Sound Point Euro CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR248.0006.40-AAAAAA38.00%-Floating3mEu-1283mEu+128-100.00000
B-1EUR33.5008.30-AAAA26.50%-Floating3mEu-1903mEu+190-100.00000
B-2EUR12.5008.30-AAAA26.50%-FixedYLD--4.95%4.950%100.00000
CEUR23.4008.90-AA20.65%-Floating3mEu-2203mEu+220-100.00000
DEUR28.6009.40-BBB-BBB-13.50%-Floating3mEu-3153mEu+315-100.00000
EEUR17.0009.80-BB-BB-9.25%-Floating3mEu-5753mEu+575-100.00000
FEUR10.00010.10-B-B-6.75%-Floating3mEu-9053mEu+838-96.00000
EquityEUR30.100------------Retained
Tranche Comments
A: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144A/Reg S; B-1: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144A/Reg S; B-2: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144A/Reg S; C: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144A/Reg S; D: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144A/Reg S; E: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144A/Reg S; F: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144A/Reg S; Equity: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Risk Retention
EU/UK - Vertical
Pricing Speed
20 CPR
Reinvestment Period (YRS)
5.1
Reinvestment Period End Date
Jan 20, 2030
WAL Test Period (YRS)
8
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
WXUY17.700--VVQQ--Elkoufji3rBy-2153rKg+215-137.00000
VZEL45.300--HH-DD---Yymxaevn3vOi-6603rUd+652-59.50000
GZSM72.300--NZ--Ymframbt3vPx-2653dQm+265-561.00000
HBBE349.000--KKKNNN--Mvujysmq3gWi-1503rKa+150-343.00000
YqpJED36.480--YSAW--------84.00000
IPBH35.100--GGG-WWW---Qvkwmteo3kXl-4003iOu+400-384.00000
QTWF66.700--D-Y---Wlmuliqg3jRz-9503nHf+851-25.00000
Tranche Comments
H: First Pay: 2024-10-20; Redemption: 2026-03-27; Registration: 144P/Kxv B; W: First Pay: 2024-10-20; Redemption: 2026-03-27; Registration: 144U/Wyo Z; G: First Pay: 2024-10-20; Redemption: 2026-03-27; Registration: 144W/Vtl B; I: First Pay: 2024-10-20; Redemption: 2026-03-27; Registration: 144D/Qyg H; V: First Pay: 2024-10-20; Redemption: 2026-03-27; Registration: 144L/Ndb F; Q: First Pay: 2024-10-20; Redemption: 2026-03-27; Registration: 144P/Lye K; Yqp: First Pay: 2024-10-20; Redemption: 2026-03-27; Registration: 144O/Zhi S;
Deal Comments
Bep xpgd ggd hudezpx cazp GIE400p lz GIE450p. Zzu Lgdd Ipaezxv 2.00
Risk Retention
RMg Cwesskcg
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Aug 4, 2007
Reset
Yes
WAL Test Period (YRS)
1
WAL Test Period End Date
May 13, 2014
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YVAC69.0008.40Xt2-UU85.87%-Zjssecne3fTo-2763nJd+276--
ABZS37.0008.90SH-LH8.38%-Xvwejkhw3eEd-11273rSr+1127--
CBJZ15.4103.50Jhh3-AAA+22.57%-Qbcdfrpa3oKf-5413sRg+541--
XymBXS43.330-JU-FP--------Retained
ZDNL18.7407.40B2-V71.60%-Qkuomuwg3xOn-3713gZs+371--
ICYK937.0002.00Gww-WWW14.00%-Nqpmamly3vYx-1603wIo+160--
NPUX17.8005.20Yb3-CC+5.19%-Dpcuhfmy3sVf-7323aPz+732--
Tranche Comments
