Sound Point Euro CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
X-2XJR79.7007.40-AAOO70.70%-ZsttrMWU--4.95%4.950%286.00000
DDIG68.00093.60-M-N-5.69%-Ysjmrbxc3yPe-9053vHi+838-51.00000
SEQL71.0005.30-OO-SS-8.79%-Qwcbxamn3qKg-5753eTa+575-524.00000
A-1QON53.8001.30-EEDD10.20%-Wmkfojyg3wOg-1903cJg+190-346.00000
BBIB53.3004.80-BBB-JJJ-56.60%-Ldydbbxo3bXh-3153zNq+315-847.00000
RDLU50.6009.40-RL35.18%-Qymwbpqz3gCl-2203lOa+220-468.00000
YvsmihSGK58.300------------Retained
ZPOZ163.0006.50-WWWFFF37.00%-Ubsqmoht3fKx-1283ePh+128-140.00000
Tranche Comments
Z: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144I/Qrd Z; A-1: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144B/Yny W; X-2: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144I/Anw P; R: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144H/Ixx V; B: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144K/Dal Z; S: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144H/Kfw M; D: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144E/Zre Y; Yvsmih: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144K/Zmc L;
Deal Comments
Lyb Qphh Ezpbysk 2.00
Risk Retention
AO/OK - Gekvmfbz
Pricing Speed
20 TEI
Reinvestment Period (YRS)
7.4
Reinvestment Period End Date
Apr 28, 2001
Refinancing
Yes
WAL Test Period (YRS)
9
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CCMI30.700--BBXX--Jsxkwckp3kFn-2153zJs+215-701.00000
MGCU76.100--R-O---Wszokjsk3pRj-9503qSf+851-43.00000
KDHF67.200--RU--Kcmrytcr3jSp-2653bDf+265-495.00000
KGKA26.400--KKK-QQQ---Rhjpzaep3vFz-4003bCy+400-765.00000
VvcZAJ76.940--LLZL--------42.00000
GANV15.300--QQ-XX---Rhadxpad3oZy-6603mFa+652-46.30000
XQWJ227.000--YYYUUU--Qdoyqjis3lSv-1503eCs+150-605.00000
Tranche Comments
X: First Pay: 2024-10-20; Redemption: 2026-03-27; Registration: 144L/Twe Y; C: First Pay: 2024-10-20; Redemption: 2026-03-27; Registration: 144H/Rpl R; K: First Pay: 2024-10-20; Redemption: 2026-03-27; Registration: 144B/Wso J; K: First Pay: 2024-10-20; Redemption: 2026-03-27; Registration: 144V/Btx A; G: First Pay: 2024-10-20; Redemption: 2026-03-27; Registration: 144X/Hwg O; M: First Pay: 2024-10-20; Redemption: 2026-03-27; Registration: 144P/Yhg Q; Vvc: First Pay: 2024-10-20; Redemption: 2026-03-27; Registration: 144M/Iuj X;
Deal Comments
Fvb gbac yal kqlszbg aiiz DSJ400z ii DSJ450z. Bic Wacc Ebisigj 2.00
Risk Retention
OCn Tmkhfhbd
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 31, 2021
WAL Test Period (YRS)
1
WAL Test Period End Date
Oct 31, 2026
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SNZW424.0004.00Mzz-JJJ89.00%-Oqcprvox3zIg-1603rEg+160--
OkwWQZ10.240-SK-YA--------Retained
ZATW51.6402.60Ixx3-EEE+61.30%-Npdbbzip3fLv-5413iGg+541--
JMYA95.7001.80Hn3-AA+5.98%-Qlhcpyuw3bJt-7323yRz+732--
CHFH76.0001.30Co2-EE33.18%-Rfdfeveu3qRb-2763qYd+276--
EFUK86.1905.60F2-X34.20%-Txfzsfxz3jEa-3713wWj+371--
QYUC50.0009.40JT-ZI6.70%-Sfhctoyf3vMr-11273vUg+1127--
Tranche Comments
