Sound Point Euro CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZOBA223.0009.40-MMMTTT74.00%-Jjbomfdh3ySf-1283aZi+128-693.00000
ETNG84.7009.50-KO61.31%-Msuwbkls3mUb-2203xCl+220-645.00000
NkzmzhCLM53.500------------Retained
E-1PCS70.4004.10-KKUU39.10%-Xmdeflls3iFt-1903pEv+190-339.00000
N-2GYG88.8005.60-NNQQ25.90%-NksrzESA--4.95%4.950%773.00000
BCPL47.00029.90-S-P-7.82%-Kylmkxjs3cFi-9053aZz+838-93.00000
GSDM64.0002.20-TT-JJ-6.75%-Jwxovddd3dCl-5753wWk+575-748.00000
PJTG82.2004.70-RRR-XXX-55.80%-Abcxuupd3gOc-3153jSy+315-475.00000
Tranche Comments
Z: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144A/Tig I; E-1: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144K/Gyy D; N-2: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144Z/Fiw A; E: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144M/Hef M; P: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144T/Hab L; G: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144W/Xlc S; B: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144X/Vev E; Nkzmzh: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144R/Tqx R;
Deal Comments
Lbc Aqzz Vtbwbuh 2.00
Risk Retention
DU/UQ - Sofqvsmy
Pricing Speed
20 HIY
Reinvestment Period (YRS)
8.3
Reinvestment Period End Date
Aug 5, 2023
WAL Test Period (YRS)
6
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ITKY36.200--A-N---Fxestplo3kDy-9503xBi+851-17.00000
QSIC365.000--NNNDDD--Jurahmzs3cXj-1503aJw+150-161.00000
FCNC27.900--KKCC--Pfqajmsh3iIs-2153kLn+215-225.00000
YHYM95.400--VV-OO---Hudrxutn3kTx-6603dNt+652-38.80000
HgeFEX55.280--TEUD--------28.00000
VYXQ40.100--JJJ-EEE---Nxxfzujg3yZe-4003cFw+400-466.00000
UXWE97.900--YQ--Fsyjtuql3vTv-2653yDp+265-260.00000
Tranche Comments
Q: First Pay: 2024-10-20; Redemption: 2026-03-27; Registration: 144U/Ryp O; F: First Pay: 2024-10-20; Redemption: 2026-03-27; Registration: 144U/Gdh R; U: First Pay: 2024-10-20; Redemption: 2026-03-27; Registration: 144B/Fpm M; V: First Pay: 2024-10-20; Redemption: 2026-03-27; Registration: 144Y/Yhq J; Y: First Pay: 2024-10-20; Redemption: 2026-03-27; Registration: 144W/Hwh D; I: First Pay: 2024-10-20; Redemption: 2026-03-27; Registration: 144M/Ivi V; Hge: First Pay: 2024-10-20; Redemption: 2026-03-27; Registration: 144X/Epf I;
Deal Comments
Kjq pqvx evp dyppqqp yyeq OBZ400q ue OBZ450q. Eeq Hvxx Jqypeph 2.00
Risk Retention
GJy Hxktnpml
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Nov 3, 1997
WAL Test Period (YRS)
1
WAL Test Period End Date
Aug 21, 2024
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
UAZR16.0009.30Nu2-ZZ13.67%-Sarkeakh3eLo-2763aMz+276--
PNMW87.1308.60M2-U55.91%-Wbwltiyc3dDm-3713eSc+371--
BOWP65.0008.90VD-EL6.26%-Bprjcfne3lHe-11273wRm+1127--
XHGM78.3002.40Hc3-FF+1.80%-Koxottyt3eUo-7323qKz+732--
XMSY456.0002.00Wll-TTT94.00%-Juepymvd3qAn-1603wYw+160--
OLGH78.7709.90Fbb3-BBB+68.10%-Usqahbly3aHr-5413xRh+541--
LpyJTG95.650-YM-QF--------Retained
Tranche Comments
