OCP Euro CLO DAC (OCPE) 2022-5

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
DxoKCO45.600-EZEC---------Retained
JSYT31.000-A2E---Pwxbumkl3wCt-2353aNz+235-477.00000
VMAU97.000-Hmm3XXX----Kszykovg3hRy-3353tKq+335-457.00000
SHPT49.700-Cs3XX----Bmvlsrlv3lLe-6753rFe+647-25.00000
D-1YTO39.800-Yn2UU---Obyetfsg3pPe-1753kPv+175-858.00000
IGIZ939.000-YggOOO---Xlmfkmfu3hEt-923hBw+92-435.00000
L-2FCP4.600-Hc2WW---HgzhsSFO--2.200%2.200%790.00000
RGJO31.500-D3I----Hudspjfs3tEy-9503bPt+889-90.00000
Tranche Comments
I: First Pay: 2022-10-20; Redemption: 2023-10-20; D-1: First Pay: 2022-10-20; Redemption: 2023-10-20; L-2: First Pay: 2022-10-20; Redemption: 2023-10-20; J: First Pay: 2022-10-20; Redemption: 2023-10-20; V: First Pay: 2022-10-20; Redemption: 2023-10-20; S: First Pay: 2022-10-20; Redemption: 2023-10-20; R: First Pay: 2022-10-20; Redemption: 2023-10-20; Dxo: First Pay: 2022-10-20; Redemption: 2023-10-20;
Deal Comments
Aeu Uhpp Jmkfeex 1.00
Risk Retention
Xhfspdhj
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jul 18, 2001
Reset
Yes
WAL Test Period (YRS)
9.7

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan