Signal Peak CLO (SPEAK) 12

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
K-2WFE40.000--QQYY----Bwtuo---5.089%--
KYRE38.900--LL-VB----TmjubrlvMSUC-767NNJZ+767--
WORB94.000--QAU----DsmusosiZVWS265-275345DVNU+345--
P-2MQY12.200--VVVYYY----Qiply---4.135%--
Y-1NLU27.000--IIFE----LcezlxjaJQHF-260MVXT+260--
N-1FTC790.100--RRRJJJ----ZuvahzmoBNZF-154GUCH+154--
QngCMU85.200--------------Retained
XPNA95.000--BBB-KX----LfspzmolAJBP385-400482KNXW+482--
Tranche Comments
N-1: Redemption: 2024-06-21; P-2: Redemption: 2024-06-21; Y-1: Redemption: 2024-06-21; K-2: Redemption: 2024-06-21; W: Redemption: 2024-06-21; X: Redemption: 2024-06-21; K: Redemption: 2024-06-21; Qng: Redemption: 2024-06-21;
Deal Comments
Aqm Kkpp Dbhrqsc 2.00
Risk Retention
PL - Xhq
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jul 17, 2010

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