Sound Point Euro CLO DAC (SNDPE) IV

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Sound Point Capital Management

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
T	SXU	35.200	-	EG	FH	-	-	-	-	-	-	-	-	-	-	Retained
V	DIW	4.529	-	Oaa	KKK	-	-	-	Tpcszpjk	3zVx	-	-	50	3hZe+50	-	995.00000
L	PGV	79.000	-	T2	J	-	-	-	Gyuomypc	3xRh	-	-	290	3lCz+290	-	612.00000
G	HGM	90.450	-	Yzz3	XXX-	-	-	-	Ndkzwmug	3zUs	-	-	450	3kDl+450	-	555.00000
M	XFA	71.800	-	On3	YY-	-	-	-	Uddzhhnz	3iEy	-	-	735	3fUs+680	-	85.80000
N	XVU	6.930	-	S3	C-	-	-	-	Bvxocsvg	3tNn	-	-	965	3iEj+851	-	32.00000
Sxc	IUR	10.400	-	BL	ZJ	-	-	-	-	-	-	-	-	-	-	Retained
H	OCA	989.700	-	Err	JJJ	-	-	-	Bbkncnyn	3iMl	-	-	110	3nBx+110	-	525.00000
A-2	NLS	68.700	-	Pm2	WW	-	-	-	Nznks	-	-	-	-	2.050%	-	164.00000
S-1	KEH	42.470	-	Eq2	ZZ	-	-	-	Mhqkqurw	3gBi	-	-	180	3rSm+180	-	633.00000

Tranche Comments

V: First Pay: 2021-07-15; Redemption: 2022-01-15; H: First Pay: 2021-07-15; Redemption: 2022-01-15; S-1: First Pay: 2021-07-15; Redemption: 2022-01-15; A-2: First Pay: 2021-07-15; Redemption: 2022-01-15; L: First Pay: 2021-07-15; Redemption: 2022-01-15; G: First Pay: 2021-07-15; Redemption: 2022-01-15; M: First Pay: 2021-07-15; Redemption: 2022-01-15; N: First Pay: 2021-07-15; Redemption: 2022-01-15; T: First Pay: 2021-07-15; Redemption: 2022-01-15; Sxc: First Pay: 2021-07-15; Redemption: 2022-01-15;

Deal Comments

Sqg Duaa Iltxqef 2.00

Risk Retention

Bxvqvgwkox/Wgxkvcwz

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 20, 2016