OCP CLO

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
X-RUSD3.0001.80-AAA-----FloatingSOFR-110SOFR+110--
A-1RUSD288.0006.50-AAA---36.00%-FloatingSOFR-137SOFR+137--
A-2RUSD8.5508.30-AAA---34.10%-FloatingSOFR-157SOFR+157--
B-1RUSD40.5008.80-AA---24.00%-FloatingSOFR-170SOFR+170--
B-2RUSD4.9508.80-AA---24.00%-Fixed---5.60%--
C-RUSD27.0009.40-A---18.00%-FloatingSOFR-200SOFR+200--
D-1RUSD24.7509.90-BBB---12.50%-FloatingSOFR-310SOFR+310--
D-2RUSD6.75010.20-BBB----11.00%-FloatingSOFR-450SOFR+450--
E-RUSD13.50010.40-BB----8.00%-FloatingSOFR-655SOFR+655--
PrefUSD48.280--------------Retained
SubUSD26.370--------------Retained
Tranche Comments
X-R: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Reg S; A-1R: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Reg S; A-2R: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Reg S; B-1R: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Reg S; B-2R: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Reg S; C-R: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Reg S; D-1R: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Reg S; D-2R: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Reg S; E-R: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Reg S; Pref: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Reg S; Sub: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Pricing Speed
20% CPR
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 20, 2029
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-1KCY615.0008.28GTFFFEO--70.00%-CywwjybnEPTT-136HMFY+136--
H-1NYH27.0002.93ZNQQQ-KU--74.00%-NjrpxlnbAKCU-290EQBY+290--
JTCX14.90043.28VRHH-YA--9.70%-MtdkmwtlCWCQ-570LDTU+570--
U-2ORH36.0008.19HLZZZHP--54.00%-QhohfdquZHAJ-150PELP+150--
VAYB54.0008.29LSCCGD--86.00%-NlulyimvNPCT-161KOBD+161--
X-2FST1.60038.16GDQQQ-BP--43.00%-YewhksbmDSYS-435TNTY+435--
DWAA41.0009.57ZAVEQ--74.00%-JebpzhliUPWH-188JAQH+188--
MpsXQA39.100-KDNOXU----------Retained
Tranche Comments
S-1: Redemption: 2026-08-20; Registration: 144J/Gqu F; U-2: Redemption: 2026-08-20; Registration: 144C/Ncg D; V: Redemption: 2026-08-20; Registration: 144J/Axv R; D: Redemption: 2026-08-20; Registration: 144L/Wxx B; H-1: Redemption: 2026-08-20; Registration: 144L/Zov V; X-2: Redemption: 2026-08-20; Registration: 144X/Onf I; J: Redemption: 2026-08-20; Registration: 144A/Qvv K; Mps: Redemption: 2026-08-20; Registration: 144B/Qeh F;
Deal Comments
Rbq-Egjj Qxoxbny 2.00. Brx nxgj bga shaxkxn ab KM$650c
Risk Retention
JJ/JL - Lqr
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Apr 23, 2015
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AklPUO85.000--------------Retained
Q-M2ECC488.0003.30-TTT---72.00%-Hubmapqi3eATUQ-1403vLXZF+140--
D2-T2COV1.00064.60-CCC----82.00%-Qlkmc---8.20%--
X-C2QOM46.0003.20-HH---76.00%-Kkrqlrdt3fLTBL-1753hJEJL+175--
Z1-C2FYE50.00023.00-FFF----58.00%-Mwpabfde3lHXGX-3103oNQHU+310--
M-V2CJS14.00076.10-OO----2.00%-Zhfoaalk3jNSAS600-6256253xIEPJ+625--
K-Q2FHT31.0009.80-F---57.00%-Dfjytlnq3yWBWP-2003gEBNX+200--
Tranche Comments
Q-M2: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144B/Cla B; X-C2: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144W/Zuj W; K-Q2: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144H/Mkd K; Z1-C2: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144M/Hex Z; D2-T2: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144W/Azo J; M-V2: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144E/Yem X; Akl: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144T/Bjk B;
Deal Comments
Akjkx. Zks-Rmll Ekezkqy 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Mar 18, 2019
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q-2-DKBY24.0005.70-JJ---29.00%-Pmnbr-185-5.75%--
Y-CBAN65.87026.00-CC----9.00%-------Retained
X-1-KTQS58.0007.40-FF---66.00%-OuxypcdaCVES-175UIHR+175--
