Consider an Toeplitz matrix with symbol ${a }(\lambda) := \sum_{\ell=-d_2}^{d_1} a_\ell \lambda^\ell$, perturbed by an additive noise matrix , where the entries of are centered i.i.d.~random variables of unit variance and . It is known that the empirical measure of eigenvalues of the perturbed matrix converges weakly, as , to the law of , where is distributed uniformly on . In this paper, we consider the outliers, i.e. eigenvalues that are at a positive (-independent) distance from . We prove that there are no outliers outside , the spectrum of the limiting Toeplitz operator, with probability approaching one, as $N \to \infty{\rm spec}, T({a})\setminus {a}({\mathbb S}^1)$ the process of outliers converges to the point process described by the zero set of certain random {analytic} functions. The limiting random {analytic} functions can be expressed as linear combinations of the determinants of finite sub-matrices of an infinite dimensional matrix, whose entries are i.i.d.~having the same law as that of . The coefficients in the linear combination depend on the roots of the polynomial $P_{z, {a}}(\lambda):= ({a}(\lambda) -z)\lambda^{d_2}=0$ and semi-standard Young Tableaux with shapes determined by the number of roots of that are greater than one in moduli.

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