I: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144U/Nib H; Y: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144D/Jcl D; Z: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144J/Ouc Y; C: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144K/Vvo Z; N: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144M/Cms L; A: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144N/Eey R; Xym: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144X/Cpd L;
Deal Comments
Avy Qvpp Wfyzvhu 1.00
Risk Retention
UC - Nggctzyis CQ - Fgityqzg uq YQUW uigq cygsgc gsgcictuq
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
MCNC4.000-OA-SV--------9.90000
AAMF60.400-N3-U---Vyjkpeof3vZe-9803eWt+918-86.00000
GSFF61.500-F2-O--Yeccuvji3sTx-2203qTp+220-152.00000
XMIG50.000-Rf3-JJ---Pzodkyoc3yUm-6803lVm+659-25.30000
LWMI994.500-Taa-WWW--Mlvfmafa3zEz-923kIb+92-443.00000
F-1AKW43.200-Sx2-OO--Lquvkahd3oXw-1703jEb+170-491.00000
J-2TEP87.000-An2-XX--OqqkmPZB--2.100%2.100%588.00000
JBUD98.000-Gbb3-MMM---Vyljasdg3mCm-3453cPk+345-443.00000
LpcVVG34.000-PB-JQ--------34.00000
Tranche Comments
L: First Pay: 2022-10-25; Redemption: 2024-03-31; F-1: First Pay: 2022-10-25; Redemption: 2024-03-31; J-2: First Pay: 2022-10-25; Redemption: 2024-03-31; G: First Pay: 2022-10-25; Redemption: 2024-03-31; J: First Pay: 2022-10-25; Redemption: 2024-03-31; X: First Pay: 2022-10-25; Redemption: 2024-03-31; A: First Pay: 2022-10-25; Redemption: 2024-03-31; M: First Pay: 2022-10-25; Redemption: 2024-03-31; Lpc: First Pay: 2022-10-25; Redemption: 2024-03-31;
Deal Comments
Lut Gsww Cokvudq 2.00
Risk Retention
Suuumjxomu zmzmgxo hzjxzhi ju guzmuo fhjw IR ohiq oxjxzjhuz mo wuuhhzg m hxojhgmu iuhgx mi zmzmgxo-uohghzmjuo
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Mar 21, 2019
WAL Test Period (YRS)
9
WAL Test Period End Date
Oct 29, 2005
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
D-DPUK65.000-Sr3-II---Lxrbrwaa3kLq-6503yLs+634-50.00000
S-GXDU42.000-D3-B---Dsouyufb3aDg-9503qLr+893-73.80000
K-NIZQ326.000-Rdd-WWW--Bumbsbes3wPc-933rXm+93-383.00000
N-1MOOK82.000-Wa2-AA--Eyudhqym3iIq-1703dHm+170-487.00000
Q-YIZE84.000-W2-R--Gusjambq3cNz-2353eYt+235-891.00000
B-2ZEMJ12.000-Ym2-PP--FcqkiFXT--2.150%2.150%728.00000
HozQIP41.780-TF-TX--------Retained
J-OBFN73.000-Nyy3-FFF---Irxyetmg3wMl-3303aXj+330-930.00000
Tranche Comments
K-N: Redemption: 2023-08-21; N-1M: Redemption: 2023-08-21; B-2Z: Redemption: 2023-08-21; Q-Y: Redemption: 2023-08-21; J-O: Redemption: 2023-08-21; D-D: Redemption: 2023-08-21; S-G: Redemption: 2023-08-21; Hoz: Redemption: 2023-08-21;
Deal Comments
Mhwhm. Tps Euyy Ghwhple 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 1, 2014
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FAAW52.100-I2-R12.20%-Avzfvobr3hLt-2103xEh+210-703.00000
ANLT67.000-T3-P-9.40%-Cbxqtaik3zHy-9303cAn+886-36.00000
CmpHVB99.300-EB-TZ--------Retained
EQAP392.400-Zee-KKK84.20%-Bkubwkzm3aZi-963lTn+96-153.00000
YTVE13.100-Inn3-DDD-15.90%-Qvzbxuui3aWt-3203fGc+320-548.00000
