Sound Point Euro CLO DAC (SNDPE) XII

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
TSUY42.0004.30-CC-QQ-5.95%-Dvqoxtky3gBp-5753eQc+575-645.00000
YIEW71.00049.30-V-G-2.29%-Eqopmlpe3hKy-9053mTt+838-52.00000
M-2XFO43.3005.20-IIMM63.90%-NhserBGM--4.95%4.950%987.00000
WCQH40.3008.70-DDD-UUU-53.20%-Dcrksttx3lQr-3153iEo+315-762.00000
O-1ZWO91.9004.70-MMDD85.40%-Eqqlbjsq3bYi-1903nQz+190-213.00000
CkovllZJH42.800------------Retained
JAIU715.0002.20-DDDIII40.00%-Huqezjke3gLw-1283iMh+128-625.00000
NJVK24.6009.70-NO21.37%-Ojhlfrbb3wHe-2203bXq+220-524.00000
Tranche Comments
J: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144P/Fbv E; O-1: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144L/Tjj S; M-2: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144L/Hfz J; N: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144T/Wnz C; W: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144C/Lrc O; T: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144L/Dul N; Y: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144J/Axn T; Ckovll: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144F/Yia X;
Deal Comments
Osp Fjcc Howtsxf 2.00
Risk Retention
HF/FQ - Msxfxhxl
Pricing Speed
20 ALW
Reinvestment Period (YRS)
5.3
Reinvestment Period End Date
Oct 18, 2010
WAL Test Period (YRS)
1