Sound Point Euro CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
K-2WXH91.5001.20-BBLL68.90%-NfkprMIE--4.95%4.950%858.00000
Q-1TGE98.4006.70-MMJJ89.20%-Bvolkkwu3aWr-1903kYk+190-915.00000
AMLJ42.00083.40-X-R-1.58%-Kifmwzib3sSn-9053fAx+838-65.00000
JEFV466.0007.90-ZZZOOO48.00%-Lxhpkcmt3wFi-1283wYp+128-857.00000
CmdijdIBF48.700------------Retained
SATE28.3008.50-ZO44.33%-Rwmhveod3aOj-2203wGo+220-790.00000
ULWD66.7007.10-PPP-BBB-38.60%-Tsmqrioj3mQx-3153pAj+315-421.00000
VDPN78.0009.10-OO-EE-1.70%-Uwxcsmvu3iGl-5753aIb+575-411.00000
Tranche Comments
J: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144Z/Kpf E; Q-1: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144A/Xuf S; K-2: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144B/Qnj M; S: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144D/Opg M; U: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144J/Vxp Y; V: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144G/Dyo X; A: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144K/Bau D; Cmdijd: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144D/Mns S;
Deal Comments
Igf Mxpp Zjfwgys 2.00
Risk Retention
AH/HF - Zkwroigq
Pricing Speed
20 NHK
Reinvestment Period (YRS)
6.5
Reinvestment Period End Date
Jan 13, 2018
WAL Test Period (YRS)
6
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
BBBP64.400--PPXX--Esqszxqc3zUs-2153sFz+215-905.00000
OSMB74.600--M-Y---Gurpoczw3rOn-9503sEi+851-18.00000
FQPY42.100--AL--Vkmkbfni3oJa-2653iDr+265-853.00000
MECR93.900--NNN-DDD---Yclctqow3hLx-4003ePo+400-974.00000
KojPWE13.520--VGXH--------75.00000
RSJM230.000--AAAWWW--Dmhyxeaw3jGs-1503sEk+150-333.00000
OFOO42.800--UU-YY---Hxvuhanp3wXd-6603jMt+652-17.40000
Tranche Comments
R: First Pay: 2024-10-20; Redemption: 2026-03-27; Registration: 144M/Aoj E; B: First Pay: 2024-10-20; Redemption: 2026-03-27; Registration: 144W/Ftq R; F: First Pay: 2024-10-20; Redemption: 2026-03-27; Registration: 144F/Ock V; M: First Pay: 2024-10-20; Redemption: 2026-03-27; Registration: 144C/Yzi H; O: First Pay: 2024-10-20; Redemption: 2026-03-27; Registration: 144C/Nij S; O: First Pay: 2024-10-20; Redemption: 2026-03-27; Registration: 144C/Ffe H; Koj: First Pay: 2024-10-20; Redemption: 2026-03-27; Registration: 144F/Tlc K;
Deal Comments
Lgx zxyj qya hpapvxz zdgh FZM400h zg FZM450h. Igx Ayjj Zxdpgzc 2.00
Risk Retention
FCw Wejmpgcm
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 11, 2000
WAL Test Period (YRS)
9
WAL Test Period End Date
Feb 21, 2027
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
BZIH64.8209.70E2-B50.36%-Xjbvqtuc3fHj-3713yYz+371--
YXZN16.2005.40Fj3-II+5.45%-Xxxhchba3cWv-7323aMg+732--
ZFUU59.0004.40Qx2-QQ61.11%-Qxeqbxob3hXr-2763kOp+276--
NGJX94.0002.30IF-TQ2.41%-Jpxlyxhs3yYr-11273zFo+1127--
ELQI134.0005.00Iff-RRR79.00%-Zemumdiy3zFn-1603kJe+160--
UIVL26.2706.80Myy3-III+30.40%-Puwbklsh3rOo-5413aHi+541--
KveLDU48.820-IG-GE--------Retained
Tranche Comments
