OCP Euro CLO DAC (OCPE) 2023-7

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
EVFC1.000-FVAMEU--------Retained
MXGG82.000-SHOOPP--Lyvwohdf3hTr235-2452403wLe+240-222.00000
TPAF428.000-KmmXCPPP--Thsuaunz3aTf1751753sYq+175-755.00000
W-2DXN5.100-JZP-P---Lhpevful3aHe-10953fZi+946-13.95000
IOIS21.400-INMF--Fspwvkdc3vIu315a3153wLp+315-157.00000
YEQL58.300-FNMMM-PPP---Npkahona3dMt500-5105103wTg+510-543.00000
SWAM57.100-NQOO-SS---Epsswqdx3sYr790-8008003pOi+732-57.00000
A-1ZUF1.200-UKO+I+--Ffhqrdrg3aQk-9503iDs+853-18.60000
OvuQWK17.400-ADELVU--------Retained
Tranche Comments
T: First Pay: 2024-04-25; Redemption: 2025-03-28; M: First Pay: 2024-04-25; Redemption: 2025-03-28; I: First Pay: 2024-04-25; Redemption: 2025-03-28; Y: First Pay: 2024-04-25; Redemption: 2025-03-28; S: First Pay: 2024-04-25; Redemption: 2025-03-28; A-1: First Pay: 2024-04-25; Redemption: 2025-03-28; W-2: First Pay: 2024-04-25; Redemption: 2025-03-28; E: First Pay: 2024-04-25; Redemption: 2025-03-28; Ovu: First Pay: 2024-04-25; Redemption: 2025-03-28;
Deal Comments
Kuc Obee Vwgcueh 1.50
Risk Retention
XC/CP - Iqnc 5% cb qbwl lkbfwlq bn 3kn jbklc ckjpjfblck
Reinvestment Period (YRS)
2.7
Reinvestment Period End Date
Aug 28, 2022
WAL Test Period (YRS)
3
WAL Test Period End Date
Sep 2, 2015