Sound Point Euro CLO DAC (SNDPE) V

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
H-1	XUG	18.100	-	Zf2	-	II	-	-	Edbyfmsw	3nOg	-	-	150	3aUo+150	-	772.00000
B-1	DNK	43.100	-	D2	-	N	-	-	Nwsoyjly	3cMt	-	-	225	3hGj+225	-	431.00000
K-2	WEM	97.700	-	Pd2	-	EE	-	-	Gyvcf	-	-	-	-	1.850%	1.850%	279.00000
I	OVA	43.430	-	I3	-	N-	-	-	Vkrslplg	3pWk	-	-	875	3zWa+832	-	922.00000
L	OCG	279.000	-	Tkk	-	GGG	-	-	Lrbovzcd	3nDl	-	-	77	3qZa+77	-	849.00000
K Vuyb	WJG	78.000	-	Ehh	-	AAA	-	-	Xpsxtqty	3rOh	-	-	77	3oMn+77	-	364.00000
D-2	XSI	72.000	-	S2	-	S	-	-	Nmhsfsku	3mRf	-	-	-	3aSy+280	-	450.00000
L	WWK	49.700	-	Auu3	-	CCC-	-	-	Ekdlpxaf	3jQr	-	-	330	3pQq+330	-	500.00000
K	MVT	5.000	-	Kdd	-	ZZZ	-	-	Hhlrusry	3sYo	-	-	25	3fQf+25	-	253.00000
J	GWA	78.190	-	Hh3	-	LL-	-	-	Lbbwqezm	3mNd	-	-	610	3qTl+584	-	703.00000
Nur	XBY	75.200	-	DC	-	PZ	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

K: First Pay: 2021-10-25; Redemption: 2023-05-05; L: First Pay: 2021-10-25; Redemption: 2023-05-05; K Vuyb: First Pay: 2021-10-25; Redemption: 2023-05-05; H-1: First Pay: 2021-10-25; Redemption: 2023-05-05; K-2: First Pay: 2021-10-25; Redemption: 2023-05-05; B-1: First Pay: 2021-10-25; Redemption: 2023-05-05; D-2: First Pay: 2021-10-25; Redemption: 2023-05-05; L: First Pay: 2021-10-25; Redemption: 2023-05-05; J: First Pay: 2021-10-25; Redemption: 2023-05-05; I: First Pay: 2021-10-25; Redemption: 2023-05-05; Nur: First Pay: 2021-10-25; Redemption: 2023-05-05;

Deal Comments

Dqn Oobb Avqkqhf 2.00

Risk Retention

SD - Fem

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 25, 2002

WAL Test Period (YRS)

WAL Test Period End Date

Aug 8, 2021