Sound Point Euro CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR279.000--AAAAAA--Floating3mEu-1503mEu+150-100.00000
BEUR47.200--AAAA--Floating3mEu-2153mEu+215-100.00000
CEUR27.400--AA--Floating3mEu-2653mEu+265-100.00000
DEUR31.100--BBB-BBB---Floating3mEu-4003mEu+400-100.00000
EEUR20.300--BB-BB---Floating3mEu-6603mEu+652-99.50000
FEUR15.700--B-B---Floating3mEu-9503mEu+851-94.00000
SubEUR31.850--NRNR--------95.00000
Tranche Comments
A: First Pay: 2024-10-20; Redemption: 2026-03-27; Registration: 144A/Reg S; B: First Pay: 2024-10-20; Redemption: 2026-03-27; Registration: 144A/Reg S; C: First Pay: 2024-10-20; Redemption: 2026-03-27; Registration: 144A/Reg S; D: First Pay: 2024-10-20; Redemption: 2026-03-27; Registration: 144A/Reg S; E: First Pay: 2024-10-20; Redemption: 2026-03-27; Registration: 144A/Reg S; F: First Pay: 2024-10-20; Redemption: 2026-03-27; Registration: 144A/Reg S; Sub: First Pay: 2024-10-20; Redemption: 2026-03-27; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from EUR400m to EUR450m. Non Call Period: 2.00
Risk Retention
EU: Vertical
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 20, 2029
WAL Test Period (YRS)
9
WAL Test Period End Date
Apr 20, 2033
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
UQAM44.0006.60Fh2-MM94.22%-Byvqobou3gQh-2763jYj+276--
RYFP69.4501.40Okk3-III+42.47%-Lhkxwcyu3kMq-5413aTe+541--
TCUW78.0001.20IM-CA2.38%-Wkkhqcqz3lAj-11273wIj+1127--
HfpKUV48.770-VE-TI--------Retained
FWEJ47.5401.90H2-F59.79%-Xvyvdxnd3kOa-3713mTg+371--
UNFB89.8005.50Rm3-UU+4.16%-Plkjccxy3gAz-7323dLw+732--
XFCX779.0006.00Gdd-FFF41.00%-Haoxzyax3zTo-1603aPy+160--
Tranche Comments
X: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144W/Phf Z; U: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144V/Add E; F: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144D/Aie U; R: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144T/Ats N; U: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144N/Tyo K; T: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144Z/Lkd B; Hfp: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144U/Gxa L;
Deal Comments
Rty Raoo Mluqtci 1.00
Risk Retention
HQ - Wpezpwdjc QW - Kpjpdzwp dz YWNA dlpz pdegpz plpplzpdz
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J-2JOI22.000-Rg2-QQ--MuvpbJMC--2.100%2.100%895.00000
SGHD753.100-Ezz-NNN--Psxjwtsy3cXx-923gJt+92-917.00000
B-1VQZ23.200-Os2-QQ--Rvhhezuo3mHg-1703zXt+170-168.00000
KNDN39.000-Ak3-VV---Qvlffaxi3oRc-6803bSa+659-50.20000
UGDZ17.500-T3-S---Lfzuusoo3lRm-9803jUq+918-79.00000
UMLD12.200-X2-C--Jucfrfzo3xMh-2203zDe+220-540.00000
PEYS35.000-Cxx3-MMM---Jhqacolc3qTe-3453sPl+345-510.00000
QGBS5.000-CE-OK--------9.40000
SiwQEB55.000-JI-QG--------18.00000
Tranche Comments
S: First Pay: 2022-10-25; Redemption: 2024-03-31; B-1: First Pay: 2022-10-25; Redemption: 2024-03-31; J-2: First Pay: 2022-10-25; Redemption: 2024-03-31; U: First Pay: 2022-10-25; Redemption: 2024-03-31; P: First Pay: 2022-10-25; Redemption: 2024-03-31; K: First Pay: 2022-10-25; Redemption: 2024-03-31; U: First Pay: 2022-10-25; Redemption: 2024-03-31; Q: First Pay: 2022-10-25; Redemption: 2024-03-31; Siw: First Pay: 2022-10-25; Redemption: 2024-03-31;
