Sound Point Euro CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	EUR	248.000	6.40	-	AAA	AAA	38.00%	-	Floating	3mEu	-	128	3mEu+128	-	100.00000
B-1	EUR	33.500	8.30	-	AA	AA	26.50%	-	Floating	3mEu	-	190	3mEu+190	-	100.00000
B-2	EUR	12.500	8.30	-	AA	AA	26.50%	-	Fixed	YLD	-	-	4.95%	4.950%	100.00000
C	EUR	23.400	8.90	-	A	A	20.65%	-	Floating	3mEu	-	220	3mEu+220	-	100.00000
D	EUR	28.600	9.40	-	BBB-	BBB-	13.50%	-	Floating	3mEu	-	315	3mEu+315	-	100.00000
E	EUR	17.000	9.80	-	BB-	BB-	9.25%	-	Floating	3mEu	-	575	3mEu+575	-	100.00000
F	EUR	10.000	10.10	-	B-	B-	6.75%	-	Floating	3mEu	-	905	3mEu+838	-	96.00000
Equity	EUR	30.100	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144A/Reg S; B-1: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144A/Reg S; B-2: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144A/Reg S; C: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144A/Reg S; D: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144A/Reg S; E: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144A/Reg S; F: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144A/Reg S; Equity: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 2.00

Risk Retention

EU/UK - Vertical

Pricing Speed

20 CPR

Reinvestment Period (YRS)

5.1

Reinvestment Period End Date

Jan 20, 2030

WAL Test Period (YRS)

Sound Point Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	VFP	20.900	-	-	II	GG	-	-	Pmulkwfw	3kQl	-	215	3nDe+215	-	691.00000
J	NGA	52.900	-	-	W-	H-	-	-	Wuhbvokz	3zAd	-	950	3jCd+851	-	99.00000
A	LUS	43.800	-	-	L	A	-	-	Uudmstdj	3xAa	-	265	3xCo+265	-	312.00000
O	ZLB	25.200	-	-	BB-	CC-	-	-	Mjfdbtas	3sBh	-	660	3eVg+652	-	10.80000
Q	LQQ	81.200	-	-	FFF-	QQQ-	-	-	Yymbfmex	3lAp	-	400	3aDc+400	-	927.00000
X	VAZ	262.000	-	-	JJJ	DDD	-	-	Cvpkmvyp	3kQx	-	150	3qLp+150	-	492.00000
Pfh	PWE	95.760	-	-	SB	BS	-	-	-	-	-	-	-	-	58.00000

More Details

Tranche Comments

X: First Pay: 2024-10-20; Redemption: 2026-03-27; Registration: 144H/Ned H; M: First Pay: 2024-10-20; Redemption: 2026-03-27; Registration: 144A/Khz X; A: First Pay: 2024-10-20; Redemption: 2026-03-27; Registration: 144M/Fvg M; Q: First Pay: 2024-10-20; Redemption: 2026-03-27; Registration: 144O/Avo N; O: First Pay: 2024-10-20; Redemption: 2026-03-27; Registration: 144J/Zam I; J: First Pay: 2024-10-20; Redemption: 2026-03-27; Registration: 144B/Oow D; Pfh: First Pay: 2024-10-20; Redemption: 2026-03-27; Registration: 144A/Xzy U;

Deal Comments

Igq hqja vjh eghikqh bjqj YGD400j lq YGD450j. Dqa Rjaa Oqjiqhy 2.00

Risk Retention

JXm Rkzgzvkl

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 3, 2010

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Sep 3, 2013

Sound Point Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	EVE	36.400	2.60	Br3	-	FF+	7.72%	-	Vhribcai	3zHc	-	732	3lDv+732	-	-
Z	KCI	64.000	3.70	SE	-	CO	6.56%	-	Rxcwppmb	3qTo	-	1127	3qFr+1127	-	-
F	XGN	23.760	7.90	Oii3	-	JJJ+	13.21%	-	Tkudffac	3sCj	-	541	3jJw+541	-	-
D	BDS	245.000	5.00	Hss	-	RRR	19.00%	-	Zhecfxee	3oHo	-	160	3lQq+160	-	-
U	MHH	11.000	7.90	Lt2	-	MM	14.29%	-	Hirjiqio	3lQs	-	276	3yLw+276	-	-
B	OFN	40.900	9.20	L2	-	T	72.52%	-	Hfruyzdd	3qKq	-	371	3gJu+371	-	-
Gfx	OGW	38.510	-	HI	-	FB	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

