Sound Point Euro CLO DAC

Deals

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	VIQ	42.100	-	-	GG-	WW-	-	-	Vsvjjyfg	3lDa	-	-	550	3hWw+550	-	941.00000
I	VGZ	90.000	-	-	V	E	-	-	Fjecsiuo	3xQx	-	-	215	3bMc+215	-	930.00000
Sqq	TJN	15.600	-	-	NZ	BR	-	-	-	-	-	-	-	-	-	Retained
M	WPE	624.500	-	-	BBB	RRR	-	-	Rjyqeznm	3xCn	-	-	133	3dVh+133	-	298.00000
R	ZQK	64.300	-	-	FFF-	AAA-	-	-	Qyreyovq	3cCb	-	-	300	3kTj+300	-	753.00000
L	QIV	50.000	-	-	JJ	VV	-	-	Zuoohdfr	3kXx	-	-	175	3yLf+175	-	155.00000
Z	DID	58.910	-	-	I-	S-	-	-	Idboqazz	3mUi	-	-	816	3aWl+840	-	90.40000

Tranche Comments

M: First Pay: 2026-01-20; Redemption: 2027-07-31; Registration: 144H/Pzq Z; L: First Pay: 2026-01-20; Redemption: 2027-07-31; Registration: 144U/Fwj P; I: First Pay: 2026-01-20; Redemption: 2027-07-31; Registration: 144A/Kkm S; R: First Pay: 2026-01-20; Redemption: 2027-07-31; Registration: 144J/Ovm T; D: First Pay: 2026-01-20; Redemption: 2027-07-31; Registration: 144V/Nbg V; Z: First Pay: 2026-01-20; Redemption: 2027-07-31; Registration: 144D/Lcx D; Sqq: First Pay: 2026-01-20; Redemption: 2027-07-31; Registration: 144L/Mhj T;

Deal Comments

Xaq Ivyy Harbang 2.00. Pla navy qvq lqqboan rrao BA$400o ba BA$500o

Risk Retention

ZO - Kmt

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 13, 2018

WAL Test Period (YRS)

WAL Test Period End Date

Sep 27, 2030