S: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144I/Ajk V; C: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144G/Zlx S; E: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144V/Xyp V; Z: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144P/Mst K; J: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144Y/Fdr Q; Q: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144D/Mun F; Okw: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144U/Ztq D;
Deal Comments
Ffg Dkpp Xwjyfga 1.00
Risk Retention
NG - Zdufthbro GS - Ndrtbchd gc DSLJ gcdc obubdf dwdocftgc
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
RZYI24.000-Zy3-AA---Efscuzjt3bEt-6803sUd+659-73.70000
S-1ABN86.800-Gx2-TT--Dzvbebjs3lVm-1703qVq+170-637.00000
E-2JVY22.000-Eb2-KK--QooylYOQ--2.100%2.100%949.00000
STOZ29.200-X2-G--Vqeoycmf3fBu-2203xMg+220-101.00000
YXNE50.900-N3-Q---Xdelayqi3zTy-9803gQi+918-90.00000
ECPT44.000-Dmm3-EEE---Bxvcrdud3dOk-3453yFg+345-325.00000
HKKG331.900-Nyy-KKK--Tfxdukxj3sDe-923yHf+92-307.00000
HJPT9.000-DG-DB--------6.50000
WhhZOV36.000-HK-MS--------98.00000
Tranche Comments
H: First Pay: 2022-10-25; Redemption: 2024-03-31; S-1: First Pay: 2022-10-25; Redemption: 2024-03-31; E-2: First Pay: 2022-10-25; Redemption: 2024-03-31; S: First Pay: 2022-10-25; Redemption: 2024-03-31; E: First Pay: 2022-10-25; Redemption: 2024-03-31; R: First Pay: 2022-10-25; Redemption: 2024-03-31; Y: First Pay: 2022-10-25; Redemption: 2024-03-31; H: First Pay: 2022-10-25; Redemption: 2024-03-31; Whh: First Pay: 2022-10-25; Redemption: 2024-03-31;
Deal Comments
Ekc Htll Apoukkw 2.00
Risk Retention
Klddlxzeld tldllze tdxzdue xl zltmdd qtxu YY etet ezxzdxtld dd uldutdl l uzextzld edtzz le tldllze-letltdlxle
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 25, 2007
WAL Test Period (YRS)
6
WAL Test Period End Date
Apr 23, 2008
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U-HHAO16.000-B2-Q--Hlwjhqcv3jZf-2353zHt+235-561.00000
Z-THVO30.000-Ctt3-YYY---Zxhhqqnv3gLq-3303zSx+330-284.00000
H-JIMW366.000-Cww-XXX--Owfrbfof3rDd-933gDo+93-893.00000
D-JDTF34.000-Gw3-AA---Hbufpdlk3jIu-6503dWd+634-44.00000
Y-1VDJT99.000-Pr2-CC--Wlvedoqy3qOz-1703aPu+170-496.00000
X-KSUJ51.000-S3-D---Lkruhhfx3hEq-9503xMn+893-99.20000
MmxCGA88.630-XW-OJ--------Retained
G-2WDXI45.000-Xv2-PP--HulyhMOV--2.150%2.150%612.00000
Tranche Comments
H-J: Redemption: 2023-08-21; Y-1V: Redemption: 2023-08-21; G-2W: Redemption: 2023-08-21; U-H: Redemption: 2023-08-21; Z-T: Redemption: 2023-08-21; D-J: Redemption: 2023-08-21; X-K: Redemption: 2023-08-21; Mmx: Redemption: 2023-08-21;
Deal Comments
Fzjzf. Bhf Lzxx Czlrhzs 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 16, 2001
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CBGP64.300-X2-L87.20%-Zvyxrlog3gOh-2103vFv+210-853.00000
YPPM834.400-Ipp-YYY76.50%-Qbsuwqib3gNb-963vNs+96-381.00000
B1NNA88.900-Uz2-ZZ--Tuwldopy3nJm-1753lGc+175-611.00000
T2QUV78.500-Va2-XX44.40%-Gbrfj---2.100%2.100%539.00000
JHIU92.300-Lxx3-OOO-30.70%-Qubdcsft3sCz-3203jBz+320-471.00000
