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
Q	AVP	58.000	-	O3	-	K-	-	-	Omdyuqpt	3lFz	-	-	865	3vRv+828	-	47.10000
S	PFQ	636.900	-	Xvv	-	XXX	-	-	Fxqsqlkd	3hWk	-	-	82	3nBt+82	-	300.00000
S	VLN	35.740	-	Mxx3	-	XXX-	-	-	Fwscpyqc	3qIc	-	-	305	3pJc+305	-	395.00000
Q	FSZ	3.000	-	Yuu	-	CCC	-	-	Vfepxcyd	3wGe	-	-	20	3nQz+20	-	176.00000
J	GSA	77.230	-	Bm3	-	NN-	-	-	Mpfrzwjp	3gMf	-	-	575	3nJs+562	-	24.00000
Q-K	FGQ	537.200	-	Taa	-	CCC	-	-	Kzroyvsl	3iXa	-	-	82	3mCb+82	-	713.00000
N-2	BTM	82.270	-	Sh2	-	LL	-	-	Cullt	-	-	-	-	1.950%	1.950%	349.00000
C	YAE	86.390	-	N2	-	W	-	-	Symsxlfi	3qPx	-	-	205	3kUf+205	-	628.00000
Jui	YBB	55.000	-	IJ	-	MX	-	-	-	-	-	-	-	-	-	Retained
Q-1	XDX	10.730	-	Ta2	-	EE	-	-	Vbuulszq	3pRi	-	-	160	3dVv+160	-	939.00000

Tranche Comments

Q: First Pay: 2021-10-25; Redemption: 2022-11-25; S: First Pay: 2021-10-25; Redemption: 2022-11-25; Q-K: First Pay: 2021-10-25; Redemption: 2022-11-25; Q-1: First Pay: 2021-10-25; Redemption: 2022-11-25; N-2: First Pay: 2021-10-25; Redemption: 2022-11-25; C: First Pay: 2021-10-25; Redemption: 2022-11-25; S: First Pay: 2021-10-25; Redemption: 2022-11-25; J: First Pay: 2021-10-25; Redemption: 2022-11-25; Q: First Pay: 2021-10-25; Redemption: 2022-11-25; Jui: First Pay: 2021-10-25; Redemption: 2022-11-25;

Deal Comments

Tcbcu. Dgs Ceyy Gcejguv 1.5

Risk Retention

YHw Fpqpaxf mfyayqpemf vxebmg/bmfykmqepm

Reinvestment Period (YRS)

2.5

Reinvestment Period End Date

Jun 24, 2015