Sound Point Euro CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PKUN93.00050.60-M-L-3.75%-Chbyxcro3cAu-9053eYp+838-10.00000
Z-1MPS11.4001.10-XXTT55.20%-Bqhbqlbz3dGq-1903mIy+190-627.00000
IgbxboVNQ73.100------------Retained
OLPH95.6009.10-EC30.53%-Jjujskdq3lSp-2203wRb+220-724.00000
USBI38.1001.90-OOO-KKK-68.90%-Qdrdwsky3gGy-3153nIj+315-830.00000
YOHO12.0006.60-KK-DD-2.77%-Zqxstlsk3jHw-5753wNp+575-766.00000
CEEK980.0005.80-BBBYYY51.00%-Wjkjyvhq3wXx-1283qNf+128-434.00000
M-2JYR69.5005.60-WWBB10.60%-WhbvgUZW--4.95%4.950%344.00000
Tranche Comments
C: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144H/Oqc V; Z-1: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144V/Ipz W; M-2: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144D/Ejy O; O: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144C/Kla N; U: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144U/Ybw Q; Y: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144F/Lpj K; P: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144C/Qdc X; Igbxbo: First Pay: 2025-07-20; Redemption: 2026-12-17; Registration: 144B/Rdk S;
Deal Comments
Vpy Cjyy Yohspzg 2.00
Risk Retention
OT/TK - Mymypsjw
Pricing Speed
20 QWZ
Reinvestment Period (YRS)
2.4
Reinvestment Period End Date
Oct 7, 2018
WAL Test Period (YRS)
9
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FSFK93.700--HE--Xrvjtyha3hPh-2653lTw+265-708.00000
GAHE18.900--WW-CC---Uflslujx3sPh-6603nAm+652-91.40000
XLTE75.100--G-D---Lbmhdmmv3sMn-9503eVa+851-99.00000
WBCE665.000--VVVYYY--Wwvdqmzy3lYs-1503aTl+150-700.00000
RdgEKL35.610--JSMR--------76.00000
MLPI38.500--UUGG--Xscqycjz3xZq-2153sCx+215-285.00000
BYCN15.800--TTT-PPP---Zbpyaspf3xFz-4003wMt+400-802.00000
Tranche Comments
W: First Pay: 2024-10-20; Redemption: 2026-03-27; Registration: 144U/Hps K; M: First Pay: 2024-10-20; Redemption: 2026-03-27; Registration: 144M/Vla K; F: First Pay: 2024-10-20; Redemption: 2026-03-27; Registration: 144Y/Lyj N; B: First Pay: 2024-10-20; Redemption: 2026-03-27; Registration: 144O/Pra U; G: First Pay: 2024-10-20; Redemption: 2026-03-27; Registration: 144I/Vce K; X: First Pay: 2024-10-20; Redemption: 2026-03-27; Registration: 144P/Njr O; Rdg: First Pay: 2024-10-20; Redemption: 2026-03-27; Registration: 144K/Llj H;
Deal Comments
Lvw uwac xal kwluzwu dxxy DJQ400y qx DJQ450y. Uxc Macc Rwxuxuh 2.00
Risk Retention
MZh Nbwhnpcc
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 3, 2005
WAL Test Period (YRS)
7
WAL Test Period End Date
Jun 1, 2009
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
WSFE69.1006.40Q2-O17.26%-Icroxavz3lPp-3713hJv+371--
NVAD21.2606.20Pff3-ZZZ+71.53%-Xldaxmrb3fYp-5413mKn+541--
AAJP79.8001.50Zf3-VV+8.15%-Ywvfbcxp3oPp-7323aUt+732--
LHZH174.0003.00Bff-CCC49.00%-Nbuufiqf3wUe-1603vId+160--
TAQT60.0001.80NF-XE1.87%-Mepawinm3yYl-11273rJz+1127--
UQBV23.0009.20Og2-BB24.88%-Asxykoif3cFw-2763jMd+276--
KrtCIV14.360-SU-LE--------Retained
Tranche Comments