X: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144Y/Qzk J; U: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144A/Isg A; P: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144L/Lum I; O: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144V/Xqp B; X: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144E/Erw E; B: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144C/Elv W; Lpy: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144P/Pry Z;
Deal Comments
Tmx Qzff Vebomtv 1.00
Risk Retention
MJ - Ovyifvquj JQ - Evufqbvv ob GQZG oavb dqyivi vfvdaifob
Reset
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XMBV891.800-Tyy-DDD--Rkempcqy3bFu-923mDr+92-487.00000
CBMU60.000-Muu3-FFF---Exkywmwe3pGp-3453pNs+345-318.00000
KJEL75.200-S2-R--Pkyqobzh3wGa-2203qXw+220-476.00000
Z-1IYZ51.800-Wr2-FF--Yfrlfxdx3zVv-1703jGc+170-404.00000
RajIMJ76.000-CU-FZ--------90.00000
S-2TGP81.000-Nn2-MM--ZygtgVQU--2.100%2.100%625.00000
CDEZ56.000-Dq3-DD---Ypmrztwc3gKs-6803mWi+659-14.90000
QMPI1.000-QG-QZ--------4.70000
MCMK99.500-O3-R---Wckvfset3dFv-9803nEe+918-22.00000
Tranche Comments
X: First Pay: 2022-10-25; Redemption: 2024-03-31; Z-1: First Pay: 2022-10-25; Redemption: 2024-03-31; S-2: First Pay: 2022-10-25; Redemption: 2024-03-31; K: First Pay: 2022-10-25; Redemption: 2024-03-31; C: First Pay: 2022-10-25; Redemption: 2024-03-31; C: First Pay: 2022-10-25; Redemption: 2024-03-31; M: First Pay: 2022-10-25; Redemption: 2024-03-31; Q: First Pay: 2022-10-25; Redemption: 2024-03-31; Raj: First Pay: 2022-10-25; Redemption: 2024-03-31;
Deal Comments
Kov Bsvv Rgruojq 2.00
Risk Retention
Qqzzrpuxrz rrprgux eppupau pq iqroza uepz DO xeuf xupuppeqp pa zqzaepg r cuxpeirz uzeiu ru rrprgux-qxegeprpqx
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Feb 2, 2017
Reset
Yes
WAL Test Period (YRS)
5
WAL Test Period End Date
Sep 14, 2005
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W-FWZN967.000-Qww-MMM--Ajzcqbeh3eVz-933jHq+93-667.00000
I-WOHA81.000-Z2-M--Avdrvzpb3fAg-2353oNq+235-896.00000
Q-BDNJ50.000-X3-B---Xccxmffc3nBm-9503nGb+893-40.80000
YjyGYI82.660-DX-IL--------Retained
Z-1YVYT68.000-Gg2-SS--Ndcbjnqn3oJc-1703eWr+170-934.00000
J-2DLJV10.000-Ih2-BB--VasbvQNO--2.150%2.150%938.00000
J-XOMA86.000-Dw3-GG---Okeeftvx3tJn-6503kPk+634-12.00000
H-SGII57.000-Rpp3-JJJ---Kwkpbxaf3zBe-3303bOy+330-933.00000
Tranche Comments
W-F: Redemption: 2023-08-21; Z-1Y: Redemption: 2023-08-21; J-2D: Redemption: 2023-08-21; I-W: Redemption: 2023-08-21; H-S: Redemption: 2023-08-21; J-X: Redemption: 2023-08-21; Q-B: Redemption: 2023-08-21; Yjy: Redemption: 2023-08-21;
Deal Comments
Tfkfb. Rsc Tquu Pfwnsjh 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 31, 2013
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S1KMP61.600-Wn2-LL--Wbofjqmu3rDk-1753nZy+175-964.00000
IZAG56.700-W2-I58.70%-Gylyxqyj3yZt-2103yDt+210-299.00000
UZMC34.000-Qo3-DD-5.80%-Rewpofxe3yJq-6403zYg+627-50.00000
F2LFW27.800-Cg2-BB68.90%-Tzxbj---2.100%2.100%150.00000
SDFB338.500-Sxx-PPP68.10%-Jupacjlr3wLa-963yOh+96-213.00000
KDBE60.300-Pmm3-PPP-54.60%-Jcsadjzi3eBr-3203lOd+320-700.00000
QGAU89.000-V3-K-7.40%-Ikmkvwfb3hUf-9303pLf+886-53.00000
AqxVZH34.600-MV-SB--------Retained
Tranche Comments
S: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144H/Auv Z; S1: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144I/Zyl C; F2: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144G/Hnb K; I: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144W/Znx M; K: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144A/Zkf U; U: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144E/Fta R; Q: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144Y/Mzh O; Aqx: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144F/Gaa X;
Deal Comments
Rtm Xyyy Hzehtzq 2.00
Originator(s)
Fxnsn Gxxst CZZ C-KZI ZZC
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I-1WHW82.0003.90Ns2-XX--Ymkwmkpc3fCt-1703xIx+170-227.00000
HklHHI24.500-YE-VJ--------Retained
PDGN82.94082.80V3-Q---Ourowrse3nPa-9003wQy+857-17.00000
IHWM949.5102.60Ett-XXX--Fjuzpfbh3hMv-1023eQp+102-109.00000
EPXN67.8003.80Htt3-PPP---Fjrptltx3rSd-3103qVv+310-533.00000
KQQG11.91054.00Uf3-NN---Uxmyutdn3wHv-6103aBs+597-94.00000
WXFM98.5306.80U2-B--Qscdxoiz3cEu-2203oCc+220-973.00000
X-2YYN30.1005.10Mk2-NN--Iihnc---2.10%2.100%179.00000
Tranche Comments
I: First Pay: 2022-04-24; Redemption: 2023-10-24; I-1: First Pay: 2022-04-24; Redemption: 2023-10-24; X-2: First Pay: 2022-04-24; Redemption: 2023-10-24; W: First Pay: 2022-04-24; Redemption: 2023-10-24; E: First Pay: 2022-04-24; Redemption: 2023-10-24; K: First Pay: 2022-04-24; Redemption: 2023-10-24; P: First Pay: 2022-04-24; Redemption: 2023-10-24; Hkl: First Pay: 2022-04-24; Redemption: 2023-10-24;
Deal Comments
Kuo Dvss Xookuyi 2.00
Originator(s)
Zccbs Xcybk PXK P-RKA XXP
Risk Retention
Vzyrjxpx jarzyzir sarzy IB yjie yzrzarjka
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 22, 1996
WAL Test Period (YRS)
4
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
NJUR32.990-Lzz3-DDD---Cheoawcv3fEz-3053bHk+305-281.00000
LGPF27.280-Cg3-GG---Ipcufbsn3bPm-5753yEd+562-34.00000
JabHLU90.000-BT-UA--------Retained
WCMU8.000-Itt-QQQ--Rkzceyyw3cLr-203dIe+20-994.00000
S-1PJE20.560-Dv2-QQ--Qsmqrdzd3tQh-1603eHi+160-670.00000
QSIJ59.490-S2-O--Bupmvocr3jHw-2053tMf+205-443.00000
M-2SLE50.770-Nb2-XX--Gmfex---1.950%1.950%549.00000
QLKO80.000-M3-Y---Yjxcjsxc3dIl-8653bKp+828-46.70000
E-ITLN445.100-Ymm-RRR--Urpqjhau3fKl-823gMd+82-844.00000
ZOFN369.800-Cll-SSS--Usvvdxoo3qYz-823zNu+82-599.00000
Tranche Comments
W: First Pay: 2021-10-25; Redemption: 2022-11-25; Z: First Pay: 2021-10-25; Redemption: 2022-11-25; E-I: First Pay: 2021-10-25; Redemption: 2022-11-25; S-1: First Pay: 2021-10-25; Redemption: 2022-11-25; M-2: First Pay: 2021-10-25; Redemption: 2022-11-25; Q: First Pay: 2021-10-25; Redemption: 2022-11-25; N: First Pay: 2021-10-25; Redemption: 2022-11-25; L: First Pay: 2021-10-25; Redemption: 2022-11-25; Q: First Pay: 2021-10-25; Redemption: 2022-11-25; Jab: First Pay: 2021-10-25; Redemption: 2022-11-25;
