Sound Point Euro CLO DAC (SNDPE) VII

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR307.500-Aaa-AAA38.50%-Floating3mEu-963mEu+96-100.00000
B1EUR37.500-Aa2-AA--Floating3mEu-1753mEu+175-100.00000
B2EUR12.500-Aa2-AA28.50%-Fixed---2.100%2.100%100.00000
CEUR31.300-A2-A22.20%-Floating3mEu-2103mEu+210-100.00000
DEUR37.500-Baa3-BBB-14.70%-Floating3mEu-3203mEu+320-100.00000
EEUR25.000-Ba3-BB-9.70%-Floating3mEu-6403mEu+627-99.00000
FEUR15.000-B3-B-6.70%-Floating3mEu-9303mEu+886-97.00000
SubEUR39.100-NR-NR--------Retained
Tranche Comments
A: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144A/Reg S; B1: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144A/Reg S; B2: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144A/Reg S; C: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144A/Reg S; D: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144A/Reg S; E: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144A/Reg S; F: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144A/Reg S; Sub: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Originator(s)
Sound Point CLO C-MOA LLC