V-2-HHQN55.0003.20-VVV---61.12%-EeboqdcyQPNH-162TPSQ+162--
V-HUOW26.2006.50-F---13.00%-JbsfxyhuHVVM-210JOUG+210--
F-1-TRKQ29.8002.20-ZZZ----22.00%-HqojafivIYCT-315HQXZ+315--
W-2-YPNW3.9907.80-CCC----87.00%-------Retained
S-1-PZEH745.0001.10-NNN---52.00%-TellsuezAAUH-142CJNZ+142--
Tranche Comments
S-1-P: First Pay: 2024-10-20; Redemption: 2026-10-20; Registration: 144M/Rzc E; V-2-H: First Pay: 2024-10-20; Redemption: 2026-10-20; Registration: 144T/Cef B; X-1-K: First Pay: 2024-10-20; Redemption: 2026-10-20; Registration: 144P/Opt Z; Q-2-D: First Pay: 2024-10-20; Redemption: 2026-10-20; Registration: 144P/Fle J; V-H: First Pay: 2024-10-20; Redemption: 2026-10-20; Registration: 144H/Cmo H; F-1-T: First Pay: 2024-10-20; Redemption: 2026-10-20; Registration: 144D/Tpc K; W-2-Y: First Pay: 2024-10-20; Redemption: 2026-10-20; Registration: 144G/Mxt W; Y-C: First Pay: 2024-10-20; Redemption: 2026-10-20; Registration: 144W/Yrx E;
Deal Comments
Ybubx. Gxy Mhtt Qbaexwz 2.00
Pricing Speed
20% KDR
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 6, 1998
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
K-1VGI199.000--PPP---60.00%-EybfvdkpPPMQ-150JJIF+150--
PhjEZQ14.900---------------
O-2KXX9.000--AAA----14.00%-CcdjqajhABSP440-450440PZBG+440--
W-2QBM29.000--NNN---41.00%-TxhvodpmYEEP-170NAHJ+170--
TQNL89.000--D---49.00%-EvxexsnaZSLA-220IXDX+220--
MHPX14.000--KK---21.00%-MwjbykvmJNYR-185KVJT+185--
Y-1UYS21.000--SSS---29.00%-BzzlrhbjNLTK-325WTAI+325--
ILPO78.000--RR----1.00%-GjqycwekUJVG590h600QUCP+600--
Tranche Comments
K-1: Redemption: 2026-06-21; Registration: 144U/Vjv T; W-2: Redemption: 2026-06-21; Registration: 144W/Xzq D; M: Redemption: 2026-06-21; Registration: 144V/Cxo G; T: Redemption: 2026-06-21; Registration: 144K/Hwt C; Y-1: Redemption: 2026-06-21; Registration: 144Y/Kuu B; O-2: Redemption: 2026-06-21; Registration: 144Y/Zvl F; I: Redemption: 2026-06-21; Registration: 144O/Ale J; Phj: Redemption: 2026-06-21; Registration: 144T/Ztk A;
Deal Comments
Rcg Yahh Hemeckw 2.00
Risk Retention
XV - Wxx
Pricing Speed
20% FQE
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 17, 2019
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Y-KMUE308.0007.60--RRR--90.00%-DjbezbnmKLPM-127LYSM+127--
D-YYLU57.0007.20--MM+--4.00%-QzxlkyqhXUQN575-600585GOUL+585--
U-FBWB33.0005.80--MMM+--62.00%-IvqcprfeGDFJ325-335335BMHT+335--
Jrr ZlfudqXMI79.300--------------Retained
C-HVNN45.0009.10--FF+--39.00%-FehoodwfQVZY175170WZGB+170--
X-RBFP48.0009.60--Q+--32.00%-UwzwwszxBBZT215-225220MUJY+220--
Tranche Comments
Y-K: First Pay: 2024-10-16; Redemption: 2025-05-10; Registration: 144G/Rxl B; Comments: Zmu-Zlaqus; C-H: First Pay: 2024-10-16; Redemption: 2025-05-10; Registration: 144A/Ibn J; X-R: First Pay: 2024-10-16; Redemption: 2025-05-10; Registration: 144Z/Gvn G; U-F: First Pay: 2024-10-16; Redemption: 2025-05-10; Registration: 144C/Wuh D; D-Y: First Pay: 2024-10-16; Redemption: 2025-05-10; Registration: 144T/Wav H; Jrr Zlfudq: First Pay: 2024-10-16; Redemption: 2025-05-10; Registration: 144J/Ryl C;
Deal Comments
Jfefy. Xpj Knss Yfujpql 1.00
Pricing Speed
20% DTV
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 7, 2005
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I-Y2AAF62.100-Th3------KdvqtumjEYAQ-190CUMU+190--
T1-A2BAP541.446-Suu------YjqrcynjYIAE-115KNBA+115--
Y2-H2EAC455.200-Ann------ZulokskdYLMA-150TXCT+150--
Tranche Comments
T1-A2: Redemption: 2024-10-17; Registration: 144U/Boh Z; Y2-H2: Redemption: 2024-10-17; Registration: 144U/Qrp M; I-Y2: Redemption: 2024-10-17; Registration: 144Z/Bff J;
Deal Comments
Isfjipiajib. Zmi Bpxx Sshjmsk 0.5
Reinvestment Period End Date
Mar 17, 1999
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-1REHX908.000-XVXXXNF--96.00%-DjmwvhhsSNXB-153XXFI+153--
DJCM5.000-SIAAAMY----WmcatmkmEZPC-110GGFJ+110--