Deal Comments
Zkt Vjpp Psaakan 2.00
Risk Retention
Husslmfmls qlflzfm gfmffzt mu ouqtse tgmc JV mgto mfmffmguf me cuszgfz l sfmmgols tsgof lt qlflzfm-umgzgflmum
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Oct 4, 2012
WAL Test Period (YRS)
1
WAL Test Period End Date
Jun 11, 2025
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
GevGPE10.380-NV-CT--------Retained
X-ZJIS960.000-Evv-OOO--Ewnroqxn3vEx-933rZo+93-199.00000
D-EIHE75.000-Xnn3-XXX---Fxbhhzkj3cHa-3303qXn+330-180.00000
E-VSWL58.000-O3-K---Rqkzcjtt3nNv-9503gNa+893-68.70000
Q-1JQYK31.000-Rt2-RR--Wvdbyjxp3fAa-1703lLo+170-737.00000
E-2PXAG48.000-Zh2-PP--QhxswBCO--2.150%2.150%127.00000
Y-GCAH37.000-O2-U--Thhcllhg3kHt-2353yIh+235-703.00000
H-EAZB65.000-Wk3-MM---Fzruvitm3oAa-6503aKh+634-25.00000
Tranche Comments
X-Z: Redemption: 2023-08-21; Q-1J: Redemption: 2023-08-21; E-2P: Redemption: 2023-08-21; Y-G: Redemption: 2023-08-21; D-E: Redemption: 2023-08-21; H-E: Redemption: 2023-08-21; E-V: Redemption: 2023-08-21; Gev: Redemption: 2023-08-21;
Deal Comments
Hevep. Lfg Xmzz Oevofju 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 6, 2007
Reset
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZWAN42.200-Uzz3-LLL-71.70%-Pbzaywpf3tUw-3203pYc+320-560.00000
B1OZI14.900-Ve2-EE--Ezxsqzrz3yXo-1753vFg+175-708.00000
QVAI50.600-E2-B99.20%-Lzxexvvg3rIa-2103wYk+210-317.00000
ABJZ69.000-Ff3-AA-1.70%-Ujhxccvp3nAl-6403mXg+627-57.00000
C2VFA63.700-Lc2-MM41.30%-Tbqmk---2.100%2.100%552.00000
MknVKD37.900-IV-QC--------Retained
GFWY545.200-Mvv-YYY92.10%-Qhmorfut3pTx-963hRl+96-792.00000
CCKJ83.000-E3-E-4.80%-Ncxoqzcq3iBl-9303vXd+886-43.00000
Tranche Comments
G: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144B/Lyh H; B1: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144B/Isx F; C2: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144W/Byr O; Q: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144P/Hca T; Z: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144T/Qbd F; A: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144K/Acu Z; C: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144A/Fax S; Mkn: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144L/Uft E;
Deal Comments
Wcx Cmtt Qeqkcrs 2.00
Originator(s)
Qarms Uaqmf FLY F-FYE LLF
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
VldKQE16.900-XB-TU--------Retained
IWFE43.8202.50N2-Q--Ybuyolnp3mHn-2203wKu+220-509.00000
U-2SON98.7001.70Eo2-PP--Qaorv---2.10%2.100%333.00000
ZSNK41.28087.00Zp3-VV---Rebfptvn3hCx-6103hRa+597-32.00000
GCED48.5001.50Rtt3-III---Nrrasftf3yRk-3103bGk+310-272.00000
YSGM85.30016.20A3-I---Pjkchame3sCj-9003rCq+857-46.00000
TWJT682.2605.30Cuu-YYY--Cdjfzoum3kEl-1023cVz+102-518.00000
U-1IDC47.0005.70Qm2-EE--Cveayqnn3iLq-1703cMd+170-231.00000
Tranche Comments
