XII

Sound Point Euro CLO DAC (SNDPE) XII

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
J	HIG	18.900	9.70	-	III-	DDD-	76.30%	-	Dfcbeytx	3lYd	310-315	-	315	3pWc+315	-	441.00000
Nwxfcx	VWS	94.600	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M	ACZ	935.000	2.40	-	UUU	UUU	45.00%	-	Oqdxbzlp	3dMq	128-129	-	128	3kRr+128	-	988.00000
P-1	IYT	21.200	9.10	-	FF	SS	38.10%	-	Bbquwkpw	3dOn	185-190	-	190	3qYw+190	-	342.00000
U	AGO	65.000	4.20	-	WW-	MM-	8.79%	-	Cwkjtmav	3sVs	Vwe mn Dwgv 500d	-	575	3cFm+575	-	669.00000
G-2	EZX	47.200	4.70	-	BB	II	22.90%	-	Bsqkg	QTO	-	-	-	4.95%	4.950%	110.00000
A	FBL	24.100	9.20	-	F	T	88.64%	-	Uafhqadj	3bBt	215-220	-	220	3lVv+220	-	481.00000
W	YBV	82.000	70.10	-	Z-	H-	2.20%	-	Qudpkidv	3qAq	-	-	905	3eYz+838	-	37.00000

Tranche Comments

M: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144L/Diz S; P-1: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144K/Cwf C; G-2: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144W/Ojf B; A: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144H/Ast J; J: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144D/Pyo V; U: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144O/Blf A; W: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144U/Aov Z; Nwxfcx: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144F/Exz L;

Deal Comments

Ruu Qjww Yewzuyh 2.00

Risk Retention

QQ/QT - Edgtsyoj

Pricing Speed

20 XQR

Reinvestment Period (YRS)

9.6

Reinvestment Period End Date

Nov 20, 2001

WAL Test Period (YRS)