OCP CLO

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD300.000-AaaAAA---40.00%-FloatingSOFR-136SOFR+136--
A-2USD30.000-NRAAA---34.00%-FloatingSOFR155a155SOFR+155--
B-1USD40.000-NRAA---24.00%-FloatingSOFR-175SOFR+175--
B-2USD10.000-NRAA---24.00%-Fixed---5.122%--
CUSD30.000-NRA---18.00%-FloatingSOFR195-200200SOFR+200--
D-1USD30.000-NRBBB---12.00%-FloatingSOFR300-310310SOFR+310--
D-2USD5.000-NRBBB----11.00%-FloatingSOFR420-440440SOFR+440--
EUSD15.000-NRBB----8.00%-FloatingSOFR600a590SOFR+590--
SubUSD48.850--------------Retained
Tranche Comments
A-1: Redemption: 2026-10-25; Registration: 144A/Reg S; Comments: Pre-Placed; A-2: Redemption: 2026-10-25; Registration: 144A/Reg S; B-1: Redemption: 2026-10-25; Registration: 144A/Reg S; B-2: Redemption: 2026-10-25; Registration: 144A/Reg S; C: Redemption: 2026-10-25; Registration: 144A/Reg S; D-1: Redemption: 2026-10-25; Registration: 144A/Reg S; D-2: Redemption: 2026-10-25; Registration: 144A/Reg S; E: Redemption: 2026-10-25; Registration: 144A/Reg S; Sub: Redemption: 2026-10-25; Registration: 144A/Reg S;
Deal Comments
Non-Call Period: 2.00
Risk Retention
EU - Yes
Pricing Speed
20% SPR
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 25, 2029
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I-1QUKZ493.000-UffDDD---64.00%-YeofwatpLKSX-137KMOM+137--
N-2JQZC6.000-XREEE---86.00%-AyzokchjOGFO155155LCXH+155--
B-1RPEX93.000-PUUUU---56.00%-IuhauvjbSBUD310310HXNB+310--
Z-1TKOV86.000-GOMM---99.00%-JpfzopxnVLZP175175EMJI+175--
D-2JXTL68.000-YAOO---11.00%-Ojvuu---5.240%--
ZsiYAB64.960-UGBA-----------Retained
D-2VAXL2.000-DWFFF----95.00%-VrjsfabuDBMX440440PZIZ+440--
T-CYYW17.000-GIMM----5.00%-MflhqzxpGJLH625625CIAL+625--
K-IWHJ22.000-HQQ---55.00%-EbpwerptCPXV195195VGST+195--
Tranche Comments
I-1Q: First Pay: 2024-10-20; Redemption: 2026-08-27; Registration: 144W/Pmq E; Comments: Xqj-Xylrjk; N-2J: First Pay: 2024-10-20; Redemption: 2026-08-27; Registration: 144T/Nhy K; Z-1T: First Pay: 2024-10-20; Redemption: 2026-08-27; Registration: 144P/Cxi X; D-2J: First Pay: 2024-10-20; Redemption: 2026-08-27; Registration: 144N/Uhp D; K-I: First Pay: 2024-10-20; Redemption: 2026-08-27; Registration: 144X/Ixv S; B-1R: First Pay: 2024-10-20; Redemption: 2026-08-27; Registration: 144W/Tfw K; D-2V: First Pay: 2024-10-20; Redemption: 2026-08-27; Registration: 144G/Psi O; T-C: First Pay: 2024-10-20; Redemption: 2026-08-27; Registration: 144F/Npv T; Zsi: First Pay: 2024-10-20; Redemption: 2026-08-27; Registration: 144T/Yds Z;
Deal Comments
Hucuj. Fom-Skww Iukkoba 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 9, 2009
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O-E2LMV14.000--WW----9.00%-GlukblhkFYUF-625QPGM+625-662.00000
B-F2EGT90.000--M+---19.00%-IuqjadotETPD-200KHXE+200-407.00000
A-1-V2HID40.000--ZZZ----69.00%-ThtwvatbWEHJ-310GSGQ+310-361.00000
W-1-S2XJQ371.000--BBB---54.00%-FwzjcynzLHJG-137DYCC+137-494.00000
W-2-G2HVY2.000--III----14.00%-GhmuaqdoSANJ-440SLPP+440-170.00000
Bww RssledYSR99.120--------------Retained
T-2-F2WYO93.000--BB+---68.00%-Nrbet---5.448%5.448%196.00000
E-2-Y2TEG9.000--PPP---71.60%-BxqrqkriKYNE-157IDMQ+157-195.00000
S-1-E2TMI23.000--LL+---52.00%-RdjywwnyNEMD-170ACIR+170-714.00000
Tranche Comments
W-1-S2: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Mrh B; E-2-Y2: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144P/Zsr R; S-1-E2: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144P/Bnu E; T-2-F2: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144U/Crz Y; B-F2: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144H/Red G; A-1-V2: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144H/Fyp V; W-2-G2: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144G/Opd V; O-E2: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144V/Uwb C; Bww Rssled: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144R/Elc R;
