Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AUSD252.000-AaaNR---37.00%-FloatingSOFR-196SOFR+196--
BUSD52.000-NRAA---24.00%-FloatingSOFR-255SOFR+255--
CUSD22.000-NRA---18.50%-FloatingSOFR-335SOFR+335--
DUSD24.000-NRBBB----12.50%-FloatingSOFR-535SOFR+535--
EUSD12.000-NRBB----9.50%-FloatingSOFR-850SOFR+825--
SubUSD35.600-NRNR-----------Retained
Tranche Comments
A: First Pay: 2023-10-17; Redemption: 2025-03-16; B: First Pay: 2023-10-17; Redemption: 2025-03-16; C: First Pay: 2023-10-17; Redemption: 2025-03-16; D: First Pay: 2023-10-17; Redemption: 2025-03-16; E: First Pay: 2023-10-17; Redemption: 2025-03-16; Sub: First Pay: 2023-10-17; Redemption: 2025-03-16;
Deal Comments
Non Call Period: 2.00
Risk Retention
EU - Yes
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 17, 2028

B&I

BWICS & Inventory

SectorBondOrig FaceCurr FaceWalMOSPFIDRKROTSpreadSpeedC/EPriceDealerAgingDate added
CLOS
OCP 2015-10A A2R220,683,00020,683,0003.20Aaa-----DM+184--98.25BAM0CUSIP CopiedToday
NEW
CLOS
OCP 2015-10A A2R26,683,0006,683,0003.22-----AAASOFR+192--98WFS4CUSIP CopiedJun 02, 2023
CLOS
OCP 2021-21A E3,500,0003,500,0008.30-----BB3mL+62820 CPR-90JPM12ISIN CopiedMay 25, 2023
CLOS
OCP 2014-7A B1RR2,000,0002,000,0003.50-----ADM+273--98.5BNP22CUSIP CopiedMay 15, 2023
CLOS
OCP 2014-7A A1RR1,100,0001,100,0001.31-----AAADM+160--99.4WFS4CUSIP CopiedJun 02, 2023
CLOS
OCP 2014-6X BR-32,950,0005.80-----A214--100.03BNP5ISIN CopiedMay 13, 2021
CLOS
OCP 2021-22A B125,000,00025,000,000------AADM+23720 CPR-96.125JPM7ISIN CopiedApr 14, 2023
CLOS
OCP 2019-16A AR25,000,00025,000,0003.60-----AAADM+97--100.12AMH10ISIN CopiedNov 08, 2021
CLOS
OCP 2020-19A AR22,750,00022,750,0006.04-----AAADM+115--100WFS11CUSIP CopiedFeb 07, 2022
CLOS
OCP 2014-5A BR20,200,00020,200,0006.10NRA----DM+180--100BAM10CUSIP CopiedMar 05, 2021
1 to 10 of 156
Research
SectorNameTypePublisherDate
CLOS
OCP Euro CLO 2022-6Performance AnalyticsDealscribe
Mar 9, 2023
CLOS
OCP Euro CLO 2022-5Performance AnalyticsDealscribe
May 4, 2022
CLOS
OCP CLO 2016-12Performance AnalyticsDealscribe
Apr 13, 2022
CLOS
OCP CLO 2015-9Performance AnalyticsDealscribe
Apr 4, 2022
CLOS
OCP CLO 2015-10Performance AnalyticsDealscribe
Dec 22, 2021
1 to 5 of 5