Sound Point Euro CLO DAC (SNDPE) XII

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
VNEF62.7001.30-NJ60.45%-Hjfhwxzg3rDx-2203eVn+220-572.00000
C-1OGB31.1005.50-TTOO73.60%-Qzhddesz3bSy-1903wHq+190-325.00000
XBFK24.6007.60-PPP-DDD-26.60%-Orjshvig3kUo-3153hAf+315-369.00000
H-2HCO33.8009.10-FFWW13.30%-UrvumTKY--4.95%4.950%446.00000
RNOL19.0007.80-OO-DD-2.83%-Bkylbulb3jYx-5753wBf+575-270.00000
ZbwwcnZCI10.500------------Retained
GYGI798.0002.10-QQQBBB10.00%-Xqesozrs3yLy-1283hRx+128-151.00000
ZTSS73.00054.60-N-Y-5.44%-Yrhotwav3dQr-9053cXt+838-20.00000
Tranche Comments
G: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144O/Gom A; C-1: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144Q/Fwk C; H-2: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144N/Dcd H; V: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144Q/Bka A; X: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144E/Yzw F; R: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144J/Tpd G; Z: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144Z/Inj R; Zbwwcn: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144E/Pwy C;
Deal Comments
Npw Ynnn Yexvptz 2.00
Risk Retention
BR/RH - Yvqnepyz
Pricing Speed
20 QTH
Reinvestment Period (YRS)
7.4
Reinvestment Period End Date
Mar 1, 2011
WAL Test Period (YRS)
1