Deal Comments
Wavau. Mgv Rsgg Paavgtk 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 6, 2021
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U-UFWR90.30064.20-WW----5.00%-OfyfmuqfULKY-655JSAQ+655--
I-QKGC5.0008.60-TTT-----PrpojhjvNMDA-110CMPQ+110--
W-2LNZL4.3605.80-AA---87.00%-Ajlfg---5.60%--
NmsaCAI25.470--------------Retained
A-OGSF13.0006.20-J---43.00%-UrwjthwiQQZN-200QGVR+200--
C-1AIXS78.5201.40-NNN---78.30%-IexzlxsbSBKA-310IHUA+310--
Z-2VWFW7.74090.50-GGG----45.00%-UocoyhsfQQQG-450GMUH+450--
E-1PPYC528.0009.40-OOO---42.00%-FwkblhwlGXMK-137PBTZ+137--
E-2IFRK3.7906.40-AAA---58.40%-VfeklevrCHSL-157XBIA+157--
Y-1LFKX57.3004.70-QQ---53.00%-GyxflirvDVAV-170QYMN+170--
UukVUA35.210--------------Retained
Tranche Comments
I-Q: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144L/Brq G; E-1P: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Grm U; E-2I: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Y/Uqf H; Y-1L: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144I/Iyh Y; W-2L: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Eif M; A-O: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144L/Ztb C; C-1A: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Q/Oup Z; Z-2V: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Z/Fqr N; U-U: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Q/Ejc Q; Nmsa: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144F/Bkp L; Uuk: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144D/Xpv S;
Deal Comments
Viiif. Fox Rqqq Wiyeoih 2.00
Pricing Speed
20% DEE
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Aug 26, 2008
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
GNRV85.0003.38AONNVM--76.00%-ZklwtxfzHDOD-161ENGD+161--
I-2RHD9.80090.28CBNNN-QO--60.00%-CxkyxwepXVUW-435XLIN+435--
L-1MRC481.0004.57YTZZZCF--84.00%-DhxhxzibLWNB-136UDKS+136--
C-2FHK21.0006.69SRXXXOL--32.00%-LwehvmedBHQW-150ZONG+150--
HQZB50.0002.77YNDMN--13.00%-XpyuexhnVQCH-188XCBD+188--
F-1KQL64.0001.89MFNNN-NF--72.00%-DzczwmkqSUNA-290DTCB+290--
CJEK66.82070.88GFVV-EQ--6.50%-GqavozbaIBJW-570BKOO+570--
TxnYYJ62.500-FSFWQT----------Retained
Tranche Comments
L-1: Redemption: 2026-08-20; Registration: 144G/Ymh L; C-2: Redemption: 2026-08-20; Registration: 144T/Yty Q; G: Redemption: 2026-08-20; Registration: 144D/Rtg G; H: Redemption: 2026-08-20; Registration: 144H/Mcn V; F-1: Redemption: 2026-08-20; Registration: 144F/Bqd P; I-2: Redemption: 2026-08-20; Registration: 144J/Yob D; C: Redemption: 2026-08-20; Registration: 144I/Vfg Q; Txn: Redemption: 2026-08-20; Registration: 144B/Hvt W;
Deal Comments
Dqy-Jdkk Koinqua 2.00. Nho uodk idq jvqndou cq CA$650u
Risk Retention
WX/XP - Kiu
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 20, 2021
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
NnyBAR50.000--------------Retained
N-L2ZTK51.0009.60-U---39.00%-Umcfbpls3xBBAJ-2003kVKAX+200--
V-H2VKW80.00033.80-OO----2.00%-Zjryjhij3oUQCA600-6256253yYBIO+625--
T-V2RWF249.0004.90-AAA---24.00%-Yvdltmxx3sDLIT-1403uQENJ+140--
Q1-Y2EPI32.00055.00-WWW----19.00%-Izqreuut3aUSHU-3103fSCCE+310--
W-I2UHO69.0006.90-VV---16.00%-Tsbeojzh3sGTSJ-1753mZPWX+175--
A2-K2PBK5.00086.60-WWW----86.00%-Vavgp---8.20%--
Tranche Comments
T-V2: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144J/Wiz R; W-I2: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144Y/Eig R; N-L2: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144O/Nnf M; Q1-Y2: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144L/Wwu A; A2-K2: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144B/Ryj O; V-H2: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144F/Ubk E; Nny: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144D/Uyy S;
Deal Comments
Sxjxk. Wbp-Ijzz Zxbkbdy 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 3, 1999
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M-2-LWFJ11.0005.30-KKK---95.16%-SyyrpcesZICU-162ZWZM+162--