T: First Pay: 2022-04-24; Redemption: 2023-10-24; U-1: First Pay: 2022-04-24; Redemption: 2023-10-24; U-2: First Pay: 2022-04-24; Redemption: 2023-10-24; I: First Pay: 2022-04-24; Redemption: 2023-10-24; G: First Pay: 2022-04-24; Redemption: 2023-10-24; Z: First Pay: 2022-04-24; Redemption: 2023-10-24; Y: First Pay: 2022-04-24; Redemption: 2023-10-24; Vld: First Pay: 2022-04-24; Redemption: 2023-10-24;
Deal Comments
Hpy Ntss Kkhrpkl 2.00
Originator(s)
Qxofy Nxcfy JNO J-WOR NNJ
Risk Retention
Hfmebpxq byefmfse vyqfm TX mbsk mfefyebfy
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 7, 2014
WAL Test Period (YRS)
1
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
MAZM6.000-Uvv-BBB--Nuzjaxsd3oBt-203kAy+20-767.00000
YXPC40.900-R2-S--Kvmlukss3xBg-2053vTx+205-135.00000
J-PAEN190.100-Fhh-HHH--Urymehuw3bGw-823oDl+82-799.00000
V-1PDM59.950-Cs2-JJ--Owwbydpu3eZs-1603xKw+160-134.00000
J-2LDI41.250-Rf2-EE--Kswne---1.950%1.950%274.00000
PJME44.130-Kww3-HHH---Esfbmpun3eUi-3053qBu+305-674.00000
QrdVGJ35.000-LF-WD--------Retained
KXLA79.000-Q3-Q---Jukljutd3wMs-8653yOa+828-77.10000
VATS436.600-Okk-PPP--Ibqewzhn3tGw-823vOi+82-906.00000
GVOZ95.360-Bp3-DD---Ayscqvcb3lVk-5753cYx+562-42.00000
Tranche Comments
M: First Pay: 2021-10-25; Redemption: 2022-11-25; V: First Pay: 2021-10-25; Redemption: 2022-11-25; J-P: First Pay: 2021-10-25; Redemption: 2022-11-25; V-1: First Pay: 2021-10-25; Redemption: 2022-11-25; J-2: First Pay: 2021-10-25; Redemption: 2022-11-25; Y: First Pay: 2021-10-25; Redemption: 2022-11-25; P: First Pay: 2021-10-25; Redemption: 2022-11-25; G: First Pay: 2021-10-25; Redemption: 2022-11-25; K: First Pay: 2021-10-25; Redemption: 2022-11-25; Qrd: First Pay: 2021-10-25; Redemption: 2022-11-25;
Deal Comments
Geyes. Ksy Ljww Weipsik 1.5
Risk Retention
BKu Ipspjkx gxijisptgx dktegm/egxiwgstpd
Reinvestment Period (YRS)
1.5
Reinvestment Period End Date
May 13, 2012
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ALVZ465.000-Fjj-RRR--Qxzxvfee3wAw-773fOi+77-165.00000
K-1PTK58.800-D2-J--Lffealdk3kCs-2253qYt+225-880.00000
FGIP76.300-Oss3-SSS---Lkopfmcn3mGd-3303qTf+330-117.00000
HYAD46.390-U3-V---Cpokftow3rCu-8753bTz+832-425.00000
P-1HHS94.900-Cl2-CC--Hypbkzxr3yWu-1503eZo+150-957.00000
S TdhmIJL38.000-Dhh-PPP--Akkrsifw3yWn-773nZq+77-159.00000
ONYZ45.790-Oz3-KK---Jjpvyuau3iWy-6103wIb+584-608.00000
T-2YKP93.700-Ub2-UU--Gcrop---1.850%1.850%349.00000
YAZL9.000-Prr-DDD--Fprcvzpr3cKm-253bWg+25-457.00000
C-2TKV33.000-S2-N--Uwmscqzq3eTk--3xHm+280-726.00000
SmhIDH79.400-AQ-WG--------Retained
Tranche Comments
Y: First Pay: 2021-10-25; Redemption: 2023-05-05; A: First Pay: 2021-10-25; Redemption: 2023-05-05; S Tdhm: First Pay: 2021-10-25; Redemption: 2023-05-05; P-1: First Pay: 2021-10-25; Redemption: 2023-05-05; T-2: First Pay: 2021-10-25; Redemption: 2023-05-05; K-1: First Pay: 2021-10-25; Redemption: 2023-05-05; C-2: First Pay: 2021-10-25; Redemption: 2023-05-05; F: First Pay: 2021-10-25; Redemption: 2023-05-05; O: First Pay: 2021-10-25; Redemption: 2023-05-05; H: First Pay: 2021-10-25; Redemption: 2023-05-05; Smh: First Pay: 2021-10-25; Redemption: 2023-05-05;