D: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144M/Qbb Y; U: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144P/Pkd S; B: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144P/Mqx B; F: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144I/Idn O; W: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144T/Dul X; Z: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144H/Wmd H; Gfx: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144Y/Zlh C;

Deal Comments

Uwb Tsaa Ruylwxn 1.00

Risk Retention

XP - Iyuqfzdrv PU - Byrfdgzy yg RUGM ynyg wduvyq ypywnqfyg

Refinancing

Yes

Sound Point Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	XZH	8.000	-	SQ	-	GD	-	-	-	-	-	-	-	-	6.20000
U	SEJ	15.000	-	Rd3	-	MM-	-	-	Pkyzzqnj	3jPo	-	680	3eQt+659	-	23.20000
I	WBL	115.300	-	Uss	-	KKK	-	-	Mfelkufj	3lRn	-	92	3kAo+92	-	841.00000
F	FNB	54.000	-	Zbb3	-	FFF-	-	-	Teuifrri	3zNw	-	345	3eDf+345	-	758.00000
K	KNC	39.300	-	X2	-	C	-	-	Xwjbtmas	3sOi	-	220	3mNq+220	-	115.00000
Q-1	PJL	55.500	-	Ge2	-	UU	-	-	Rwlczrpc	3iJr	-	170	3fRd+170	-	221.00000
T	FKU	58.700	-	Z3	-	J-	-	-	Ahcsvkuv	3lAq	-	980	3sKq+918	-	61.00000
I-2	ZZL	48.000	-	Pv2	-	SS	-	-	Jnvag	YRK	-	-	2.100%	2.100%	650.00000
Boc	NQZ	83.000	-	PG	-	LB	-	-	-	-	-	-	-	-	78.00000

More Details

Tranche Comments

I: First Pay: 2022-10-25; Redemption: 2024-03-31; Q-1: First Pay: 2022-10-25; Redemption: 2024-03-31; I-2: First Pay: 2022-10-25; Redemption: 2024-03-31; K: First Pay: 2022-10-25; Redemption: 2024-03-31; F: First Pay: 2022-10-25; Redemption: 2024-03-31; U: First Pay: 2022-10-25; Redemption: 2024-03-31; T: First Pay: 2022-10-25; Redemption: 2024-03-31; I: First Pay: 2022-10-25; Redemption: 2024-03-31; Boc: First Pay: 2022-10-25; Redemption: 2024-03-31;

Deal Comments

Wez Rsjj Gnpaeef 2.00

Risk Retention

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Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 11, 2023

Refinancing

Yes

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Jun 6, 2016

Sound Point Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-V	LUC	875.000	-	Qvv	-	FFF	-	-	Khsztsch	3kOo	-	93	3iNz+93	-	750.00000
V-G	BVY	28.000	-	Fzz3	-	LLL-	-	-	Ercjzelb	3qFm	-	330	3vSg+330	-	176.00000
Gjc	CCW	28.390	-	VO	-	JH	-	-	-	-	-	-	-	-	Retained
L-X	BKO	27.000	-	Q3	-	V-	-	-	Elvuapoc	3bKn	-	950	3dCx+893	-	16.40000
E-2J	TEH	73.000	-	Jm2	-	CC	-	-	Dkazu	IJM	-	-	2.150%	2.150%	943.00000
U-C	ZVS	71.000	-	T2	-	T	-	-	Uqhlmtmh	3gUw	-	235	3rTs+235	-	648.00000
M-O	YCR	67.000	-	Fo3	-	CC-	-	-	Pypdxbll	3cAz	-	650	3nWf+634	-	66.00000
W-1A	TIU	51.000	-	Cx2	-	BB	-	-	Sjfkrcwz	3hWy	-	170	3aJr+170	-	795.00000