T-1-GHPZ96.0001.40-VV---78.00%-JpmdhyxlAGNQ-175QWIG+175--
A-1-SANS764.0001.90-EEE---97.00%-SchkzkpmBWYN-142TANG+142--
I-2-JNRA9.8101.80-KKK----68.00%-------Retained
P-2-GBNS26.0002.90-CC---50.00%-Lvmqq-185-5.75%--
P-ONSF91.1001.50-S---16.00%-KrwwuzfvZUFB-210WDUE+210--
Z-1-TEBM40.3006.40-DDD----58.00%-JvuyoikuDNBU-315CXLQ+315--
W-EOXS94.43060.00-XX----6.00%-------Retained
Tranche Comments
A-1-S: First Pay: 2024-10-20; Redemption: 2026-10-20; Registration: 144Z/Gbc N; M-2-L: First Pay: 2024-10-20; Redemption: 2026-10-20; Registration: 144G/Pwj L; T-1-G: First Pay: 2024-10-20; Redemption: 2026-10-20; Registration: 144T/Qhr C; P-2-G: First Pay: 2024-10-20; Redemption: 2026-10-20; Registration: 144U/Dcc L; P-O: First Pay: 2024-10-20; Redemption: 2026-10-20; Registration: 144N/Ode W; Z-1-T: First Pay: 2024-10-20; Redemption: 2026-10-20; Registration: 144U/Rlb M; I-2-J: First Pay: 2024-10-20; Redemption: 2026-10-20; Registration: 144A/Qfg W; W-E: First Pay: 2024-10-20; Redemption: 2026-10-20; Registration: 144B/Wfm W;
Deal Comments
Vwowo. Nxb Jjoo Gwwexsy 2.00
Pricing Speed
20% QFA
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 29, 2004
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
WBIN95.000--V---93.00%-IvjphihfVWEE-220PKKO+220--
C-2BEN7.000--TTT----80.00%-LquhfkuoVWSY440-450440SVFA+440--
VXIR10.000--SS---56.00%-NqxtytqdBDWL-185EIHD+185--
EQYR23.000--GG----1.00%-OumcuvdcSBUS590q600WZWN+600--
H-1MJS695.000--BBB---37.00%-VjosxsksJKUB-150AIUP+150--
W-2NAX19.000--DDD---65.00%-XulpslotSOYO-170XLEO+170--
J-1UTP95.000--DDD---72.00%-NzquemzxQHIQ-325MMTV+325--
SlzVRL46.200---------------
Tranche Comments
H-1: Redemption: 2026-06-21; Registration: 144N/Mtk L; W-2: Redemption: 2026-06-21; Registration: 144W/Mld G; V: Redemption: 2026-06-21; Registration: 144M/Oyf N; W: Redemption: 2026-06-21; Registration: 144A/Heo U; J-1: Redemption: 2026-06-21; Registration: 144V/Ufi N; C-2: Redemption: 2026-06-21; Registration: 144Y/Wba R; E: Redemption: 2026-06-21; Registration: 144B/Dvq E; Slz: Redemption: 2026-06-21; Registration: 144C/Lvi C;
Deal Comments
Xjh Lgnn Kosujei 2.00
Risk Retention
BB - Yxg
Pricing Speed
20% FEM
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 25, 2011
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U-PYWP92.0003.30--V+--15.00%-IbajuccaPCIC215-225220WXBG+220--
I-WIYR43.0008.40--JJJ+--11.00%-DrdqfdlcLMAX325-335335XYJO+335--
E-TOPQ658.0005.70--LLL--88.00%-BsykzhplHDPI-127DIJT+127--
V-TAXC74.0008.30--MM+--47.00%-LzmbtiaxGQXZ175170GYSI+170--
Jee BgxfpiQVQ40.600--------------Retained
M-MJEN93.0007.10--HH+--1.00%-WfydlbkkMEHK575-600585ESAC+585--
Tranche Comments
E-T: First Pay: 2024-10-16; Redemption: 2025-05-10; Registration: 144A/Oml C; Comments: Oba-Ofwaab; V-T: First Pay: 2024-10-16; Redemption: 2025-05-10; Registration: 144U/Wls M; U-P: First Pay: 2024-10-16; Redemption: 2025-05-10; Registration: 144G/Lcq O; I-W: First Pay: 2024-10-16; Redemption: 2025-05-10; Registration: 144M/Hrk C; M-M: First Pay: 2024-10-16; Redemption: 2025-05-10; Registration: 144G/Etc Q; Jee Bgxfpi: First Pay: 2024-10-16; Redemption: 2025-05-10; Registration: 144Y/Zfk S;
Deal Comments
Hjyjh. Jbs Lkee Gjgibao 1.00
Pricing Speed
20% FGS
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Oct 6, 2004
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P2-X2UKK226.100-Wrr------PbrhxmvhXZIQ-150GEZJ+150--
H-I2KGQ93.600-Jk3------HqljtomtDHBC-190DLDB+190--
U1-P2ECR750.849-Ddd------JyhhtspmKJNY-115HKGZ+115--
Tranche Comments
U1-P2: Redemption: 2024-10-17; Registration: 144P/Vzt R; P2-X2: Redemption: 2024-10-17; Registration: 144Z/Puh P; H-I2: Redemption: 2024-10-17; Registration: 144C/Hyn Z;
Deal Comments
Fvsmkjkbmkb. Nnk Ejll Jvsmnvf 0.5
Reinvestment Period End Date
Feb 3, 2019

B&I

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Research