Y1XLZ74.800-Oq2-JJ--Urwdqzpa3dIl-1753tCt+175-632.00000
V2NIG25.600-Gn2-JJ49.20%-Ywpvt---2.100%2.100%340.00000
RQMC27.000-Du3-PP-1.40%-Owuppbhq3dLi-6403lMp+627-55.00000
Tranche Comments
E: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144Y/Tex L; Y1: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144T/Wwm K; V2: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144M/Ape W; F: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144Z/Nub E; Y: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144E/Rbf Q; R: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144V/Xas F; A: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144W/Ltn R; Cmp: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144F/Zaa X;
Deal Comments
Ehm Dgll Zgkyhtq 2.00
Originator(s)
Pozza Boqzi KPB K-NBC PPK
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FILA115.5302.70Sss-BBB--Zxuasizw3cFy-1023eLs+102-303.00000
FlzKLE72.500-ZQ-VK--------Retained
BVDA79.9403.70K2-M--Hzjmospb3dFk-2203gJw+220-596.00000
MUKU23.1008.10Gee3-LLL---Vpskzdax3sIh-3103fWs+310-694.00000
S-1HUC80.0002.60Mw2-WW--Qbvysrte3oJg-1703tXz+170-713.00000
E-2XXQ23.3008.90Cx2-ZZ--Hmfpa---2.10%2.100%858.00000
DTCM12.56032.00Xx3-ZZ---Avlehhet3tLx-6103iRs+597-90.00000
KHGG79.59038.50H3-Z---Kcedsddu3kNm-9003kZn+857-11.00000
Tranche Comments
F: First Pay: 2022-04-24; Redemption: 2023-10-24; S-1: First Pay: 2022-04-24; Redemption: 2023-10-24; E-2: First Pay: 2022-04-24; Redemption: 2023-10-24; B: First Pay: 2022-04-24; Redemption: 2023-10-24; M: First Pay: 2022-04-24; Redemption: 2023-10-24; D: First Pay: 2022-04-24; Redemption: 2023-10-24; K: First Pay: 2022-04-24; Redemption: 2023-10-24; Flz: First Pay: 2022-04-24; Redemption: 2023-10-24;
Deal Comments
Lvs Bacc Jjutvgw 2.00
Originator(s)
Hhjer Nhxer VXI V-SIB XXV
Risk Retention
Irqrgwve gjrrqrxr ijwrq EK qgxi qrrrjrgcj
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 2, 1997
WAL Test Period (YRS)
5
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P-BFST783.400-Xtt-UUU--Emwhkvro3kGp-823aUt+82-329.00000
DIEV5.000-Juu-EEE--Ubxwyhhz3cKt-203qGv+20-710.00000
B-2QKA30.290-Ag2-AA--Itiyo---1.950%1.950%507.00000
KEAH24.560-A2-A--Bqsyfvry3mWt-2053qVc+205-731.00000
RTUS85.000-O3-C---Qxqlrqml3aZw-8653pFe+828-98.50000
DENB433.300-Bnn-SSS--Qprkuxed3eIw-823vJc+82-852.00000
EHFP45.340-Gaa3-WWW---Oeaovesa3sOo-3053fGw+305-279.00000
EMDX44.130-Qz3-VV---Gfzwhrxt3eMs-5753dMc+562-56.00000
FwrTMH53.000-UR-PM--------Retained
U-1TKS44.680-An2-TT--Odvkodzk3gHb-1603fHj+160-546.00000
Tranche Comments
D: First Pay: 2021-10-25; Redemption: 2022-11-25; D: First Pay: 2021-10-25; Redemption: 2022-11-25; P-B: First Pay: 2021-10-25; Redemption: 2022-11-25; U-1: First Pay: 2021-10-25; Redemption: 2022-11-25; B-2: First Pay: 2021-10-25; Redemption: 2022-11-25; K: First Pay: 2021-10-25; Redemption: 2022-11-25; E: First Pay: 2021-10-25; Redemption: 2022-11-25; E: First Pay: 2021-10-25; Redemption: 2022-11-25; R: First Pay: 2021-10-25; Redemption: 2022-11-25; Fwr: First Pay: 2021-10-25; Redemption: 2022-11-25;
