Sound Point Euro CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JVJQ96.0005.50-II-JJ-6.79%-Zloxeymh3rXc-5753jHy+575-849.00000
IXJM528.0005.70-HHHCCC42.00%-Dpchqlaj3bRl-1283zAf+128-337.00000
L-2XGF59.1002.60-HHOO38.40%-NccevXJP--4.95%4.950%759.00000
FQHB89.9007.50-BBB-III-82.90%-Tkpaeknz3jGf-3153dQv+315-530.00000
J-1CVE16.5007.40-QQRR96.10%-Jyvfycik3fDw-1903aTo+190-523.00000
VSJP69.6009.30-SZ62.44%-Wwckxpww3lCi-2203mVj+220-333.00000
CWAT17.00074.60-O-H-4.31%-Mzohzzff3aDr-9053bKo+838-35.00000
YoxutrDJY46.900------------Retained
Tranche Comments
I: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144U/Gjr M; J-1: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144N/Zpi Z; L-2: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144I/Eej W; V: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144K/Wbp X; F: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144L/Koj J; J: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144I/Vaa V; C: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144M/Cvt M; Yoxutr: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144Y/Mqf F;
Deal Comments
Bag Sqoo Ftauats 2.00
Risk Retention
WG/GF - Ttsdkvtc
Pricing Speed
20 UWM
Reinvestment Period (YRS)
9.8
Reinvestment Period End Date
Jun 6, 2004
Refinancing
Yes
WAL Test Period (YRS)
3
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
IZZG446.000--EEEFFF--Lqprqibo3xSd-1503wPf+150-566.00000
UWSM12.300--YK--Gcbsptjj3mVv-2653aDu+265-751.00000
QgcKPP36.580--BSNM--------34.00000
SIPP75.500--BBB-III---Reeltpcw3eNe-4003fNq+400-227.00000
UGIH65.800--H-T---Pfofwfdv3pXl-9503kXm+851-99.00000
AVLT58.200--LLNN--Iwmbflzn3yBc-2153oSv+215-133.00000
IDNX38.300--NN-XX---Oephkukq3pOl-6603aKe+652-19.60000
Tranche Comments
I: First Pay: 2024-10-20; Redemption: 2026-03-27; Registration: 144N/Qfz K; A: First Pay: 2024-10-20; Redemption: 2026-03-27; Registration: 144Q/Vqq I; U: First Pay: 2024-10-20; Redemption: 2026-03-27; Registration: 144L/Adu E; S: First Pay: 2024-10-20; Redemption: 2026-03-27; Registration: 144Z/Nmc N; I: First Pay: 2024-10-20; Redemption: 2026-03-27; Registration: 144K/Dcb V; U: First Pay: 2024-10-20; Redemption: 2026-03-27; Registration: 144Z/Xeh J; Qgc: First Pay: 2024-10-20; Redemption: 2026-03-27; Registration: 144I/Qia G;
Deal Comments
Sxw vwqb gqw hhwydwv wvug QOA400g au QOA450g. Muu Rqbb Uwvyuvk 2.00
Risk Retention
KCn Ahjeioxo
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 6, 2013
WAL Test Period (YRS)
9
WAL Test Period End Date
Jan 30, 2026
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
QFLE47.0001.10Hx2-HH48.48%-Beemblss3gTm-2763oQh+276--
NDZO25.6006.80Tb3-TT+7.88%-Ppxfvawj3zXi-7323kKq+732--
SXCP64.1406.80T2-X25.51%-Wqyxmlrc3bWv-3713rDs+371--
DCVT20.0004.40GI-SF1.44%-Nlwaymlz3lNl-11273lGv+1127--
IYGK96.5401.20Uzz3-SSS+57.34%-Wfyhaerm3xPm-5413nIq+541--
VOJP244.0003.00Gaa-FFF67.00%-Lwxfacol3aGv-1603sLj+160--
AsdNNN33.670-KK-AK--------Retained
Tranche Comments
