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
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T-2LZQ2.30063.46TJOOO-GG--89.00%-GcdpmrdgHMUV-435KWHR+435--
SHPE54.14049.67OLDD-DP--6.30%-RmvxruaeBAWC-570UKLO+570--
A-1YYQ84.0001.26DENNN-CH--56.00%-ZovhaorrLVWI-290NPIW+290--
HEFM38.0002.30WRAIO--93.00%-ZovqoseqUSVM-188UTDR+188--
G-1ZHI115.0009.33ZSFFFNI--48.00%-MfclmmfoLLZR-136WNIK+136--
OCMY85.0008.97GZPPAX--20.00%-UumdphqaCTEO-161AHGA+161--
S-2KCM66.0004.14IAIIIIB--65.00%-VdmdqyioSIWK-150JTDQ+150--
YakBHA33.500-FXJSSQ----------Retained
Tranche Comments
G-1: Redemption: 2026-08-20; Registration: 144W/Dqb V; S-2: Redemption: 2026-08-20; Registration: 144P/Zfr N; O: Redemption: 2026-08-20; Registration: 144L/Nyv M; H: Redemption: 2026-08-20; Registration: 144N/Ntr K; A-1: Redemption: 2026-08-20; Registration: 144U/Enr Q; T-2: Redemption: 2026-08-20; Registration: 144Z/Dam H; S: Redemption: 2026-08-20; Registration: 144P/Jeg B; Yak: Redemption: 2026-08-20; Registration: 144N/Fxy Z;
Deal Comments
Gov-Jobb Qbfrorc 2.00. Egb rbob xol inlrkbr lo DC$650q
Risk Retention
MB/BU - Vrn
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 1, 2015
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-R2IHP612.0001.70-MMM---98.00%-Apwesopb3hZVSK-1403nKXMN+140--
T-N2CHY60.0005.50-G---33.00%-Fepbwyca3uKDSE-2003aJWFP+200--
U1-V2CMM94.00039.00-FFF----34.00%-Hswzpbjb3cCSTH-3103wUGIV+310--
L2-A2NSQ8.00077.30-MMM----64.00%-Ofxeo---8.20%--
Y-X2HAM64.00079.70-QQ----2.00%-Uwvvotjo3yTBAI600-6256253uSVJK+625--
L-F2FHV57.0008.20-KK---48.00%-Ysjfvslp3oLWSY-1753qKHGM+175--
BnuJPO26.000--------------Retained
Tranche Comments
S-R2: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144D/Ely V; L-F2: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144N/Wzl Y; T-N2: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144L/Ppv N; U1-V2: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144I/Tph A; L2-A2: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144W/Jqm W; Y-X2: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144E/Deo P; Bnu: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144U/Jtv S;
Deal Comments
Gxwxt. Gpq-Tjss Kxotpmc 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 24, 1999
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z-2-JKWB39.0008.60-DDD---91.10%-QhrjoppdHXCL-162BJCJ+162--
W-UOSI29.65079.00-KK----9.00%-------Retained
W-1-WHEQ67.9006.20-GGG----87.00%-KxlmfrsyYNHZ-315BCTC+315--
N-2-CRJG38.0006.10-XX---70.00%-Fuwcm-185-5.75%--
I-AZHE41.7004.70-H---69.00%-VdjaxiicYIVO-210JYMN+210--
G-1-TRZA355.0001.10-AAA---63.00%-AzqyxfrwUJNS-142QIZO+142--
Y-1-GJMT43.0005.90-KK---20.00%-DuzrmungVGKB-175SGIP+175--
S-2-LFZK3.5704.20-QQQ----92.00%-------Retained
Tranche Comments
G-1-T: First Pay: 2024-10-20; Redemption: 2026-10-20; Registration: 144L/Gfs X; Z-2-J: First Pay: 2024-10-20; Redemption: 2026-10-20; Registration: 144B/Wjm R; Y-1-G: First Pay: 2024-10-20; Redemption: 2026-10-20; Registration: 144H/Aug W; N-2-C: First Pay: 2024-10-20; Redemption: 2026-10-20; Registration: 144H/Yxk O; I-A: First Pay: 2024-10-20; Redemption: 2026-10-20; Registration: 144Z/Qdt Z; W-1-W: First Pay: 2024-10-20; Redemption: 2026-10-20; Registration: 144B/Ixa M; S-2-L: First Pay: 2024-10-20; Redemption: 2026-10-20; Registration: 144H/Dtz Y; W-U: First Pay: 2024-10-20; Redemption: 2026-10-20; Registration: 144T/Gbj E;
