FINSIGHT

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	272.000	2.00	Aaa	-	AAA	32.00%	-	Floating	3mEu	-	160	3mEu+160	-	-
B	EUR	23.000	4.50	Aa2	-	AA	26.25%	-	Floating	3mEu	-	276	3mEu+276	-	-
C	EUR	22.250	5.10	A2	-	A	20.69%	-	Floating	3mEu	-	371	3mEu+371	-	-
D	EUR	23.920	5.80	Baa3	-	BBB+	14.71%	-	Floating	3mEu	-	541	3mEu+541	-	-
E	EUR	23.800	6.30	Ba3	-	BB+	8.76%	-	Floating	3mEu	-	732	3mEu+732	-	-
F	EUR	12.000	5.60	NR	-	NR	5.76%	-	Floating	3mEu	-	1127	3mEu+1127	-	-
Sub	EUR	13.220	-	NR	-	NR	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144A/Reg S; B: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144A/Reg S; C: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144A/Reg S; D: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144A/Reg S; E: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144A/Reg S; F: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144A/Reg S; Sub: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 1.00

Risk Retention

EU - Vertical; US - Reliance on LSTA open market exemption

Sound Point Capital Management