E: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144J/Oth Q; Z: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144K/Rpr R; B: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144K/Hci O; U: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144J/Npj K; Y: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144K/Jvq C; N: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144Y/Vyd I; Kve: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144M/Tdh B;
Deal Comments
Gzt Nkvv Iscqzou 1.00
Risk Retention
WW - Vzvgjfblh WD - Rzljbwfz dw GDWL dezw abvbzg zgzaegjdw
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
MHQF70.000-Kh3-MM---Hfuadtxg3lUg-6803rRs+659-26.90000
ZuqTFY64.000-ZF-FW--------77.00000
LPDD36.700-N3-N---Ckfatrwk3qNb-9803bXb+918-21.00000
FMDL7.000-TM-HY--------5.90000
S-1SWU50.400-Se2-DD--Bdhaqtna3aHl-1703zOv+170-373.00000
LKVT53.000-Bbb3-SSS---Prejvebl3jLc-3453rPp+345-917.00000
Y-2ITI86.000-Yl2-AA--ZnvqcKFZ--2.100%2.100%486.00000
OCIE169.800-Rxx-YYY--Ixhotttq3jIo-923aWx+92-561.00000
QEHU72.500-I2-N--Qwyivuxi3gJl-2203kDt+220-297.00000
Tranche Comments
O: First Pay: 2022-10-25; Redemption: 2024-03-31; S-1: First Pay: 2022-10-25; Redemption: 2024-03-31; Y-2: First Pay: 2022-10-25; Redemption: 2024-03-31; Q: First Pay: 2022-10-25; Redemption: 2024-03-31; L: First Pay: 2022-10-25; Redemption: 2024-03-31; M: First Pay: 2022-10-25; Redemption: 2024-03-31; L: First Pay: 2022-10-25; Redemption: 2024-03-31; F: First Pay: 2022-10-25; Redemption: 2024-03-31; Zuq: First Pay: 2022-10-25; Redemption: 2024-03-31;
Deal Comments
Epf Qzww Duxxpqd 2.00
Risk Retention
Tfuuuxouuu oueutou zexoeid xf ofoduj lzxy GI uzdj uoxoexzfe jj yfuizet u souxzouu duzoo ud oueutou-fuztzeuxfu
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jun 5, 1997
Refinancing
Yes
WAL Test Period (YRS)
6
WAL Test Period End Date
May 19, 2004
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P-CWTZ88.000-X2-N--Umhpykvx3dCn-2353nOc+235-273.00000
G-UPQH46.000-Ks3-MM---Nzrhciuw3dBp-6503iXt+634-58.00000
EyfZOU18.280-TU-AZ--------Retained
T-KZYU850.000-Pzz-TTT--Nxdwltyd3kZe-933pQk+93-427.00000
P-2FWGW32.000-Dq2-FF--IrivhRPB--2.150%2.150%260.00000
O-1TWDK97.000-Tb2-YY--Bzoqxcmn3dFc-1703lYn+170-379.00000
B-VCBH40.000-G3-I---Bbwddupi3tXx-9503yAq+893-49.30000
X-POKG17.000-Duu3-SSS---Fejqyilu3fUr-3303xUu+330-890.00000
Tranche Comments
T-K: Redemption: 2023-08-21; O-1T: Redemption: 2023-08-21; P-2F: Redemption: 2023-08-21; P-C: Redemption: 2023-08-21; X-P: Redemption: 2023-08-21; G-U: Redemption: 2023-08-21; B-V: Redemption: 2023-08-21; Eyf: Redemption: 2023-08-21;
Deal Comments
Cgcgq. Kop Twww Cghjovb 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
May 14, 2019
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
QVIY20.700-Xyy3-GGG-62.80%-Hvofbatf3eUq-3203pVc+320-520.00000
JLVF447.800-Azz-UUU71.40%-Mfucmbiy3sBx-963rUj+96-524.00000
HODC21.300-J2-X42.40%-Mzexymbk3mQd-2103fRy+210-423.00000
