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
D-1	NXG	36.300	-	Of2	-	MM	-	-	Nljeerzn	3nGy	-	-	150	3kOj+150	-	529.00000
E	GIG	30.910	-	Kx3	-	BB-	-	-	Zkpmrknl	3zAa	-	-	610	3dMz+584	-	416.00000
S	XXK	359.000	-	Pgg	-	LLL	-	-	Ljhjxumd	3oIn	-	-	77	3vBy+77	-	244.00000
U-2	PVV	19.100	-	Jd2	-	AA	-	-	Tqgql	-	-	-	-	1.850%	1.850%	635.00000
O	NLS	67.800	-	D3	-	X-	-	-	Nsrjqbjj	3sPj	-	-	875	3iQj+832	-	408.00000
G	DSS	78.200	-	Bhh3	-	DDD-	-	-	Xdoqupbe	3tWb	-	-	330	3kIe+330	-	258.00000
W	KSZ	4.000	-	Uzz	-	YYY	-	-	Orydqpqc	3cJc	-	-	25	3hKc+25	-	959.00000
P-1	FNH	81.200	-	A2	-	H	-	-	Wqwpocyr	3kRo	-	-	225	3sWh+225	-	387.00000
A-2	GVR	43.000	-	W2	-	I	-	-	Rzvoaaeu	3tMd	-	-	-	3jHc+280	-	475.00000
X Gurl	SXM	43.000	-	Wbb	-	BBB	-	-	Sxoeqcye	3lZk	-	-	77	3gEz+77	-	939.00000
Wqx	KNT	88.300	-	KB	-	WG	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

W: First Pay: 2021-10-25; Redemption: 2023-05-05; S: First Pay: 2021-10-25; Redemption: 2023-05-05; X Gurl: First Pay: 2021-10-25; Redemption: 2023-05-05; D-1: First Pay: 2021-10-25; Redemption: 2023-05-05; U-2: First Pay: 2021-10-25; Redemption: 2023-05-05; P-1: First Pay: 2021-10-25; Redemption: 2023-05-05; A-2: First Pay: 2021-10-25; Redemption: 2023-05-05; G: First Pay: 2021-10-25; Redemption: 2023-05-05; E: First Pay: 2021-10-25; Redemption: 2023-05-05; O: First Pay: 2021-10-25; Redemption: 2023-05-05; Wqx: First Pay: 2021-10-25; Redemption: 2023-05-05;

Deal Comments

Xkw Agpp Ohfhkhn 2.00

Risk Retention

VA - Gzv

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 23, 2017

WAL Test Period (YRS)

WAL Test Period End Date

May 6, 2021