| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| A | USD | 252.000 | - | Aaa | NR | - | - | - | 37.00% | - | Floating | SOFR | - | 196 | SOFR+196 | - | - |
| B | USD | 52.000 | - | NR | AA | - | - | - | 24.00% | - | Floating | SOFR | - | 255 | SOFR+255 | - | - |
| C | USD | 22.000 | - | NR | A | - | - | - | 18.50% | - | Floating | SOFR | - | 335 | SOFR+335 | - | - |
| D | USD | 24.000 | - | NR | BBB- | - | - | - | 12.50% | - | Floating | SOFR | - | 535 | SOFR+535 | - | - |
| E | USD | 12.000 | - | NR | BB- | - | - | - | 9.50% | - | Floating | SOFR | - | 850 | SOFR+825 | - | - |
| Sub | USD | 35.600 | - | NR | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Sector | Bond | Orig Face | Curr Face | Wal | MO | SP | FI | DR | KR | OT | Spread | Speed | C/E | Price | Dealer | Aging | Date added | ||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CLOS | OCP 2015-10A A2R2 | 20,683,000 | 20,683,000 | 3.20 | Aaa | - | - | - | - | - | DM+184 | - | - | 98.25 | BAM | 0 | CUSIP Copied | Today | NEW | ||
CLOS | OCP 2015-10A A2R2 | 6,683,000 | 6,683,000 | 3.22 | - | - | - | - | - | AAA | SOFR+192 | - | - | 98 | WFS | 4 | CUSIP Copied | Jun 02, 2023 | |||
CLOS | OCP 2021-21A E | 3,500,000 | 3,500,000 | 8.30 | - | - | - | - | - | BB | 3mL+628 | 20 CPR | - | 90 | JPM | 12 | ISIN Copied | May 25, 2023 | |||
CLOS | OCP 2014-7A B1RR | 2,000,000 | 2,000,000 | 3.50 | - | - | - | - | - | A | DM+273 | - | - | 98.5 | BNP | 22 | CUSIP Copied | May 15, 2023 | |||
CLOS | OCP 2014-7A A1RR | 1,100,000 | 1,100,000 | 1.31 | - | - | - | - | - | AAA | DM+160 | - | - | 99.4 | WFS | 4 | CUSIP Copied | Jun 02, 2023 | |||
CLOS | OCP 2014-6X BR | - | 32,950,000 | 5.80 | - | - | - | - | - | A | 214 | - | - | 100.03 | BNP | 5 | ISIN Copied | May 13, 2021 | |||
CLOS | OCP 2021-22A B1 | 25,000,000 | 25,000,000 | - | - | - | - | - | - | AA | DM+237 | 20 CPR | - | 96.125 | JPM | 7 | ISIN Copied | Apr 14, 2023 | |||
CLOS | OCP 2019-16A AR | 25,000,000 | 25,000,000 | 3.60 | - | - | - | - | - | AAA | DM+97 | - | - | 100.12 | AMH | 10 | ISIN Copied | Nov 08, 2021 | |||
CLOS | OCP 2020-19A AR | 22,750,000 | 22,750,000 | 6.04 | - | - | - | - | - | AAA | DM+115 | - | - | 100 | WFS | 11 | CUSIP Copied | Feb 07, 2022 | |||
CLOS | OCP 2014-5A BR | 20,200,000 | 20,200,000 | 6.10 | NR | A | - | - | - | - | DM+180 | - | - | 100 | BAM | 10 | CUSIP Copied | Mar 05, 2021 | |||
| Sector | Name | Type | Publisher | Date |
|---|---|---|---|---|
CLOS | OCP Euro CLO 2022-6 | Performance Analytics | Dealscribe | Mar 9, 2023 |
CLOS | OCP Euro CLO 2022-5 | Performance Analytics | Dealscribe | May 4, 2022 |
CLOS | OCP CLO 2016-12 | Performance Analytics | Dealscribe | Apr 13, 2022 |
CLOS | OCP CLO 2015-9 | Performance Analytics | Dealscribe | Apr 4, 2022 |
CLOS | OCP CLO 2015-10 | Performance Analytics | Dealscribe | Dec 22, 2021 |