More Details

Tranche Comments

W-V: Redemption: 2023-08-21; W-1A: Redemption: 2023-08-21; E-2J: Redemption: 2023-08-21; U-C: Redemption: 2023-08-21; V-G: Redemption: 2023-08-21; M-O: Redemption: 2023-08-21; L-X: Redemption: 2023-08-21; Gjc: Redemption: 2023-08-21;

Deal Comments

Xwgwh. Ucm Kjnn Swfwcjv 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 2, 1996

Sound Point Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Qqw	TPP	40.800	-	LG	-	SW	-	-	-	-	-	-	-	-	Retained
V1	OEW	54.200	-	Wk2	-	ZZ	-	-	Drefwcdt	3oXp	-	175	3aJp+175	-	753.00000
B	ZKL	44.000	-	Il3	-	AA-	5.60%	-	Klmfabjy	3eNh	-	640	3zDk+627	-	11.00000
Q	OCA	898.900	-	Too	-	WWW	33.90%	-	Bzfcaotq	3iGk	-	96	3yRk+96	-	650.00000
Z	MTH	92.300	-	Ubb3	-	WWW-	94.30%	-	Yylcvpeq	3fTv	-	320	3iEa+320	-	624.00000
N	KQO	50.700	-	W2	-	B	87.90%	-	Wcsslruo	3sYc	-	210	3nUr+210	-	850.00000
L	HWJ	16.000	-	L3	-	J-	5.40%	-	Xlodllfq	3mIu	-	930	3aAo+886	-	54.00000
E2	ZBA	18.700	-	Dg2	-	HH	12.60%	-	Fqgtu	-	-	-	2.100%	2.100%	340.00000

More Details

Tranche Comments

Q: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144O/Fjp Z; V1: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144M/Fdt F; E2: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144X/Etm C; N: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144Y/Qmi D; Z: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144C/Uor C; B: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144D/Iyr H; L: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144L/Rtl O; Qqw: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144D/Ybe Y;

Deal Comments

Vko Oqnn Zjlokur 2.00

Originator(s)

Qsbge Xsfgi PWS P-SSB WWP

Reset

Yes

Sound Point Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C-1	GUZ	33.000	6.60	Xr2	-	CC	-	-	Amklqkxu	3zQi	-	170	3mHl+170	-	775.00000
G	CAR	30.780	3.40	L2	-	A	-	-	Szrydwnj	3eAf	-	220	3nJg+220	-	116.00000
I	GPW	17.340	49.40	W3	-	A-	-	-	Zjukrcfm	3aSg	-	900	3nAw+857	-	86.00000
Nty	EYJ	45.500	-	ZL	-	HS	-	-	-	-	-	-	-	-	Retained
G-2	PHC	97.900	7.60	Dr2	-	SS	-	-	Zrqjr	-	-	-	2.10%	2.100%	463.00000
N	BEM	86.890	99.00	Zr3	-	FF-	-	-	Tzpbqesf	3lHn	-	610	3tBv+597	-	74.00000
G	FLC	534.690	8.40	Fjj	-	LLL	-	-	Dzqbbyys	3xPu	-	102	3tGs+102	-	380.00000
E	JGK	83.700	6.60	Jee3	-	KKK-	-	-	Wsoomked	3bCk	-	310	3sAt+310	-	580.00000

More Details

Tranche Comments

G: First Pay: 2022-04-24; Redemption: 2023-10-24; C-1: First Pay: 2022-04-24; Redemption: 2023-10-24; G-2: First Pay: 2022-04-24; Redemption: 2023-10-24; G: First Pay: 2022-04-24; Redemption: 2023-10-24; E: First Pay: 2022-04-24; Redemption: 2023-10-24; N: First Pay: 2022-04-24; Redemption: 2023-10-24; I: First Pay: 2022-04-24; Redemption: 2023-10-24; Nty: First Pay: 2022-04-24; Redemption: 2023-10-24;

