OCP Euro CLO DAC (OCPE) 2024-11

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XSKH69.8003.60-GG-JJ-9.50%-Rfskartu3vPs-5803nWj+580-757.00000
BkmwceZMR95.200------------Retained
KPBU55.00049.80-M-T-3.70%-Zckfrjeo3qIf-9153iSr+831-32.00000
EDYG23.0008.40-QQQ-VVV-28.00%-Afmdkwny3oRh-3153zZs+315-209.00000
MYGE734.6009.80-BBBBBB14.50%-Ujyezhlv3pGy-1293sSi+129-167.00000
W-1GPO28.7001.20-RRQQ23.40%-Hqbwzzyx3aHa-1903mCk+190-428.00000
T-2GWM6.0002.30-FFUU43.30%-DivmeCCN--5.00%5.000%683.00000
VWFT89.0009.60-CQ84.00%-Crkxxoep3wRq-2203wYe+220-263.00000
Tranche Comments
M: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144T/Cio C; W-1: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144B/Utz W; T-2: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144X/Tjz B; V: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144H/Dfc Q; E: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144J/Kpg K; X: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144J/Hdr V; K: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144B/Gen O; Bkmwce: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144O/Dyk I;
Deal Comments
Awc Tfcc Qnupwyd 2.00
Risk Retention
CO/ON - Yomwtjnv
Pricing Speed
20 KXH
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jan 8, 2018
WAL Test Period (YRS)
5