Sound Point Euro CLO DAC (SNDPE) I(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XEUR1.000-Aaa-AAA--Floating3mEu-203mEu+20-100.00000
AEUR150.400-Aaa-AAA--Floating3mEu-823mEu+82-100.00000
A-LEUR159.600-Aaa-AAA--Floating3mEu-823mEu+82-100.00000
B-1EUR34.750-Aa2-AA--Floating3mEu-1603mEu+160-100.00000
B-2EUR12.750-Aa2-AA--Fixed---1.950%1.950%100.00000
CEUR33.850-A2-A--Floating3mEu-2053mEu+205-100.00000
DEUR33.650-Baa3-BBB---Floating3mEu-3053mEu+305-100.00000
EEUR26.250-Ba3-BB---Floating3mEu-5753mEu+562-99.00000
FEUR15.000-B3-B---Floating3mEu-8653mEu+828-97.50000
SubEUR45.000-NR-NR--------Retained
Tranche Comments
X: First Pay: 2021-10-25; Redemption: 2022-11-25; A: First Pay: 2021-10-25; Redemption: 2022-11-25; A-L: First Pay: 2021-10-25; Redemption: 2022-11-25; B-1: First Pay: 2021-10-25; Redemption: 2022-11-25; B-2: First Pay: 2021-10-25; Redemption: 2022-11-25; C: First Pay: 2021-10-25; Redemption: 2022-11-25; D: First Pay: 2021-10-25; Redemption: 2022-11-25; E: First Pay: 2021-10-25; Redemption: 2022-11-25; F: First Pay: 2021-10-25; Redemption: 2022-11-25; Sub: First Pay: 2021-10-25; Redemption: 2022-11-25;
Deal Comments
Reset. Non Call Period: 1.5
Risk Retention
EU: Manager originator method/horizontal
Reinvestment Period (YRS)
4.5
Reinvestment Period End Date
Nov 25, 2025
Reset
Yes