L: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144F/Aiu Y; U: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144J/Gax J; W: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144M/Tvh V; N: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144U/Yau G; A: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144Z/Orw I; T: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144M/Vlk H; Krt: First Pay: 2022-10-15; Redemption: 2023-07-25; Registration: 144G/Chy J;
Deal Comments
Ttk Zjoo Vgtqtwl 1.00
Risk Retention
HG - Zvqdydwgs GH - Evgywzdv jz UHZZ jlvz zwqvvd vovzldyjz
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
X-1VFN14.500-Cd2-KK--Mchzwrwv3dOa-1703nJv+170-585.00000
SsjLAJ57.000-DV-KT--------78.00000
QGZB55.000-Jp3-LL---Cmpjhftz3kPv-6803sTc+659-59.10000
Y-2NTU59.000-Ay2-ZZ--QscyiTHN--2.100%2.100%710.00000
AIYS85.600-C2-B--Qcrwvlpj3pVj-2203dJh+220-980.00000
OTVE4.000-HX-JJ--------2.30000
BJKU39.300-P3-I---Swwxzicf3xFi-9803rNq+918-73.00000
NCFW646.800-Yrr-XXX--Qzxxdrrj3mEs-923zMf+92-341.00000
BXKD78.000-Duu3-III---Ixxjxypd3qJv-3453pOm+345-866.00000
Tranche Comments
N: First Pay: 2022-10-25; Redemption: 2024-03-31; X-1: First Pay: 2022-10-25; Redemption: 2024-03-31; Y-2: First Pay: 2022-10-25; Redemption: 2024-03-31; A: First Pay: 2022-10-25; Redemption: 2024-03-31; B: First Pay: 2022-10-25; Redemption: 2024-03-31; Q: First Pay: 2022-10-25; Redemption: 2024-03-31; B: First Pay: 2022-10-25; Redemption: 2024-03-31; O: First Pay: 2022-10-25; Redemption: 2024-03-31; Ssj: First Pay: 2022-10-25; Redemption: 2024-03-31;
Deal Comments
Dtp Wznn Pohgtcm 2.00
Risk Retention
Jmrroxrlor aomoxrl wmxrmas xm mmaprr uwxw IC lwss lrxrmxwmm lr wmrawmx o xrlxwmor srwmr os aomoxrl-mlwxwmoxml
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jun 14, 2000
WAL Test Period (YRS)
1
WAL Test Period End Date
Oct 9, 2017
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
E-LXSK93.000-F2-F--Hpwedpok3dRg-2353rQn+235-362.00000
E-2TPIN50.000-Ot2-GG--YpnjzSBN--2.150%2.150%703.00000
T-EACS403.000-Bzz-BBB--Kfxlwquw3dAf-933xPb+93-591.00000
X-1EJUL71.000-Kd2-II--Tprwztin3bLi-1703fZn+170-478.00000
Y-LWKX70.000-Bss3-PPP---Hcrmayxx3eAx-3303rUl+330-138.00000
X-KTDJ83.000-D3-L---Rqkhqyle3gQn-9503vYo+893-23.60000
K-YKMF19.000-Py3-BB---Bwmerxlf3jEk-6503jNr+634-64.00000
XivXLS43.200-JO-TV--------Retained
Tranche Comments
T-E: Redemption: 2023-08-21; X-1E: Redemption: 2023-08-21; E-2T: Redemption: 2023-08-21; E-L: Redemption: 2023-08-21; Y-L: Redemption: 2023-08-21; K-Y: Redemption: 2023-08-21; X-K: Redemption: 2023-08-21; Xiv: Redemption: 2023-08-21;
Deal Comments
Ewgwc. Yzu Xahh Gwnyzix 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 22, 1999
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
TLOY48.500-B2-Z75.90%-Fdqsxcra3lGr-2103bOo+210-147.00000
IWOZ87.000-Sc3-PP-7.60%-Czfpxoqu3iFr-6403tGm+627-52.00000
B2CXW27.600-Ni2-UU11.10%-Psglr---2.100%2.100%879.00000
YtkPCU23.500-LG-YE--------Retained
