	-	-	Retained
R-2	NIW	3.600	8.50	FJ	-	L	-	-	10.20%	-	Ekqli	-	-	-	7.47%	-	-
N	XWY	80.900	1.10	TW	-	KK	-	-	41.20%	-	Nmpxysez	PQQZ	-	335	WJGO+335	-	-
Y	CFZ	7.430	9.40	S3	-	LX	-	-	14.46%	-	Smjtdyto	-	-	-	-	-	Retained

Tranche Comments

E-1: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144L/Rqc F; T-2: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144B/Xbv W; N: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144J/Kjl S; Z-1: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144J/Hkc X; R-2: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144F/Uwd C; X: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144I/Osh O; Z: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144C/Ues X; Y: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144E/Qhb N; Ix: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144Z/Irc M;

Deal Comments

Soq Azgg Uvehoxu 2.00

Risk Retention

NL - Oxr

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 10, 2024