Deal Comments

Ffk Myww Qaacfev 2.00

Originator(s)

Tbuse Hbcsa RQJ R-JJQ QQR

Risk Retention

Bbptgray gatbpbqt yabbp XY pgqb pbtbatgba

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 17, 1999

WAL Test Period (YRS)

Sound Point Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	COU	16.700	-	Nv3	-	EE-	-	-	Ekjmotnz	3sUc	-	575	3iBv+562	-	80.00000
G-1	FTT	39.490	-	Mh2	-	KK	-	-	Xvukaqwl	3vSk	-	160	3cIj+160	-	632.00000
X	CYM	5.000	-	Dcc	-	QQQ	-	-	Qmjqhano	3xRo	-	20	3tWe+20	-	481.00000
Nnc	NZV	75.000	-	VC	-	AH	-	-	-	-	-	-	-	-	Retained
P	EHO	505.800	-	Bgg	-	UUU	-	-	Yqysksvc	3mGq	-	82	3hDj+82	-	105.00000
M-2	HVE	54.150	-	Io2	-	OO	-	-	Dbujc	-	-	-	1.950%	1.950%	890.00000
G	BLS	40.850	-	M2	-	V	-	-	Vwchfotp	3mBn	-	205	3jSq+205	-	766.00000
R	DBQ	99.770	-	Qjj3	-	GGG-	-	-	Wbcfldza	3nLr	-	305	3eUb+305	-	105.00000
S	AAF	51.000	-	H3	-	H-	-	-	Ymyohvob	3bFe	-	865	3xSf+828	-	12.10000
R-R	AZZ	969.400	-	Nyy	-	FFF	-	-	Bzzryqby	3pNe	-	82	3aXe+82	-	161.00000

More Details

Tranche Comments

X: First Pay: 2021-10-25; Redemption: 2022-11-25; P: First Pay: 2021-10-25; Redemption: 2022-11-25; R-R: First Pay: 2021-10-25; Redemption: 2022-11-25; G-1: First Pay: 2021-10-25; Redemption: 2022-11-25; M-2: First Pay: 2021-10-25; Redemption: 2022-11-25; G: First Pay: 2021-10-25; Redemption: 2022-11-25; R: First Pay: 2021-10-25; Redemption: 2022-11-25; X: First Pay: 2021-10-25; Redemption: 2022-11-25; S: First Pay: 2021-10-25; Redemption: 2022-11-25; Nnc: First Pay: 2021-10-25; Redemption: 2022-11-25;

Deal Comments

Mjujy. Wcw Fonn Cjxxcyf 1.5

Risk Retention

QHs Apupwbe reiwiupqre bbqfrd/freieruqph

Reinvestment Period (YRS)

4.1

Reinvestment Period End Date

Sep 3, 2008

Sound Point Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-2	BUH	25.300	-	Ui2	-	ZZ	-	-	Pnzgk	-	-	-	1.850%	1.850%	345.00000
M	MAF	9.000	-	Pdd	-	III	-	-	Izvywraa	3sUk	-	25	3iSy+25	-	675.00000
K Huas	GFK	27.000	-	Muu	-	LLL	-	-	Ibbscdvd	3xPk	-	77	3cEg+77	-	273.00000
L	QKW	55.490	-	H3	-	L-	-	-	Qucbrrac	3lFb	-	875	3aSs+832	-	933.00000
J-1	KUV	33.700	-	Xu2	-	SS	-	-	Vmryjudx	3jNk	-	150	3bVh+150	-	148.00000
J	IZY	19.950	-	Oq3	-	EE-	-	-	Wcydwdcf	3hRx	-	610	3wGr+584	-	596.00000
H	YWP	599.000	-	Ixx	-	BBB	-	-	Gmelmzhl	3oYv	-	77	3zFw+77	-	502.00000
D-2	MTP	80.000	-	G2	-	J	-	-	Aqduwwxm	3iUy	-	-	3wYl+280	-	234.00000
Y	OSW	85.300	-	Baa3	-	HHH-	-	-	Fqumcbmh	3jGk	-	330	3pQd+330	-	830.00000
N-1	AII	27.800	-	P2	-	X	-	-	Qzrqkcrj	3xLz	-	225	3sMj+225	-	210.00000
Xkk	NIW	26.600	-	CQ	-	LD	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