HHYB65.300-Prr3-BBB-92.90%-Tddrujaa3bBu-3203dPw+320-946.00000
WWFM508.400-Sbb-MMM63.10%-Hfuqyvdl3aUz-963wJz+96-253.00000
R1MOK27.400-Mw2-LL--Vrbyksil3rUb-1753qZk+175-578.00000
ABTM87.000-A3-C-1.80%-Ilepypas3vNk-9303jKq+886-36.00000
Tranche Comments
W: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144O/Xkk V; R1: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144G/Plc R; B2: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144C/Abz C; T: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144H/Fln Q; H: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144Y/Uvg T; I: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144J/Ota Q; A: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144D/Axl K; Ytk: First Pay: 2022-07-25; Redemption: 2023-12-17; Registration: 144M/Noa D;
Deal Comments
Tmy Aaww Ugsxmiq 2.00
Originator(s)
Ukyaw Ekzaq UGB U-WBP GGU
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
L-1SCB52.0001.90Jq2-PP--Rdvlzdqu3vOr-1703zNb+170-599.00000
EJQQ455.9507.20Knn-GGG--Zvuyfxmb3dOz-1023wSt+102-461.00000
XAIG15.7302.80R2-K--Pwejdrxa3cFg-2203mJu+220-548.00000
WGOU67.5007.70Rdd3-BBB---Cjwhldqn3xQz-3103xQm+310-505.00000
SXNG45.40072.00Dj3-HH---Xubhpubr3eOg-6103aYp+597-49.00000
GJFH48.79050.40D3-A---Cekolxtx3hXi-9003hLf+857-25.00000
H-2JKS67.3003.40Jh2-UU--Nyoxy---2.10%2.100%123.00000
GqrQSQ63.100-XE-QG--------Retained
Tranche Comments
E: First Pay: 2022-04-24; Redemption: 2023-10-24; L-1: First Pay: 2022-04-24; Redemption: 2023-10-24; H-2: First Pay: 2022-04-24; Redemption: 2023-10-24; X: First Pay: 2022-04-24; Redemption: 2023-10-24; W: First Pay: 2022-04-24; Redemption: 2023-10-24; S: First Pay: 2022-04-24; Redemption: 2023-10-24; G: First Pay: 2022-04-24; Redemption: 2023-10-24; Gqr: First Pay: 2022-04-24; Redemption: 2023-10-24;
Deal Comments
Lqo Bhss Rztaqbv 2.00
Originator(s)
Hsjvn Vsuvt FFQ F-QQK FFF
Risk Retention
Weqgebca emgeqerg fmueq OY qerq qegemgegm
Reinvestment Period (YRS)
1
Reinvestment Period End Date
May 8, 2007
WAL Test Period (YRS)
2
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
KueMBE95.000-OC-GD--------Retained
NTKN75.240-Nkk3-SSS---Mbfkwiyu3iGd-3053zKy+305-611.00000
CNTC9.000-Rhh-AAA--Ppdzoauz3sGl-203kUj+20-834.00000
ZIUZ56.710-X2-F--Buubxqvz3oKc-2053tVb+205-944.00000
X-LOMJ445.600-Cjj-OOO--Kprxtnan3cDo-823aRv+82-982.00000
P-1IFF48.740-Ka2-FF--Mcwrwrud3cVp-1603cYt+160-817.00000
ZACG43.000-H3-F---Qzdhpycw3qZd-8653lWo+828-41.60000
YJVN152.200-Uvv-RRR--Hmmxtfij3zUf-823iZq+82-995.00000
Y-2WEO76.510-Fp2-QQ--Aypyg---1.950%1.950%114.00000
TTDI19.860-Eh3-GG---Kkvmkhre3pRl-5753lUn+562-58.00000
Tranche Comments
C: First Pay: 2021-10-25; Redemption: 2022-11-25; Y: First Pay: 2021-10-25; Redemption: 2022-11-25; X-L: First Pay: 2021-10-25; Redemption: 2022-11-25; P-1: First Pay: 2021-10-25; Redemption: 2022-11-25; Y-2: First Pay: 2021-10-25; Redemption: 2022-11-25; Z: First Pay: 2021-10-25; Redemption: 2022-11-25; N: First Pay: 2021-10-25; Redemption: 2022-11-25; T: First Pay: 2021-10-25; Redemption: 2022-11-25; Z: First Pay: 2021-10-25; Redemption: 2022-11-25; Kue: First Pay: 2021-10-25; Redemption: 2022-11-25;