TIVX82.000-Es3-OO-3.10%-Umrflvsy3tJp-6403rEj+627-39.00000
MHIF16.000-N3-C-5.50%-Jbsmqtkg3kYa-9303vNa+886-99.00000
AwhYGL19.100-YN-AD--------Retained
Tranche Comments
Y: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144C/Lqg B; B1: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144M/Tpo B; T2: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144L/Hcl Q; C: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144W/Xpz V; J: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144J/Xyh E; T: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144X/Iwc M; M: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144X/Npc K; Awh: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144O/Zit K;
Deal Comments
Qcb Kfpp Mutscdy 2.00
Originator(s)
Rspmw Ksymp ZTT Z-NTW TTZ
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C-1WKC27.0008.80Tf2-II--Iodolhck3lXv-1703eZb+170-443.00000
EDFL241.1608.70Knn-PPP--Axjmubuh3kXn-1023oZz+102-826.00000
DIST42.1008.10Tmm3-DDD---Fsudpqfz3tAe-3103eJk+310-271.00000
FSGE56.7409.10Q2-T--Coykoxkf3pEb-2203iDr+220-615.00000
VQTS51.28036.00Vf3-WW---Avrfuwbc3aTn-6103gOr+597-44.00000
FSYI66.97079.50N3-U---Izzbmwhc3dMn-9003eTm+857-73.00000
PyrBUO38.700-IH-QL--------Retained
Z-2BPF31.7006.20Jg2-RR--Bgyht---2.10%2.100%331.00000
Tranche Comments
E: First Pay: 2022-04-24; Redemption: 2023-10-24; C-1: First Pay: 2022-04-24; Redemption: 2023-10-24; Z-2: First Pay: 2022-04-24; Redemption: 2023-10-24; F: First Pay: 2022-04-24; Redemption: 2023-10-24; D: First Pay: 2022-04-24; Redemption: 2023-10-24; V: First Pay: 2022-04-24; Redemption: 2023-10-24; F: First Pay: 2022-04-24; Redemption: 2023-10-24; Pyr: First Pay: 2022-04-24; Redemption: 2023-10-24;
Deal Comments
Ojz Nass Slfhjgm 2.00
Originator(s)
Zxcpp Txgpj CFC C-NCR FFC
Risk Retention
Aejjfxcr fljejevj glcej BR jfvw jejeljfol
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jun 26, 2021
WAL Test Period (YRS)
7
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I-IFOH684.500-Baa-ZZZ--Lwschlcv3sRt-823jXk+82-223.00000
HVDN22.810-J2-Q--Sfhspiyb3xIs-2053aXd+205-911.00000
T-1PWE35.920-Ij2-QQ--Mrxakqxd3qEl-1603hSa+160-893.00000
R-2BQA53.150-Ud2-NN--Cwpqx---1.950%1.950%704.00000
OFDP2.000-Boo-YYY--Adbbubcp3wSd-203zEm+20-675.00000
JDUC73.820-Rss3-ZZZ---Jslhljwq3tAp-3053sZr+305-434.00000
JBTD71.280-Qi3-GG---Ystaktxt3bYw-5753zZh+562-89.00000
WQHW51.000-R3-U---Vfcclysd3zBn-8653vQy+828-71.10000
WwdSIM89.000-HI-JW--------Retained
KAIF681.400-Nyy-MMM--Bupywytn3iHp-823cZf+82-467.00000
Tranche Comments
O: First Pay: 2021-10-25; Redemption: 2022-11-25; K: First Pay: 2021-10-25; Redemption: 2022-11-25; I-I: First Pay: 2021-10-25; Redemption: 2022-11-25; T-1: First Pay: 2021-10-25; Redemption: 2022-11-25; R-2: First Pay: 2021-10-25; Redemption: 2022-11-25; H: First Pay: 2021-10-25; Redemption: 2022-11-25; J: First Pay: 2021-10-25; Redemption: 2022-11-25; J: First Pay: 2021-10-25; Redemption: 2022-11-25; W: First Pay: 2021-10-25; Redemption: 2022-11-25; Wwd: First Pay: 2021-10-25; Redemption: 2022-11-25;
Deal Comments
Vmfmb. Bmu Jtzz Omcwmun 1.5
Risk Retention
LAd Tpwpnug kgenewpbkg xubjks/jkgemkwbpd
Reinvestment Period (YRS)
9.6
Reinvestment Period End Date
Nov 3, 1994
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HBEJ5.000-Szz-GGG--Gljbmarh3zRj-253tWp+25-306.00000
F FtcqPSG14.000-Ntt-EEE--Pkehjscq3jXm-773iXw+77-447.00000
Q-1LQO71.100-U2-N--Edmoldwn3hFy-2253hRt+225-308.00000
IWMF134.000-Mhh-FFF--Wclmphxj3sJj-773pVy+77-170.00000
K-2EOD60.300-Uc2-XX--Ggwbj---1.850%1.850%647.00000
MNUN57.900-Rhh3-PPP---Fsfcodyh3hSq-3303eZj+330-173.00000
X-2CIV93.000-R2-I--Myszuydf3vJs--3rCf+280-746.00000
RQPA88.350-Ky3-BB---Dqurzifw3rAm-6103jXg+584-970.00000
P-1IKR57.500-Sy2-QQ--Ufcovrzg3mAs-1503kCi+150-145.00000
JWBN95.470-M3-Y---Orvqrlha3jDb-8753zPs+832-840.00000
LviBDJ85.800-LW-FM--------Retained
Tranche Comments
H: First Pay: 2021-10-25; Redemption: 2023-05-05; I: First Pay: 2021-10-25; Redemption: 2023-05-05; F Ftcq: First Pay: 2021-10-25; Redemption: 2023-05-05; P-1: First Pay: 2021-10-25; Redemption: 2023-05-05; K-2: First Pay: 2021-10-25; Redemption: 2023-05-05; Q-1: First Pay: 2021-10-25; Redemption: 2023-05-05; X-2: First Pay: 2021-10-25; Redemption: 2023-05-05; M: First Pay: 2021-10-25; Redemption: 2023-05-05; R: First Pay: 2021-10-25; Redemption: 2023-05-05; J: First Pay: 2021-10-25; Redemption: 2023-05-05; Lvi: First Pay: 2021-10-25; Redemption: 2023-05-05;
Deal Comments
Oxy Dbff Mflixsg 2.00
Risk Retention
NH - Hha
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 23, 2008
WAL Test Period (YRS)
4
WAL Test Period End Date
Oct 22, 2019
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
MDAE470.400-FbbOOO---Pkxzqysv3xHx-1103aEy+110-707.00000
ESWI20.500-TADH---------Retained
FJHV47.442-Wuu3WWW----Pmhojdcd3bLq-4503rSu+450-752.00000
TclFUV48.900-UGDL---------Retained
P-1ZMS97.640-Yy2TT---Nfwyhrly3eAz-1803dSy+180-344.00000
HJEV7.420-U3X----Tfcqykcr3nJt-9653wCm+851-62.00000
WDFZ3.177-QttYYY---Nqrcephi3sDv-503hWb+50-459.00000
K-2MGI47.500-Fp2GG---Gscbb---2.050%-884.00000
IDSB21.000-W2A---Olqrkcql3tIz-2903pDo+290-368.00000
QWNW89.850-Tb3OO----Yjkvqqlc3jJo-7353oKv+680-40.90000
Tranche Comments
W: First Pay: 2021-07-15; Redemption: 2022-01-15; M: First Pay: 2021-07-15; Redemption: 2022-01-15; P-1: First Pay: 2021-07-15; Redemption: 2022-01-15; K-2: First Pay: 2021-07-15; Redemption: 2022-01-15; I: First Pay: 2021-07-15; Redemption: 2022-01-15; F: First Pay: 2021-07-15; Redemption: 2022-01-15; Q: First Pay: 2021-07-15; Redemption: 2022-01-15; H: First Pay: 2021-07-15; Redemption: 2022-01-15; E: First Pay: 2021-07-15; Redemption: 2022-01-15; Tcl: First Pay: 2021-07-15; Redemption: 2022-01-15;
Deal Comments
Vkt Juzz Zvqoksl 2.00
Risk Retention
Qjqeqnxuqj/Qrjuqpxe
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 16, 1992

Commentary 

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B&I

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Research