Sound Point Euro CLO DAC (SNDPE) VI

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR259.2506.30Aaa-AAA--Floating3mEu-1023mEu+102-100.00000
B-1EUR34.0007.90Aa2-AA--Floating3mEu-1703mEu+170-100.00000
B-2EUR10.6007.90Aa2-AA--Fixed---2.10%2.100%100.00000
CEUR26.5508.60A2-A--Floating3mEu-2203mEu+220-100.00000
DEUR31.9009.30Baa3-BBB---Floating3mEu-3103mEu+310-100.00000
EEUR21.25010.00Ba3-BB---Floating3mEu-6103mEu+597-99.00000
FEUR12.75010.50B3-B---Floating3mEu-9003mEu+857-97.00000
SubEUR32.900-NR-NR--------Retained
Tranche Comments
A: First Pay: 2022-04-24; Redemption: 2023-10-24; B-1: First Pay: 2022-04-24; Redemption: 2023-10-24; B-2: First Pay: 2022-04-24; Redemption: 2023-10-24; C: First Pay: 2022-04-24; Redemption: 2023-10-24; D: First Pay: 2022-04-24; Redemption: 2023-10-24; E: First Pay: 2022-04-24; Redemption: 2023-10-24; F: First Pay: 2022-04-24; Redemption: 2023-10-24; Sub: First Pay: 2022-04-24; Redemption: 2023-10-24;
Deal Comments
Non Call Period: 2.00
Originator(s)
Sound Point CLO C-MOA LLC
Risk Retention
Vertical interest under EU risk retention
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 24, 2026
WAL Test Period (YRS)
9