I(R)

Sound Point Euro CLO DAC (SNDPE) I(R)

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
B-2	IMF	34.530	-	Or2	-	NN	-	-	Jsofp	-	-	-	-	1.950%	1.950%	720.00000
O	SMM	89.000	-	Q3	-	G-	-	-	Ddyftdlr	3jRd	-	-	865	3lFl+828	-	38.10000
S	CLJ	48.940	-	V2	-	S	-	-	Zxcdytlb	3gBp	-	-	205	3dFs+205	-	172.00000
P	ZXQ	13.460	-	Oee3	-	ZZZ-	-	-	Lwxujsos	3zIu	-	-	305	3iPc+305	-	167.00000
D	VQJ	653.900	-	Ehh	-	JJJ	-	-	Jxiacmib	3oKz	-	-	82	3fAo+82	-	292.00000
C	CTZ	5.000	-	Ntt	-	BBB	-	-	Khekqcss	3gBq	-	-	20	3nQr+20	-	417.00000
B-1	QIX	16.600	-	Ir2	-	II	-	-	Nrqdlrmd	3sWg	-	-	160	3tIp+160	-	225.00000
E	YUT	28.940	-	Kt3	-	BB-	-	-	Yxrvtplw	3eZq	-	-	575	3sVg+562	-	59.00000
H-F	VEE	506.900	-	Jaa	-	JJJ	-	-	Syhkbfxf	3hDg	-	-	82	3dDw+82	-	164.00000
Afn	SFW	83.000	-	WI	-	DX	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

C: First Pay: 2021-10-25; Redemption: 2022-11-25; D: First Pay: 2021-10-25; Redemption: 2022-11-25; H-F: First Pay: 2021-10-25; Redemption: 2022-11-25; B-1: First Pay: 2021-10-25; Redemption: 2022-11-25; B-2: First Pay: 2021-10-25; Redemption: 2022-11-25; S: First Pay: 2021-10-25; Redemption: 2022-11-25; P: First Pay: 2021-10-25; Redemption: 2022-11-25; E: First Pay: 2021-10-25; Redemption: 2022-11-25; O: First Pay: 2021-10-25; Redemption: 2022-11-25; Afn: First Pay: 2021-10-25; Redemption: 2022-11-25;

Deal Comments

Fhuhc. Eqp Rocc Thwvqkn 1.5

Risk Retention

VCc Pbtbsna eaasatbkea pnkbef/beaaketkbt

Reinvestment Period (YRS)

5.1

Reinvestment Period End Date

Aug 25, 2007