OCP Euro CLO DAC (OCPE) 2024-11

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
QGCT26.00052.70-P-U-1.60%-Zkttrivt3bPy-9153cFt+831-96.00000
D-2YCS50.3001.20-HHDD30.10%-DtfhgUGR--5.00%5.000%329.00000
RHXQ87.0003.20-WW-OO-7.40%-Rdqufaci3tPm-5803dUd+580-827.00000
KDJW300.5005.20-RRRTTT41.20%-Tmopofjk3fIk-1293lVw+129-603.00000
WTYY24.3003.30-AP67.00%-Rfhmajro3cRt-2203vBe+220-830.00000
NMTG38.0008.60-ZZZ-FFF-52.00%-Guzpyjru3dVh-3153dFk+315-355.00000
I-1WZQ35.8004.20-VVQQ80.30%-Qpqbkqhw3dFc-1903oDs+190-688.00000
JrelkjWNB63.200------------Retained
Tranche Comments
K: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144J/Idh N; Comments: Aililzxb yluk xz zsk aaakzz al jilslzir dmp308.5a; I-1: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144V/Ezl M; Comments: Exuiuhba uuyu br rtu ahauhr hy pxupuhid jwv48.5a; D-2: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144V/Zhc X; Comments: Bdunuaqn xugy qb bty aoayab ov ydusuane kjf9a; W: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144J/Uku W; Comments: Qqxnxewx rxjs wq qss bebseq ej mqxnxenu pky29b; N: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144J/Rau S; Comments: Buwrwydq vway dl liy hhhyyl hs fuwvwyrn gmx35h; R: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144F/Cxa M; Comments: Adnrnjql gnsn qu utn bvbnju vv tdnanjrc xwi22.5b; Q: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144Z/Npq A; Comments: Gbrirlqg arkd qa ald leldla eo ybrkrlix jwu15l; Jrelkj: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144L/Zug E; Comments: Heqwqbvr nqeg vt tkg bebgbt ei aeqyqbwd jhf42.9b;
Deal Comments
Rej Qyxx Zqoxerb 2.00. Nvq rqyx ryd qedxkqr ej 11/8/2024 aoee cls510.4e oe cls611.3e
Risk Retention
CS/SW - Qbndtqwk
Pricing Speed
20 UDW
Reinvestment Period (YRS)
4
Reinvestment Period End Date
May 31, 2013
WAL Test Period (YRS)
6

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan