OCP CLO (OCP) 2016-12(R)

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XUSD2.000-NR-AAA----FixedSwaps70a100---
AR2USD352.000-Aaa-AAA----FixedSwaps-127---
BR2USD66.000-NR-AA----FixedSwaps-181---
CR2USD33.000-NR-A----FixedSwaps-230---
DR2USD33.000-NR-BBB-----FixedSwaps325a334---
ER2USD22.000-NR-BB-----FixedSwapsMid to High 600s715---
Add SubUSD4.450-NR-NR----------Retained
SubUSD57.250-NR-NR----------Retained
Tranche Comments
X: First Pay: 2022-10-18; Redemption: 2025-03-30; Registration: 144A/Reg S; AR2: First Pay: 2022-10-18; Redemption: 2025-03-30; Registration: 144A/Reg S; BR2: First Pay: 2022-10-18; Redemption: 2025-03-30; Registration: 144A/Reg S; CR2: First Pay: 2022-10-18; Redemption: 2025-03-30; Registration: 144A/Reg S; DR2: First Pay: 2022-10-18; Redemption: 2025-03-30; Registration: 144A/Reg S; ER2: First Pay: 2022-10-18; Redemption: 2025-03-30; Registration: 144A/Reg S; Add Sub: First Pay: 2022-10-18; Redemption: 2025-03-30; Registration: 144A/Reg S; Sub: First Pay: 2022-10-18; Redemption: 2025-03-30; Registration: 144A/Reg S;
Deal Comments
Non-Call Period: 1.00. Reset.
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 18, 2025
Reset
Yes
Research
AllReportsSurveillanceOther

Explore all other research.