OCP Euro CLO DAC (OCPE) 2020-4

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
RMTX19.900--GW--Gokpoqqx3fGy-2803xJy+280--
JWLP221.000--WWWMMM--Qvlnolqn3kNq-1753tWq+175--
EsyJBF70.000--PBKK---------
B1XJV98.000--WWNN--Jhiuomiq3lZx-2203rDp+220--
C2BXL15.400--PPKK--KkijeFJU--2.650%--
EAYK80.000--PPPRRR---Zbwwsckf3fCk-4203pGz+420--
MMFN6.000--F-D---Aezosrvf3pSa-8753kMh+747--
QFTF19.800--WW-BB---Pelrfwjk3iGe-7303aPl+658--
Tranche Comments
J: First Pay: 2021-01-22; Redemption: 2021-06-24; Registration: 144Q/Dfx G; B1: First Pay: 2021-01-22; Redemption: 2021-06-24; Registration: 144O/Cdt J; C2: First Pay: 2021-01-22; Redemption: 2021-06-24; Registration: 144Q/Ita K; R: First Pay: 2021-01-22; Redemption: 2021-06-24; Registration: 144E/Njy W; E: First Pay: 2021-01-22; Redemption: 2021-06-24; Registration: 144J/Cds B; Q: First Pay: 2021-01-22; Redemption: 2021-06-24; Registration: 144G/Hul U; M: First Pay: 2021-01-22; Redemption: 2021-06-24; Registration: 144G/Api D; Esy: First Pay: 2021-01-22; Redemption: 2021-06-24; Registration: 144P/Yul H;
Deal Comments
Syn-Dzhh Qszoyfd 1.00
Originator(s)
Wnvx Xyvwro Iyyonvyv
Risk Retention
Bprkrphopw
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Mar 8, 2007