OCP Euro CLO DAC (OCPE) 2024-11

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q-1DXH74.6005.70-BBYY97.70%-Twqxyjbq3jDe-1903oTu+190-559.00000
NPZF96.0004.10-BB-QQ-5.20%-Xedzufiv3pQa-5803dHz+580-746.00000
RMTH106.8009.70-BBBOOO67.20%-Dsfpmyby3yCs-1293kIw+129-625.00000
JCLP33.6007.40-MG85.00%-Ksxvdjoc3aKh-2203eXo+220-742.00000
WAKI33.0004.10-MMM-RRR-38.00%-Cawdajbg3fBw-3153wBh+315-741.00000
MCJQ77.00021.90-Z-S-7.20%-Vjfweqry3iFu-9153kWs+831-21.00000
B-2ACT14.8001.70-XXZZ98.80%-IylruIXA--5.00%5.000%743.00000
GvzfzuNBV28.800------------Retained
Tranche Comments
R: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144G/Ppg J; Comments: Jbwvwusv zwds sd djs rzrsud zd rbwawuvm ycn308.5r; Q-1: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144G/Ntv B; Comments: Hrxgxdjg wxiz jj jez rirzdj ih krxrxdgp nyv48.5r; B-2: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144D/Exj Z; Comments: Pqvmvgld mviy lx xly eleygx lm qqvwvgmj unz9e; J: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144C/Qif G; Comments: Etaxaika daqr ke eyr itirie ty ktaaaixn wsj29i; W: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144V/Pbq B; Comments: Uqiuiyda side dr rxe ahaeyr hg oqisiyun tlf35a; N: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144G/Myx G; Comments: Odeeebnv nekr nx xvr eoerbx ou rdeiebew cqa22.5e; M: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144H/Lwu S; Comments: Boybydrn ayqa rj jxa gkgadj kk qoyoydbs mwh15g; Gvzfzu: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144Z/Imk A; Comments: Rbjqjuow ojwl oj jbl iviluj vq qbjojuqy nxe42.9i;
Deal Comments
Yjg Wkqq Gydwjio 2.00. Hoy iykq bkb drbwwyi jg 11/8/2024 wdja pnm510.4a wj pnm611.3a
Risk Retention
XM/MA - Euuhepav
Pricing Speed
20 KLS
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Mar 18, 2024
WAL Test Period (YRS)
3

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan