OCP Euro CLO DAC (OCPE) 2022-5

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
VNEY76.400-Z3J----Yxyyowpu3lHb-9503qRg+889-21.00000
K-1YYL53.800-Yj2LL---Gjsbvsxd3gKu-1753aGm+175-289.00000
CXEZ948.000-BiiGGG---Rzuytbbf3wCb-923wOc+92-322.00000
QKZY76.000-X2I---Rfhxsmkt3fMp-2353nSp+235-798.00000
GZVJ46.800-Wh3NN----Jsevfjqf3qQf-6753aXb+647-57.00000
WmbASQ92.200-QCLQ---------Retained
ZFSO77.000-Mii3MMM----Bqhxhlhj3fNi-3353yRn+335-172.00000
Z-2FNX9.200-Rh2PP---JfgllEHG--2.200%2.200%828.00000
Tranche Comments
C: First Pay: 2022-10-20; Redemption: 2023-10-20; K-1: First Pay: 2022-10-20; Redemption: 2023-10-20; Z-2: First Pay: 2022-10-20; Redemption: 2023-10-20; Q: First Pay: 2022-10-20; Redemption: 2023-10-20; Z: First Pay: 2022-10-20; Redemption: 2023-10-20; G: First Pay: 2022-10-20; Redemption: 2023-10-20; V: First Pay: 2022-10-20; Redemption: 2023-10-20; Wmb: First Pay: 2022-10-20; Redemption: 2023-10-20;
Deal Comments
Zww Vsoo Ypakwbx 1.00
Risk Retention
Edojvoyu
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 14, 1995
WAL Test Period (YRS)
5.9