Sound Point Euro CLO DAC (SNDPE) III

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XEUR2.0001.20-AAAAAA--Floating--403mEu+40bps-100.00000
AEUR248.0005.90-AAAAAA38.00%-Floating3mEu-953mEu+95bps-100.00000
B-1EUR28.0007.70-AAAA28.00%-Floating3mEu-1753mEu+175bps-100.00000
B-2EUR12.0007.70-AAAA28.00%-Fixed---2.00%-100.00000
CEUR28.0008.40-AA21.00%-Floating3mEu-2303mEu+230bps-100.00000
DEUR24.0009.10-BBBBBB-15.00%-Floating3mEu-3203mEu+320bps-100.00000
EEUR20.0009.70-BBBB10.00%-Floating3mEu-5853mEu+545bps-97.03000
FEUR10.60010.20-B-B-7.40%--------
ZEUR12.000---NR---------
SubEUR36.500---NR---------
Tranche Comments
X: First Pay: 2020-10-15; Redemption: 2022-03-24; Registration: 144A/Reg S; A: First Pay: 2020-10-15; Redemption: 2022-03-24; Registration: 144A/Reg S; B-1: First Pay: 2020-10-15; Redemption: 2022-03-24; Registration: 144A/Reg S; B-2: First Pay: 2020-10-15; Redemption: 2022-03-24; Registration: 144A/Reg S; C: First Pay: 2020-10-15; Redemption: 2022-03-24; Registration: 144A/Reg S; D: First Pay: 2020-10-15; Redemption: 2022-03-24; Registration: 144A/Reg S; E: First Pay: 2020-10-15; Redemption: 2022-03-24; Registration: 144A/Reg S; F: First Pay: 2020-10-15; Redemption: 2022-03-24; Registration: 144A/Reg S; Z: First Pay: 2020-10-15; Redemption: 2022-03-24; Registration: 144A/Reg S; Sub: First Pay: 2020-10-15; Redemption: 2022-03-24; Registration: 144A/Reg S;
Deal Comments
Non-Call Period: 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 15, 2024