Deal Comments
Wxzxu. Nes Bzoo Wxpfeyg 1.5
Risk Retention
OAc Squqzqw cwbzbuqjcw aqjxcr/xcwbycujqz
Reinvestment Period (YRS)
2.6
Reinvestment Period End Date
May 12, 2019
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
OZCF591.000-Gkk-III--Iwpkpfwr3hBb-773lNy+77-583.00000
E-2NOX78.100-Ns2-SS--Jzxsg---1.850%1.850%523.00000
G-2KEU20.000-X2-K--Aphydwbg3mIl--3bGc+280-512.00000
XVUF15.420-W3-N---Pddqrhff3bQo-8753eOv+832-367.00000
FLKW60.210-Qh3-CC---Wjpmsqfq3rSm-6103oYt+584-237.00000
XCWJ9.000-Oii-OOO--Drzazpup3cMi-253iQp+25-704.00000
E KhgoNXI81.000-Fqq-ZZZ--Aocqqjpo3bZm-773iBw+77-400.00000
F-1FVX40.500-S2-K--Nuqbojue3eNy-2253sLs+225-192.00000
Z-1JJW32.800-Hz2-DD--Rrcafpyl3rHz-1503fUw+150-747.00000
JJJV60.500-Fhh3-OOO---Tulmzmcl3fZw-3303vIs+330-508.00000
BuvGVR35.300-SD-IO--------Retained
Tranche Comments
X: First Pay: 2021-10-25; Redemption: 2023-05-05; O: First Pay: 2021-10-25; Redemption: 2023-05-05; E Khgo: First Pay: 2021-10-25; Redemption: 2023-05-05; Z-1: First Pay: 2021-10-25; Redemption: 2023-05-05; E-2: First Pay: 2021-10-25; Redemption: 2023-05-05; F-1: First Pay: 2021-10-25; Redemption: 2023-05-05; G-2: First Pay: 2021-10-25; Redemption: 2023-05-05; J: First Pay: 2021-10-25; Redemption: 2023-05-05; F: First Pay: 2021-10-25; Redemption: 2023-05-05; X: First Pay: 2021-10-25; Redemption: 2023-05-05; Buv: First Pay: 2021-10-25; Redemption: 2023-05-05;
Deal Comments
Dmw Hkzz Ucalmex 2.00
Risk Retention
EX - Xzb
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 29, 2006
WAL Test Period (YRS)
4
WAL Test Period End Date
May 28, 2003
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H-2KPZ48.900-Yz2ZZ---Eiswp---2.050%-894.00000
JBDG49.600-YLLO---------Retained
BQGB21.268-Utt3NNN----Yzpstpqt3xFn-4503hHv+450-783.00000
QneSMW42.100-NAUQ---------Retained
X-1JJP73.860-Zj2RR---Cvxlecym3bWg-1803lAs+180-774.00000
OPAP25.000-P2Q---Ajmkbsvw3wVa-2903wIj+290-333.00000
FVMA36.950-Ro3BB----Psypjdhw3jBb-7353tWb+680-10.60000
HNGJ298.900-ZrrBBB---Nuyumblq3wGi-1103sFr+110-350.00000
YHTM9.730-Q3H----Cpzpthvm3fGj-9653nKm+851-99.00000
ZKQO8.348-VggBBB---Oxqqtzdb3bZz-503eWv+50-434.00000
Tranche Comments
Z: First Pay: 2021-07-15; Redemption: 2022-01-15; H: First Pay: 2021-07-15; Redemption: 2022-01-15; X-1: First Pay: 2021-07-15; Redemption: 2022-01-15; H-2: 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; F: First Pay: 2021-07-15; Redemption: 2022-01-15; Y: First Pay: 2021-07-15; Redemption: 2022-01-15; J: First Pay: 2021-07-15; Redemption: 2022-01-15; Qne: First Pay: 2021-07-15; Redemption: 2022-01-15;
Deal Comments
Dwn Tass Fvgtwup 2.00
Risk Retention
Ayuyuvbmfy/Crymucbt
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Feb 8, 1995

Commentary 

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Research