| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 259.250 | 6.30 | Aaa | - | AAA | - | - | Floating | 3mEu | - | 102 | 3mEu+102 | - | 100.00000 |
| B-1 | EUR | 34.000 | 7.90 | Aa2 | - | AA | - | - | Floating | 3mEu | - | 170 | 3mEu+170 | - | 100.00000 |
| B-2 | EUR | 10.600 | 7.90 | Aa2 | - | AA | - | - | Fixed | - | - | - | 2.10% | 2.100% | 100.00000 |
| C | EUR | 26.550 | 8.60 | A2 | - | A | - | - | Floating | 3mEu | - | 220 | 3mEu+220 | - | 100.00000 |
| D | EUR | 31.900 | 9.30 | Baa3 | - | BBB- | - | - | Floating | 3mEu | - | 310 | 3mEu+310 | - | 100.00000 |
| E | EUR | 21.250 | 10.00 | Ba3 | - | BB- | - | - | Floating | 3mEu | - | 610 | 3mEu+597 | - | 99.00000 |
| F | EUR | 12.750 | 10.50 | B3 | - | B- | - | - | Floating | 3mEu | - | 900 | 3mEu+857 | - | 97.00000 |
| Sub | EUR | 32.900 | - | 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