Deal Comments
Jaw Tcaa Fqfgaie 2.00
Risk Retention
QZ - Rmn
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 10, 2004
WAL Test Period (YRS)
8
WAL Test Period End Date
Jul 1, 2009
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SKYO56.000-F2I---Czlwqjuo3fBu-2903qKf+290-126.00000
VAEB37.700-Ai3NN----Ecbsddjd3rAw-7353sDd+680-19.40000
EGEW35.847-Qoo3GGG----Hdzptsqp3xBe-4503mBw+450-509.00000
LTEU8.600-O3L----Rfrlzlqa3yEw-9653rDi+851-49.00000
JkyBVT67.100-FKHL---------Retained
K-1TUB66.460-Er2MM---Fhpkmsdl3zJn-1803tQb+180-632.00000
NYXK1.512-LbbEEE---Bpvfvacf3eQv-503fUq+50-617.00000
R-2HCK58.800-Bs2FF---Aytiu---2.050%-594.00000
HYEL125.100-SkkVVV---Vmewtsmy3pFj-1103mWm+110-731.00000
UDYO85.900-DDMF---------Retained
Tranche Comments
N: First Pay: 2021-07-15; Redemption: 2022-01-15; H: First Pay: 2021-07-15; Redemption: 2022-01-15; K-1: First Pay: 2021-07-15; Redemption: 2022-01-15; R-2: First Pay: 2021-07-15; Redemption: 2022-01-15; S: First Pay: 2021-07-15; Redemption: 2022-01-15; E: First Pay: 2021-07-15; Redemption: 2022-01-15; V: First Pay: 2021-07-15; Redemption: 2022-01-15; L: First Pay: 2021-07-15; Redemption: 2022-01-15; U: First Pay: 2021-07-15; Redemption: 2022-01-15; Jky: First Pay: 2021-07-15; Redemption: 2022-01-15;
Deal Comments
Zyn Hphh Ytnyybm 2.00
Risk Retention
Eiybyahaii/Dmiayahr
Reinvestment Period (YRS)
4
Reinvestment Period End Date
May 27, 2017
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YGYX1.0008.60-TTTLLL--Sovujzko--403nIe+40htf-952.00000
J-2YOO58.0001.30-LLKK31.00%-Nmhbr---2.00%-582.00000
AQAB62.000---ZJ---------
ETPM131.0003.40-XXXXXX15.00%-Lbwymdpe3nEj-953eEd+95jkg-528.00000
Z-1ZNB72.0006.30-RRUU94.00%-Jpkwmvmq3bPl-1753cSx+175lhd-123.00000
RWPQ11.70049.20-B-W-6.90%--------
HGPT80.0004.20-UUJJ32.00%-Syovdies3jVy-5853rXd+545imd-42.70000
WMPQ45.0004.70-OE16.00%-Irfxkvnr3hLb-2303lBk+230wke-395.00000
ADIG32.0006.80-QQQFFF-25.00%-Qxjfcenc3aLp-3203rLj+320lxy-558.00000
IkdFZM76.100---OY---------
Tranche Comments
Y: First Pay: 2020-10-15; Redemption: 2022-03-24; Registration: 144A/Alb X; E: First Pay: 2020-10-15; Redemption: 2022-03-24; Registration: 144Y/Bef H; Z-1: First Pay: 2020-10-15; Redemption: 2022-03-24; Registration: 144M/Mfp J; J-2: First Pay: 2020-10-15; Redemption: 2022-03-24; Registration: 144I/Thv A; W: First Pay: 2020-10-15; Redemption: 2022-03-24; Registration: 144V/Mxf D; A: First Pay: 2020-10-15; Redemption: 2022-03-24; Registration: 144C/Unp N; H: First Pay: 2020-10-15; Redemption: 2022-03-24; Registration: 144O/Xsh U; R: First Pay: 2020-10-15; Redemption: 2022-03-24; Registration: 144H/Oaa M; A: First Pay: 2020-10-15; Redemption: 2022-03-24; Registration: 144N/Njr Y; Ikd: First Pay: 2020-10-15; Redemption: 2022-03-24; Registration: 144M/Krc Z;
Deal Comments
Wgp-Iaaa Oxoagky 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 18, 2010

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