NrhXQP40.300-FC-CG--------Retained
F1ILF69.500-Yz2-GG--Lwxqmjpr3zFm-1753pPq+175-364.00000
G2CJG41.400-La2-FF53.40%-Cifsp---2.100%2.100%817.00000
DZCC92.000-Le3-QQ-8.50%-Gjcdhcoq3cTs-6403ePa+627-80.00000
FLOL90.000-X3-O-7.60%-Dfyctqzk3jMn-9303aUb+886-23.00000
Tranche Comments
J: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144Z/Bmy O; F1: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144D/Coa B; G2: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144Z/Uea N; H: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144Y/Exl Q; Q: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144P/Adm A; D: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144N/Ycs X; F: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144V/Zpk O; Nrh: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144I/Afd N;
Deal Comments
Ajw Uuqq Lgejjdt 2.00
Originator(s)
Buauh Vufud ZZF Z-YFS ZZZ
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FMPD469.6603.10Sgg-PPP--Vfebewmd3vTs-1023gZi+102-731.00000
KZJS87.80023.80U3-G---Guqsziqv3lGp-9003tIt+857-64.00000
KFFQ50.4308.10S2-E--Hddmzadu3qJh-2203sHv+220-817.00000
FmiDPT68.500-AJ-HM--------Retained
FMJW97.44055.00Dr3-GG---Zkpzjzqh3gAz-6103cCx+597-35.00000
P-2MTM85.1002.60Pd2-DD--Wzfnd---2.10%2.100%837.00000
WCYH14.9002.50Iqq3-VVV---Wdlxkxqf3xOa-3103mZc+310-169.00000
O-1TBN27.0007.60Qp2-RR--Rbvzybzb3sFq-1703zKn+170-343.00000
Tranche Comments
F: First Pay: 2022-04-24; Redemption: 2023-10-24; O-1: First Pay: 2022-04-24; Redemption: 2023-10-24; P-2: First Pay: 2022-04-24; Redemption: 2023-10-24; K: First Pay: 2022-04-24; Redemption: 2023-10-24; W: First Pay: 2022-04-24; Redemption: 2023-10-24; F: First Pay: 2022-04-24; Redemption: 2023-10-24; K: First Pay: 2022-04-24; Redemption: 2023-10-24; Fmi: First Pay: 2022-04-24; Redemption: 2023-10-24;
Deal Comments
Tvv Xptt Mgtjvym 2.00
Originator(s)
Zvrbp Yvebh LDL L-GLU DDL
Risk Retention
Zphzjzfe jazphpyz uapph EY hjyt hpzpazjba
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 11, 2017
Refinancing
Yes
WAL Test Period (YRS)
9
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P-LAGP920.800-Xgg-OOO--Amwvtmvd3dEv-823aUh+82-295.00000
H-1ASB11.870-Ep2-SS--Dmswfarq3dEu-1603mDm+160-735.00000
SBJO16.850-Dgg3-WWW---Xsdyhdpk3mEy-3053gMs+305-295.00000
Y-2YFL64.460-Qr2-ZZ--Vjaqz---1.950%1.950%749.00000
MNGC2.000-Qbb-RRR--Acsertyn3jDh-203vZs+20-857.00000
TEHZ359.700-Xjj-FFF--Ckxcfwhk3sRp-823zFy+82-204.00000
TAHD52.450-V2-L--Kvfzrwyl3pOk-2053iQh+205-632.00000
ALLG62.190-Up3-TT---Amclfftt3vVm-5753oNw+562-86.00000
OwdHJT32.000-ZU-FE--------Retained
AGNP30.000-E3-Y---Rfphjmjs3rGq-8653mPb+828-32.60000
Tranche Comments
M: First Pay: 2021-10-25; Redemption: 2022-11-25; T: First Pay: 2021-10-25; Redemption: 2022-11-25; P-L: First Pay: 2021-10-25; Redemption: 2022-11-25; H-1: First Pay: 2021-10-25; Redemption: 2022-11-25; Y-2: First Pay: 2021-10-25; Redemption: 2022-11-25; T: First Pay: 2021-10-25; Redemption: 2022-11-25; S: First Pay: 2021-10-25; Redemption: 2022-11-25; A: First Pay: 2021-10-25; Redemption: 2022-11-25; A: First Pay: 2021-10-25; Redemption: 2022-11-25; Owd: First Pay: 2021-10-25; Redemption: 2022-11-25;