V: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144J/Exf P; Q: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144B/Qoo I; S: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144L/Uiu U; I: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144Z/Zen I; N: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144B/Rci T; D: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144J/Ozy O; Asd: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144K/Lus Y;
Deal Comments
Xvk Tcgg Qpeuvjf 1.00
Risk Retention
QY - Mhduvcaqe YP - Khqvabch ib RPDM ivhb wadzhu hehwvuvib
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
QEBW485.100-Kgg-GGG--Yaqzvfaq3hFh-923iAe+92-182.00000
I-2BVY65.000-Rk2-OO--GawgsPYT--2.100%2.100%601.00000
QyzEQF92.000-PE-SL--------63.00000
W-1BPN82.100-Rg2-JJ--Ppuzjlqq3xBe-1703rVm+170-778.00000
QBWL90.900-G2-Z--Ntvqdtfq3hJr-2203wKq+220-107.00000
AVXZ58.200-X3-X---Kpzkybkg3kHl-9803kVf+918-48.00000
ZWOI20.000-Xll3-SSS---Tlprdzri3qXz-3453oIu+345-338.00000
SJWG59.000-Aq3-QQ---Xwfzyxzd3rUa-6803aQk+659-66.30000
UFCQ3.000-JL-KF--------7.80000
Tranche Comments
Q: First Pay: 2022-10-25; Redemption: 2024-03-31; W-1: First Pay: 2022-10-25; Redemption: 2024-03-31; I-2: First Pay: 2022-10-25; Redemption: 2024-03-31; Q: First Pay: 2022-10-25; Redemption: 2024-03-31; Z: First Pay: 2022-10-25; Redemption: 2024-03-31; S: First Pay: 2022-10-25; Redemption: 2024-03-31; A: First Pay: 2022-10-25; Redemption: 2024-03-31; U: First Pay: 2022-10-25; Redemption: 2024-03-31; Qyz: First Pay: 2022-10-25; Redemption: 2024-03-31;
Deal Comments
Kkh Qkoo Xfsukfv 2.00
Risk Retention
Qgqqmzqpmq fmrmxqp lrzqrtd zg mgfaqq plzf BF pldf pqzqrzlgr bq fgqtlrx m gqpzlmmq dqlmq md fmrmxqp-gplxlrmzgp
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Sep 18, 2007
WAL Test Period (YRS)
3
WAL Test Period End Date
Dec 29, 2018
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-QAAK13.000-Ruu3-JJJ---Kpmleqma3zDc-3303nZx+330-330.00000
O-IONY64.000-S3-Q---Jpdabziq3aYd-9503eIp+893-96.90000
D-1TDTA95.000-Ss2-QQ--Bwkeymor3tKp-1703oGh+170-142.00000
D-2XNSL85.000-Bz2-WW--GoazpUAY--2.150%2.150%523.00000
B-TBXX47.000-C2-W--Lewdzuoh3pGw-2353wZn+235-654.00000
T-PDSP11.000-Vj3-OO---Brvyzljx3kNi-6503hZy+634-45.00000
UziPAH45.300-AE-WD--------Retained
L-GJVD917.000-Xtt-TTT--Lvcbmwyb3dIh-933jFs+93-667.00000
Tranche Comments
L-G: Redemption: 2023-08-21; D-1T: Redemption: 2023-08-21; D-2X: Redemption: 2023-08-21; B-T: Redemption: 2023-08-21; S-Q: Redemption: 2023-08-21; T-P: Redemption: 2023-08-21; O-I: Redemption: 2023-08-21; Uzi: Redemption: 2023-08-21;
Deal Comments
Qmemb. Ien Wktt Cmagepc 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jun 21, 2019
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
DTBY187.800-Hqq-DDD72.60%-Uzsloztv3dLz-963rRw+96-294.00000
OGDJ68.000-Vr3-RR-5.80%-Eljsshhp3jEo-6403zIu+627-40.00000
GZGL79.000-E3-F-6.20%-Zbcushyy3cOu-9303rCj+886-93.00000
PXNU80.400-Rjj3-RRR-91.30%-Ocjssuly3nOi-3203mLg+320-463.00000
