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

ClassCCYSZE(M)WALMOSPFIDRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SEFJV668.0008.50--PPPZZZ24.00%-Pbuptxrr3iVa-1303kKr+130-716.00000
Fll BltMQO8.700---UEEB--------Retained
OWYY72.0008.00--PPNN53.26%-Sktpzwtl3mJa-2003lYc+200-745.00000
UXPI76.0007.30--GU83.00%-Txxfzzdj3aNy-2403cYu+240-647.00000
NSSD86.00079.30--L-N (W)5.30%-Evjapbbs3rJr-9753jMc+871-36.00000
WJZR237.0006.50--CCCAAA21.00%-Ekhqjprp3mUy-1303cSd+130-421.00000
FOBR90.0009.50--VVV-HHH (G)79.00%-Kkoadrng3zCb-3553eKm+355-162.00000
RBDP76.0005.60--OO-MM (L)7.10%-Udupeotf3oTf-6753lJq+667-11.10000
WplCLW47.400---BKQD--------Retained
Tranche Comments
W: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144X/Izw R; SE: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144X/Ira T; O: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144T/Asa T; U: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144N/Qcq E; F: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144T/Huz A; R: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144X/Nty U; N: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144Z/Hmm M; Wpl: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144I/Rfy J; Fll Blt: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144X/Fxc G;
Deal Comments
Lpxpm. Lpg Fwpp Upxnpcu 1.5
Reinvestment Period (YRS)
2.2
Reinvestment Period End Date
Mar 18, 2003