II(R)

Sound Point Euro CLO DAC (SNDPE) II(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
S-I	SPY	14.000	-	Ncc3	-	PPP-	-	-	Hybhecfy	3pBa	-	-	330	3fRg+330	-	494.00000
Cml	SVW	42.130	-	BM	-	QE	-	-	-	-	-	-	-	-	-	Retained
Q-K	OTM	962.000	-	Dcc	-	CCC	-	-	Hbphzeda	3nXp	-	-	93	3dEa+93	-	523.00000
N-1K	GCJ	12.000	-	Pa2	-	FF	-	-	Vkcwpble	3wVv	-	-	170	3eSg+170	-	114.00000
S-2W	KJE	47.000	-	Qi2	-	YY	-	-	Wkopi	RJY	-	-	-	2.150%	2.150%	837.00000
Q-G	ONA	59.000	-	T2	-	S	-	-	Tqvyhjem	3hMk	-	-	235	3zWd+235	-	892.00000
T-K	EVE	68.000	-	Fl3	-	XX-	-	-	Gpcryvak	3rEn	-	-	650	3eCl+634	-	82.00000
C-I	ZHV	29.000	-	I3	-	S-	-	-	Fdrpyvxv	3oKo	-	-	950	3aAa+893	-	59.30000

Tranche Comments

Q-K: Redemption: 2023-08-21; N-1K: Redemption: 2023-08-21; S-2W: Redemption: 2023-08-21; Q-G: Redemption: 2023-08-21; S-I: Redemption: 2023-08-21; T-K: Redemption: 2023-08-21; C-I: Redemption: 2023-08-21; Cml: Redemption: 2023-08-21;

Deal Comments

Yxsxh. Etv Isee Axyvthu 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 26, 2018