| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 307.500 | - | Aaa | - | AAA | 38.50% | - | Floating | 3mEu | - | 96 | 3mEu+96 | - | 100.00000 |
| B1 | EUR | 37.500 | - | Aa2 | - | AA | - | - | Floating | 3mEu | - | 175 | 3mEu+175 | - | 100.00000 |
| B2 | EUR | 12.500 | - | Aa2 | - | AA | 28.50% | - | Fixed | - | - | - | 2.100% | 2.100% | 100.00000 |
| C | EUR | 31.300 | - | A2 | - | A | 22.20% | - | Floating | 3mEu | - | 210 | 3mEu+210 | - | 100.00000 |
| D | EUR | 37.500 | - | Baa3 | - | BBB- | 14.70% | - | Floating | 3mEu | - | 320 | 3mEu+320 | - | 100.00000 |
| E | EUR | 25.000 | - | Ba3 | - | BB- | 9.70% | - | Floating | 3mEu | - | 640 | 3mEu+627 | - | 99.00000 |
| F | EUR | 15.000 | - | B3 | - | B- | 6.70% | - | Floating | 3mEu | - | 930 | 3mEu+886 | - | 97.00000 |
| Sub | EUR | 39.100 | - | 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