OCP Euro CLO DAC (OCPE) 2017-2(R)

ClassCCYSZE(M)WALMOSPFIDRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
IZTY37.0002.50--EE-II (I)4.90%-Kuukxjcy3vOb-6753dVw+667-50.40000
XvvOKQ25.300---UJLE--------Retained
UZLX20.0006.10--VM37.00%-Vvmlzscs3dQs-2403dKl+240-598.00000
YBWM48.0006.00--MMCC52.76%-Oebadfbp3eWu-2003nWf+200-523.00000
Kaa JwySEN7.400---FNZT--------Retained
IIZS553.0006.70--JJJKKK90.00%-Nxweydyk3kDd-1303zZf+130-902.00000
HHKC40.0003.90--VVV-KKK (P)12.00%-Rsjyhrym3jEn-3553pJj+355-354.00000
WJELY661.0009.60--BBBVVV48.00%-Lzdaepni3cCo-1303oKm+130-373.00000
WCTM41.00088.70--W-J (R)9.40%-Ocqrfajs3yNn-9753wAq+871-24.00000
Tranche Comments
I: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144K/Cxs P; WJ: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144H/Amb X; Y: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144M/Lqn H; U: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144X/Pli B; H: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144O/Dkm H; I: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144G/Clo L; W: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144K/Qmx S; Xvv: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144Q/Kip P; Kaa Jwy: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144F/Lkv P;
Deal Comments
Ysqse. Zzh Lsoo Mszmzdy 1.5
Reinvestment Period (YRS)
5.9
Reinvestment Period End Date
Sep 20, 2001

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan