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	YVM	52.400	-	Att3	-	RRR-	-	-	Kmurlvuh	3xLk	-	-	330	3mJc+330	-	268.00000
Y	YXK	35.420	-	Mm3	-	XX-	-	-	Dlpuoobg	3cVa	-	-	610	3kOb+584	-	607.00000
M Mrhp	MKX	82.000	-	Xzz	-	AAA	-	-	Bjmwuptg	3yGb	-	-	77	3wBh+77	-	852.00000
W	NAV	86.670	-	K3	-	L-	-	-	Bwpeaplb	3wFd	-	-	875	3xKu+832	-	526.00000
X-2	DKR	87.700	-	Oe2	-	WW	-	-	Uabgk	-	-	-	-	1.850%	1.850%	983.00000
S-2	ZBH	84.000	-	S2	-	X	-	-	Zeoufdrh	3dHs	-	-	-	3kGt+280	-	770.00000
D-1	MDC	77.300	-	Y2	-	S	-	-	Abuocxyv	3ySj	-	-	225	3iAo+225	-	531.00000
F	VAR	6.000	-	Hll	-	ZZZ	-	-	Ywbvscoq	3dKq	-	-	25	3dHt+25	-	700.00000
S	VSN	945.000	-	Znn	-	JJJ	-	-	Lvdjdikd	3tMu	-	-	77	3mKp+77	-	492.00000
W-1	UWU	28.400	-	Ym2	-	QQ	-	-	Kfcdwiny	3rEt	-	-	150	3xBu+150	-	399.00000
Jnv	OFC	55.800	-	XK	-	VC	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

F: First Pay: 2021-10-25; Redemption: 2023-05-05; S: First Pay: 2021-10-25; Redemption: 2023-05-05; M Mrhp: First Pay: 2021-10-25; Redemption: 2023-05-05; W-1: First Pay: 2021-10-25; Redemption: 2023-05-05; X-2: First Pay: 2021-10-25; Redemption: 2023-05-05; D-1: First Pay: 2021-10-25; Redemption: 2023-05-05; S-2: First Pay: 2021-10-25; Redemption: 2023-05-05; H: First Pay: 2021-10-25; Redemption: 2023-05-05; Y: First Pay: 2021-10-25; Redemption: 2023-05-05; W: First Pay: 2021-10-25; Redemption: 2023-05-05; Jnv: First Pay: 2021-10-25; Redemption: 2023-05-05;

Deal Comments

Kms Jcff Xbnfmce 2.00

Risk Retention

QT - Snn

Reinvestment Period (YRS)

Reinvestment Period End Date

May 11, 2001

WAL Test Period (YRS)

WAL Test Period End Date

Aug 25, 2005