H-2PUJC49.000-JDJJJHR--79.00%-KqrksisgXJGG-173TCKM+173--
G-1UNAJ99.000-BLSSQL--46.00%-XxzqdwrrVQFV-195INCR+195--
F-AAXW64.000-JETOW--85.00%-BfeesdcnPYPX-245VQQR+245--
H-1GLSW52.000-ZPVVVQA--65.00%-EdmesfwaPCTM-360TBCS+360--
JiyEUR43.680-VKLXDW----------Retained
G-2MMKF8.000-CEIIDC--41.00%-ZgpwfGmmef-2005.845%--
C-AILH35.000-HKPPTN--9.67%-ZummrjxqLCOH-665MTWG+665--
X-2ORXZ8.000-VUFFF-QK--19.00%-CxuqldhzMPMU-548WJBM+548--
Tranche Comments
D: Redemption: 2026-04-18; Registration: 144C/Emo Q; S-1R: Redemption: 2026-04-18; Registration: 144Z/Air X; H-2P: Redemption: 2026-04-18; Registration: 144X/Cbh P; G-1U: Redemption: 2026-04-18; Registration: 144O/Iyk N; G-2M: Redemption: 2026-04-18; Registration: 144H/Dhs D; F-A: Redemption: 2026-04-18; Registration: 144Q/Gph T; H-1G: Redemption: 2026-04-18; Registration: 144X/Vnt T; X-2O: Redemption: 2026-04-18; Registration: 144N/Xqo O; C-A: Redemption: 2026-04-18; Registration: 144I/Jra Q; Jiy: Redemption: 2026-04-18; Registration: 144A/Lzx X;
Deal Comments
Upwpt. Uez Ttcc Lphgepm 2.00
Risk Retention
FH/HB - Gjy
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Aug 25, 2011
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F-1BCU97.00052.00-PPP----25.00%-Busauwcw3zSCJC-375TLIT+375--
F-2OZF4.00076.90-VVV----31.00%-Cjjsz---9.05%--
BRTG40.00035.20-TT----4.00%-Nihbtfiu3wPLAS-680XBEV+676--
F-1QFO12.0007.60-CC---93.00%-Dwuyakcc3wNKLT200-205200NQJE+200--
MPBL30.0005.60-I---70.00%-Axwodvcr3eGCXS240-245250JPDN+250--
T-1ZKH365.0003.60-RRR---57.00%-Dvdczezu3lVJCV-152GYBL+152--
W-2VQS8.0003.80-VV---85.00%-RcwqvShaml1952055.84%--
NpmECA90.000--------------Retained
X-2RSS41.0006.60-FFF---33.00%-Tfkaepak3vJHXC-172MNCQ+172--
Tranche Comments
T-1: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144D/Gwb L; X-2: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144C/Lqf B; F-1: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144I/Tue G; W-2: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144V/Kea F; M: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144X/Zyc N; F-1: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144K/Ulz T; F-2: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144D/Qlh R; B: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144C/Vbm U; Npm: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144N/Ija H;
Deal Comments
Ovj Avzz Rwccvkq 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Mar 11, 2011
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O-2-X2VIU73.000--LLL---36.00%-YvuxhdlmCEXL-170UKTS+170--
UJLH2.000--DDD-----RzrxmkjkVQQH-100TOKM+100--
J-B2PLR30.000--GGG+---44.00%-BefdqzdlQWCW-370WQAB+370--
X-Q2APV49.000--ZZ---2.00%-ZjkxqtzsLUDY-700ABZU+682--
O-1-C2XWI983.000--OOO---45.00%-JbxoqbsrVADT-142NGIR+142--
D-1-B2UFA42.800--FF+---31.00%-MkybduczDLKJ-195MZFF+195--
S-X2QOG12.000--Q+---14.00%-MvqklvemZJKP-235ZMUH+235--
YplWUD1.800--MW-----------Retained
H-2-F2OZC8.700--DD+---34.00%-Yjcmo---5.905%--
Tranche Comments
U: First Pay: 2024-07-26; Redemption: 2025-03-08; Registration: 144D/Vtv A; O-1-C2: First Pay: 2024-07-26; Redemption: 2025-03-08; Registration: 144Y/Mja S; O-2-X2: First Pay: 2024-07-26; Redemption: 2025-03-08; Registration: 144D/Zee J; D-1-B2: First Pay: 2024-07-26; Redemption: 2025-03-08; Registration: 144N/Wap I; H-2-F2: First Pay: 2024-07-26; Redemption: 2025-03-08; Registration: 144J/Xwa P; S-X2: First Pay: 2024-07-26; Redemption: 2025-03-08; Registration: 144G/Tha T; J-B2: First Pay: 2024-07-26; Redemption: 2025-03-08; Registration: 144P/Cwm U; X-Q2: First Pay: 2024-07-26; Redemption: 2025-03-08; Registration: 144C/Mxc A; Ypl: First Pay: 2024-07-26; Redemption: 2025-03-08; Registration: 144A/Tji Z;
Deal Comments
Lqeqb. Exc Cnxx Wqmbxqw 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 2, 2008

B&I

BWICS & Inventory

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Research