Deal Comments
Uhyhu. Ztn Ihff Thkltdw 1.5
Risk Retention
RZy Vxpxvfk ekovopxeek nfeweq/wekopepexo
Reinvestment Period (YRS)
1.3
Reinvestment Period End Date
Mar 1, 2014
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PLCZ99.260-Yp3-UU---Cevqpzzv3wZv-6103nXu+584-607.00000
WPCP27.850-M3-Z---Mskecfrg3hPw-8753eBc+832-675.00000
M-1NIC15.300-H2-J--Qllxsjyu3oMm-2253jLe+225-410.00000
H-2ZSI94.000-T2-A--Hfhjdykv3zRe--3jKp+280-473.00000
GQIW21.800-Wkk3-EEE---Jwyjkkhn3xNx-3303eOm+330-902.00000
IIVM653.000-Jzz-SSS--Xjuqlymf3oUo-773jTy+77-909.00000
U IpiqGZM49.000-Knn-PPP--Apdxjtec3iPd-773xKz+77-485.00000
BFJV1.000-Ipp-DDD--Jvzaoirh3dVw-253gAk+25-666.00000
X-2CLN12.700-Pq2-UU--Fzpfm---1.850%1.850%315.00000
Q-1KXV97.800-Yo2-MM--Gjdjpdkf3qMp-1503bBh+150-681.00000
GygQAD37.700-TU-VO--------Retained
Tranche Comments
B: First Pay: 2021-10-25; Redemption: 2023-05-05; I: First Pay: 2021-10-25; Redemption: 2023-05-05; U Ipiq: 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-1: First Pay: 2021-10-25; Redemption: 2023-05-05; H-2: First Pay: 2021-10-25; Redemption: 2023-05-05; G: First Pay: 2021-10-25; Redemption: 2023-05-05; P: First Pay: 2021-10-25; Redemption: 2023-05-05; W: First Pay: 2021-10-25; Redemption: 2023-05-05; Gyg: First Pay: 2021-10-25; Redemption: 2023-05-05;
Deal Comments
Kbv Mtll Jubebyh 2.00
Risk Retention
WP - Ryo
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 23, 1998
Refinancing
Yes
WAL Test Period (YRS)
1
WAL Test Period End Date
Mar 29, 2002
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YMOC72.000-X2N---Imrbtist3nQw-2903pRp+290-364.00000
YSPS82.540-Fv3HH----Dkoyquez3vZh-7353hEf+680-30.50000
NNHU5.830-BccHHH---Omjhlttq3lEt-503rEz+50-930.00000
L-1PXU69.140-Pp2DD---Rjfrqckj3wKu-1803lIk+180-848.00000
MEOY95.666-Irr3WWW----Pryccswx3eHq-4503fYy+450-925.00000
TnjEGU18.600-JEOJ---------Retained
EGQS874.400-UbbTTT---Ubzaofbf3jYg-1103vAg+110-298.00000
H-2IDM66.500-Tp2QQ---Alnaf---2.050%-528.00000
BQKM10.500-HBSM---------Retained
OXPI1.840-H3J----Krqydcpx3rUp-9653dIh+851-33.00000
Tranche Comments
N: First Pay: 2021-07-15; Redemption: 2022-01-15; E: First Pay: 2021-07-15; Redemption: 2022-01-15; L-1: First Pay: 2021-07-15; Redemption: 2022-01-15; H-2: First Pay: 2021-07-15; Redemption: 2022-01-15; Y: First Pay: 2021-07-15; Redemption: 2022-01-15; M: 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; B: First Pay: 2021-07-15; Redemption: 2022-01-15; Tnj: First Pay: 2021-07-15; Redemption: 2022-01-15;
Deal Comments
Qof Hcyy Qmemoln 2.00
Risk Retention
Pdspsbppod/Jddpskpg
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Sep 9, 1996

Commentary 

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Research