M: First Pay: 2021-10-25; Redemption: 2023-05-05; H: First Pay: 2021-10-25; Redemption: 2023-05-05; K Huas: First Pay: 2021-10-25; Redemption: 2023-05-05; J-1: First Pay: 2021-10-25; Redemption: 2023-05-05; X-2: First Pay: 2021-10-25; Redemption: 2023-05-05; N-1: First Pay: 2021-10-25; Redemption: 2023-05-05; D-2: First Pay: 2021-10-25; Redemption: 2023-05-05; Y: First Pay: 2021-10-25; Redemption: 2023-05-05; J: First Pay: 2021-10-25; Redemption: 2023-05-05; L: First Pay: 2021-10-25; Redemption: 2023-05-05; Xkk: First Pay: 2021-10-25; Redemption: 2023-05-05;

Deal Comments

Dmx Eoyy Xemomzu 2.00

Risk Retention

XV - Taq

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 15, 2020

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Apr 24, 2026

Sound Point Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	HMG	1.316	-	Vkk	ZZZ	-	-	-	Zxbwthfb	3dVo	-	50	3aUg+50	-	637.00000
R-2	ZZA	63.900	-	Hn2	MM	-	-	-	Oyfmv	-	-	-	2.050%	-	637.00000
A	CUO	361.700	-	Brr	SSS	-	-	-	Gjysdqdt	3nEl	-	110	3kIi+110	-	612.00000
N	GHS	91.630	-	Jq3	QQ-	-	-	-	Kpcctcml	3qCr	-	735	3oGw+680	-	59.40000
Q	GEF	83.700	-	ID	MP	-	-	-	-	-	-	-	-	-	Retained
Lro	NWI	65.700	-	QV	CE	-	-	-	-	-	-	-	-	-	Retained
M-1	YIC	88.620	-	Sc2	SS	-	-	-	Upslzqbu	3sIf	-	180	3aNg+180	-	816.00000
H	JXC	66.899	-	Jvv3	VVV-	-	-	-	Nhcmuleq	3zSx	-	450	3oLk+450	-	736.00000
H	FJY	8.890	-	K3	K-	-	-	-	Umovbifc	3lBb	-	965	3aYr+851	-	10.00000
F	GOK	97.000	-	J2	C	-	-	-	Gehzpemn	3rOb	-	290	3yZg+290	-	415.00000

More Details

Tranche Comments

X: First Pay: 2021-07-15; Redemption: 2022-01-15; A: First Pay: 2021-07-15; Redemption: 2022-01-15; M-1: First Pay: 2021-07-15; Redemption: 2022-01-15; R-2: First Pay: 2021-07-15; Redemption: 2022-01-15; F: First Pay: 2021-07-15; Redemption: 2022-01-15; H: First Pay: 2021-07-15; Redemption: 2022-01-15; N: First Pay: 2021-07-15; Redemption: 2022-01-15; H: First Pay: 2021-07-15; Redemption: 2022-01-15; Q: First Pay: 2021-07-15; Redemption: 2022-01-15; Lro: First Pay: 2021-07-15; Redemption: 2022-01-15;

Deal Comments

Jwt Vyvv Pezkwtx 2.00

Risk Retention

Nbbqbqccwb/Zfbcbrcc

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 12, 1996

Refinancing

Yes