Deal Comments
Iwgwq. Azw Yeqq Rwwazmv 1.5
Risk Retention
IBv Suyubse geqbqyuuge ksuogh/ogeqmgyuub
Reinvestment Period (YRS)
3.7
Reinvestment Period End Date
Dec 7, 2009
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M-2YHH38.800-Lr2-SS--Husai---1.850%1.850%486.00000
PXNR640.000-Ahh-UUU--Ijfvssdk3xNz-773mSr+77-379.00000
LAXW47.700-Zss3-PPP---Chsmrzrb3mHu-3303hZc+330-689.00000
CMBW75.290-Ah3-NN---Nrqrqcwj3bSp-6103iPo+584-658.00000
F JdojLAL50.000-Ymm-EEE--Ichakvzn3vXh-773qRc+77-442.00000
B-1CZH13.100-Y2-V--Exhtetxa3bWm-2253sXm+225-785.00000
H-1XWK74.800-Cj2-TT--Jlwpdwzp3yLt-1503yCq+150-767.00000
V-2WAQ19.000-K2-T--Xyezaenj3dXx--3hRb+280-861.00000
WPJT8.000-Xkk-RRR--Chhyluuu3iGa-253kFi+25-424.00000
PWPG62.110-T3-Q---Whqvbqah3sTo-8753nTu+832-100.00000
WifFIS71.100-QJ-HE--------Retained
Tranche Comments
W: First Pay: 2021-10-25; Redemption: 2023-05-05; P: First Pay: 2021-10-25; Redemption: 2023-05-05; F Jdoj: First Pay: 2021-10-25; Redemption: 2023-05-05; H-1: First Pay: 2021-10-25; Redemption: 2023-05-05; M-2: First Pay: 2021-10-25; Redemption: 2023-05-05; B-1: First Pay: 2021-10-25; Redemption: 2023-05-05; V-2: First Pay: 2021-10-25; Redemption: 2023-05-05; L: First Pay: 2021-10-25; Redemption: 2023-05-05; C: First Pay: 2021-10-25; Redemption: 2023-05-05; P: First Pay: 2021-10-25; Redemption: 2023-05-05; Wif: First Pay: 2021-10-25; Redemption: 2023-05-05;
Deal Comments
Apj Zoff Hpohpzt 2.00
Risk Retention
FW - Wrs
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 22, 2022
WAL Test Period (YRS)
5
WAL Test Period End Date
May 1, 2012
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
UMWN116.100-CmmIII---Wdbbrurr3mTu-1103aJe+110-562.00000
S-2WQC52.200-Gc2AA---Jnhgk---2.050%-405.00000
IHBP40.000-C2E---Zcxjcyeb3vOe-2903mJu+290-341.00000
LEOK7.747-YddSSS---Rfuzphpp3cCg-503nUl+50-177.00000
J-1KIR38.690-Ep2GG---Mfpljwej3yMi-1803kFr+180-654.00000
UEFQ1.290-N3T----Eehldrmv3eAw-9653nZt+851-54.00000
LQGD70.800-WLPI---------Retained
IPQZ87.790-Tk3VV----Jpfdveja3cDr-7353zSg+680-61.60000
PgxCNW40.700-HEUI---------Retained
YIAY46.784-Xpp3KKK----Uqylbpas3wUz-4503nKs+450-856.00000
Tranche Comments
L: First Pay: 2021-07-15; Redemption: 2022-01-15; U: First Pay: 2021-07-15; Redemption: 2022-01-15; J-1: First Pay: 2021-07-15; Redemption: 2022-01-15; S-2: First Pay: 2021-07-15; Redemption: 2022-01-15; I: First Pay: 2021-07-15; Redemption: 2022-01-15; Y: First Pay: 2021-07-15; Redemption: 2022-01-15; I: First Pay: 2021-07-15; Redemption: 2022-01-15; U: First Pay: 2021-07-15; Redemption: 2022-01-15; L: First Pay: 2021-07-15; Redemption: 2022-01-15; Pgx: First Pay: 2021-07-15; Redemption: 2022-01-15;
Deal Comments
Wmu Ksbb Tughmuw 2.00
Risk Retention
Kqjvjiakdq/Nwqkjqah
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Dec 30, 1997

Commentary 

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Research