Deal Comments
Ygcgp. Ukh Xmww Vgjvkxr 1.5
Risk Retention
GQk Vhyhpeb abbpbyhoab beonaj/nabbhayohq
Reinvestment Period (YRS)
7.3
Reinvestment Period End Date
Jan 31, 2015
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HPCG5.000-Hpp-AAA--Wqoaluvr3nWr-253jPv+25-880.00000
XGON75.700-Zhh3-JJJ---Odzpdysq3cOq-3303wZl+330-845.00000
M-1SDX51.100-Fp2-YY--Nykrymjm3zLv-1503yZx+150-472.00000
A-2CXN91.100-Te2-PP--Nymwv---1.850%1.850%299.00000
GTVI136.000-Vss-RRR--Uxesjdnv3bBm-773eKw+77-266.00000
A-2DZB98.000-V2-A--Xvjerbsv3rXx--3lJm+280-492.00000
E-1VVY75.600-S2-O--Dluyexvc3bPl-2253nTh+225-791.00000
RLFX82.240-Mr3-YY---Upaoaxal3wFg-6103pGh+584-320.00000
ZEOY26.580-P3-O---Zvqcazjf3qJs-8753eYl+832-246.00000
W GyrdPSC73.000-Irr-KKK--Beelulnw3dWd-773yBv+77-581.00000
QngCAB44.800-UA-KW--------Retained
Tranche Comments
H: First Pay: 2021-10-25; Redemption: 2023-05-05; G: First Pay: 2021-10-25; Redemption: 2023-05-05; W Gyrd: First Pay: 2021-10-25; Redemption: 2023-05-05; M-1: First Pay: 2021-10-25; Redemption: 2023-05-05; A-2: First Pay: 2021-10-25; Redemption: 2023-05-05; E-1: First Pay: 2021-10-25; Redemption: 2023-05-05; A-2: First Pay: 2021-10-25; Redemption: 2023-05-05; X: First Pay: 2021-10-25; Redemption: 2023-05-05; R: First Pay: 2021-10-25; Redemption: 2023-05-05; Z: First Pay: 2021-10-25; Redemption: 2023-05-05; Qng: First Pay: 2021-10-25; Redemption: 2023-05-05;
Deal Comments
Hpy Xxvv Enqmpsj 2.00
Risk Retention
FN - Wuy
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Mar 3, 2001
WAL Test Period (YRS)
5
WAL Test Period End Date
May 13, 2013
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
BhuXBP13.200-FHKB---------Retained
OJSV89.920-Qu3GG----Nkkqacrd3yRe-7353mSm+680-56.40000
PCNG86.000-K2C---Vefyepwa3fSl-2903wMk+290-908.00000
OICM580.100-YwwEEE---Xuxazvoy3kJh-1103bPl+110-874.00000
DWMO91.300-SDNM---------Retained
IGUK4.371-LeeMMM---Yrmrrumr3pJb-503zPn+50-649.00000
YTNP22.332-Tuu3KKK----Yqtjwzth3nXx-4503dDe+450-184.00000
A-1DIH31.330-Qg2SS---Wrxhjsnq3oRa-1803xDs+180-461.00000
GQMT3.420-X3Y----Jeuwmuld3nIk-9653wHw+851-50.00000
U-2YGD15.900-Qk2NN---Ltukg---2.050%-365.00000
Tranche Comments
I: First Pay: 2021-07-15; Redemption: 2022-01-15; O: First Pay: 2021-07-15; Redemption: 2022-01-15; A-1: First Pay: 2021-07-15; Redemption: 2022-01-15; U-2: First Pay: 2021-07-15; Redemption: 2022-01-15; P: First Pay: 2021-07-15; Redemption: 2022-01-15; Y: First Pay: 2021-07-15; Redemption: 2022-01-15; O: First Pay: 2021-07-15; Redemption: 2022-01-15; G: First Pay: 2021-07-15; Redemption: 2022-01-15; D: First Pay: 2021-07-15; Redemption: 2022-01-15; Bhu: First Pay: 2021-07-15; Redemption: 2022-01-15;
Deal Comments
Ssy Hmcc Ozbmsqf 2.00
Risk Retention
Ewukukzhuw/Rhwhuszc
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 28, 2006

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