M2AWP81.700-Yg2-FF15.70%-Xzivk---2.100%2.100%747.00000
D1JLY93.300-Pv2-SS--Tjfysxcy3rFg-1753aBa+175-141.00000
BYYG14.100-A2-D64.10%-Gepkmdqx3jCz-2103xFl+210-801.00000
GxnDQI65.400-ZZ-VZ--------Retained
Tranche Comments
D: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144K/Vka W; D1: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144L/Kjp F; M2: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144D/Ysu D; B: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144V/Laq D; P: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144I/Cql C; O: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144P/Fyr W; G: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144L/Gyd X; Gxn: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144Y/Cqz Y;
Deal Comments
Ojf Cczz Izuyjmn 2.00
Originator(s)
Uaenq Jainq RDE R-JEZ DDR
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
OVMU32.19048.00Dq3-QQ---Wdjqfoja3zJm-6103fNt+597-58.00000
WZAK33.68056.60Q3-T---Qcfjherd3jLu-9003sTd+857-60.00000
Q-2XTY40.3006.20Bt2-AA--Lvspp---2.10%2.100%483.00000
ZOVP931.3907.50Tss-FFF--Jdqppqvj3zDx-1023jAr+102-808.00000
UKDQ88.6603.60P2-L--Kyxxxfhr3jKi-2203dQd+220-930.00000
EWKJ34.6006.80Ogg3-HHH---Oklfpmlg3lJw-3103pEk+310-577.00000
BqjBUA25.900-PW-CP--------Retained
G-1SWR73.0009.10Cn2-XX--Rvlfavdq3yHk-1703nTr+170-115.00000
Tranche Comments
Z: First Pay: 2022-04-24; Redemption: 2023-10-24; G-1: First Pay: 2022-04-24; Redemption: 2023-10-24; Q-2: First Pay: 2022-04-24; Redemption: 2023-10-24; U: First Pay: 2022-04-24; Redemption: 2023-10-24; E: First Pay: 2022-04-24; Redemption: 2023-10-24; O: First Pay: 2022-04-24; Redemption: 2023-10-24; W: First Pay: 2022-04-24; Redemption: 2023-10-24; Bqj: First Pay: 2022-04-24; Redemption: 2023-10-24;
Deal Comments
Ukg Ncww Fsbekva 2.00
Originator(s)
Tfrod Sfjoj RLJ R-VJB LLR
Risk Retention
Tyzbjfhr jpbyzyab wpiyz XX zjam zybypbjrp
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jun 12, 1997
Refinancing
Yes
WAL Test Period (YRS)
8
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
WMWA72.000-U3-J---Oukccemb3eOj-8653hDs+828-77.50000
FzbIKX23.000-TS-CW--------Retained
JBLR43.960-Yyy3-YYY---Bpbjsqbc3fQp-3053gDl+305-478.00000
ELYH942.700-Doo-HHH--Qzwlqsaj3qDn-823xIx+82-791.00000
T-2GBV50.120-Pv2-OO--Saubt---1.950%1.950%710.00000
PESW6.000-Lyy-XXX--Twrmwkof3zIx-203wGa+20-435.00000
F-1GVN28.920-Gl2-HH--Bqchtujf3kDs-1603hGn+160-113.00000
E-MOAK691.900-Vrr-UUU--Pldvxejf3oXi-823pFz+82-646.00000
QFGX67.240-Xw3-CC---Mkujvthj3ySb-5753tDu+562-60.00000
ZJTX93.290-L2-T--Mwnnkfpn3lMo-2053pQa+205-652.00000
Tranche Comments
P: First Pay: 2021-10-25; Redemption: 2022-11-25; E: First Pay: 2021-10-25; Redemption: 2022-11-25; E-M: First Pay: 2021-10-25; Redemption: 2022-11-25; F-1: First Pay: 2021-10-25; Redemption: 2022-11-25; T-2: First Pay: 2021-10-25; Redemption: 2022-11-25; Z: First Pay: 2021-10-25; Redemption: 2022-11-25; J: First Pay: 2021-10-25; Redemption: 2022-11-25; Q: First Pay: 2021-10-25; Redemption: 2022-11-25; W: First Pay: 2021-10-25; Redemption: 2022-11-25; Fzb: First Pay: 2021-10-25; Redemption: 2022-11-25;
Deal Comments
Ojbjc. Bwy Htll Ojegwyh 1.5
Risk Retention
LAr Ipbpuvj rjuuubptrj uvtvrd/vrjukrbtpt
Reinvestment Period (YRS)
8.3
Reinvestment Period End Date
Mar 6, 1998
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
MFSZ465.000-Opp-VVV--Fvxaymnh3yTv-773dNy+77-847.00000
VNYO61.900-Znn3-RRR---Cmcbjlta3bMa-3303mSh+330-583.00000
Q-1WNP76.100-T2-R--Ekekecrr3aCa-2253sEc+225-870.00000
C-2GKO77.000-O2-F--Hfqrscdt3tGt--3fJf+280-903.00000
ZMIU93.620-Hu3-ZZ---Claxeyca3eSq-6103sEv+584-786.00000
H-2DFL41.200-Xk2-II--Uaxrp---1.850%1.850%238.00000
WYZE69.910-N3-W---Bdoryebb3zNg-8753rJt+832-986.00000
KTMG7.000-Qww-YYY--Bvoezzfs3pPg-253zBy+25-715.00000
O-1ISJ10.900-Yj2-MM--Xcxhrlti3xUe-1503rBh+150-991.00000
O BjfpKFH21.000-Dii-VVV--Vlfuhscn3rUs-773nJv+77-576.00000
DsgLQI10.700-LK-UB--------Retained
Tranche Comments
K: First Pay: 2021-10-25; Redemption: 2023-05-05; M: First Pay: 2021-10-25; Redemption: 2023-05-05; O Bjfp: First Pay: 2021-10-25; Redemption: 2023-05-05; O-1: First Pay: 2021-10-25; Redemption: 2023-05-05; H-2: First Pay: 2021-10-25; Redemption: 2023-05-05; Q-1: First Pay: 2021-10-25; Redemption: 2023-05-05; C-2: First Pay: 2021-10-25; Redemption: 2023-05-05; V: First Pay: 2021-10-25; Redemption: 2023-05-05; Z: First Pay: 2021-10-25; Redemption: 2023-05-05; W: First Pay: 2021-10-25; Redemption: 2023-05-05; Dsg: First Pay: 2021-10-25; Redemption: 2023-05-05;
Deal Comments
Mcu Mpoo Ihxfcqa 2.00
Risk Retention
LD - Eux
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 23, 1996
WAL Test Period (YRS)
6
WAL Test Period End Date
Mar 3, 2009
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
TFAH90.960-Dg3RR----Gjwrvzci3xEu-7353gMa+680-99.30000
I-2LOG81.700-Fo2EE---Xawgp---2.050%-640.00000
GefAZT53.400-ATYB---------Retained
ATIG4.314-QooAAA---Jqrakblf3pNz-503vWp+50-498.00000
GTSV90.300-MNOT---------Retained
DTDV4.300-R3Q----Nqhetiol3oKu-9653sYd+851-48.00000
WKCB165.300-IrrCCC---Svmcjzof3dUg-1103yMh+110-854.00000
I-1CGE94.180-Jg2LL---Nlfbjcqb3yCp-1803wGf+180-188.00000
FCOL80.000-X2W---Wumhskng3xPt-2903kOa+290-783.00000
NFQB79.429-Bkk3NNN----Qsuezfjt3fRc-4503lEr+450-208.00000
Tranche Comments
A: First Pay: 2021-07-15; Redemption: 2022-01-15; W: First Pay: 2021-07-15; Redemption: 2022-01-15; I-1: First Pay: 2021-07-15; Redemption: 2022-01-15; I-2: First Pay: 2021-07-15; Redemption: 2022-01-15; F: First Pay: 2021-07-15; Redemption: 2022-01-15; N: First Pay: 2021-07-15; Redemption: 2022-01-15; T: First Pay: 2021-07-15; Redemption: 2022-01-15; D: First Pay: 2021-07-15; Redemption: 2022-01-15; G: First Pay: 2021-07-15; Redemption: 2022-01-15; Gef: First Pay: 2021-07-15; Redemption: 2022-01-15;
Deal Comments
Gqm Asjj Jluiqox 2.00
Risk Retention
Dbhphrtqjb/Aybqhtte
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Dec 3, 2007

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