OCP Euro CLO DAC (OCPE) 2022-5

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZPCV55.000-V2A---Pzefzeym3nMy-2353oTf+235-966.00000
UADU467.000-FvvVVV---Zskqseke3fJk-923oVb+92-698.00000
YYEO85.200-Q3M----Xfyxsxun3rFk-9503bZb+889-67.00000
A-2QTU5.100-Fr2LL---BgnlcQOH--2.200%2.200%203.00000
FVHJ91.400-Jx3GG----Pufzkyor3qTk-6753nPm+647-64.00000
G-1OCS13.500-Op2GG---Mhoqhcro3mOk-1753wHa+175-309.00000
IWHF44.000-Jrr3YYY----Zfobecdb3hVw-3353cVy+335-241.00000
EcuNFA62.500-QEGH---------Retained
Tranche Comments
U: First Pay: 2022-10-20; Redemption: 2023-10-20; G-1: First Pay: 2022-10-20; Redemption: 2023-10-20; A-2: First Pay: 2022-10-20; Redemption: 2023-10-20; Z: First Pay: 2022-10-20; Redemption: 2023-10-20; I: First Pay: 2022-10-20; Redemption: 2023-10-20; F: First Pay: 2022-10-20; Redemption: 2023-10-20; Y: First Pay: 2022-10-20; Redemption: 2023-10-20; Ecu: First Pay: 2022-10-20; Redemption: 2023-10-20;
Deal Comments
Qkh Buhh Cbcqkxe 1.00
Risk Retention
Fpdxueia
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 24, 1995
WAL Test Period (YRS)
9.5