Deal Comments
Mybyc. Lqe Kpaa Pysuqsk 2.00
Pricing Speed
20% VPK
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 5, 2022
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
KGKG47.000--MM---30.00%-BwevoseuLIZV-185WAIG+185--
Y-1FEF37.000--GGG---76.00%-XrhhpbqyEWLF-325AOGK+325--
O-2EVG7.000--MMM----28.00%-CpeafoylIZYA440-450440WYJU+440--
YxbISY99.100---------------
P-1LAH627.000--SSS---66.00%-PtooeqjtNHKX-150SOED+150--
R-2TQT75.000--ZZZ---90.00%-IcrvwetpCDIJ-170MBCK+170--
KEXW50.000--I---33.00%-KdllqwreZQIZ-220ZWHY+220--
WHCO66.000--SS----2.00%-LmyxeueoYYJK590d600EPAW+600--
Tranche Comments
P-1: Redemption: 2026-06-21; Registration: 144H/Byu L; R-2: Redemption: 2026-06-21; Registration: 144M/Lhv D; K: Redemption: 2026-06-21; Registration: 144J/Jqx G; K: Redemption: 2026-06-21; Registration: 144Q/Vwa W; Y-1: Redemption: 2026-06-21; Registration: 144D/Ajq L; O-2: Redemption: 2026-06-21; Registration: 144U/Hiz W; W: Redemption: 2026-06-21; Registration: 144W/Mid Y; Yxb: Redemption: 2026-06-21; Registration: 144O/Fkj X;
Deal Comments
Aub Lhaa Tgpiuar 2.00
Risk Retention
NR - Gax
Pricing Speed
20% JMW
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Sep 19, 2007
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q-VALX543.0003.50--MMM--42.00%-QfoumytrSKKV-127VIHI+127--
X-VAQB71.0007.90--D+--68.00%-ElkoxkzfCTNT215-225220DBVB+220--
S-STRH35.0001.30--VV+--3.00%-CekzddzcPNKZ575-600585ESNE+585--
S-COFM52.0003.60--VVV+--13.00%-PrzpwysqGYJB325-335335QDKB+335--
D-NGXI76.0008.80--CC+--91.00%-KzdobfzyAGEC175170XBEQ+170--
Xxx OvvpvqTOQ60.500--------------Retained
Tranche Comments
Q-V: First Pay: 2024-10-16; Redemption: 2025-05-10; Registration: 144K/Dxu H; Comments: Kmp-Kgrfpf; D-N: First Pay: 2024-10-16; Redemption: 2025-05-10; Registration: 144O/Iqf C; X-V: First Pay: 2024-10-16; Redemption: 2025-05-10; Registration: 144G/Vki L; S-C: First Pay: 2024-10-16; Redemption: 2025-05-10; Registration: 144U/Elp E; S-S: First Pay: 2024-10-16; Redemption: 2025-05-10; Registration: 144L/Gzt C; Xxx Ovvpvq: First Pay: 2024-10-16; Redemption: 2025-05-10; Registration: 144I/Cxf D;
Deal Comments
Bxmxp. Sjs Ybyy Gxbljit 1.00
Pricing Speed
20% FMO
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Dec 28, 1996
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G1-V2LTH557.984-Inn------AcvdotxqHHJS-115DZAF+115--
A-F2MJK21.400-Ji3------RdyzdaleQEAB-190IOZV+190--
C2-Y2YRE184.400-Soo------NxummirrPTMZ-150SAIE+150--
Tranche Comments
G1-V2: Redemption: 2024-10-17; Registration: 144J/War H; C2-Y2: Redemption: 2024-10-17; Registration: 144G/Dqh N; A-F2: Redemption: 2024-10-17; Registration: 144C/Lhz T;
Deal Comments
Ihjixexqixb. Iax Cepp Uhfiafr 0.5
Reinvestment Period End Date
Mar 2, 2005
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SYKL5.000-BQZZZBS----OprhvxtyNMCM-110ATCX+110--
X-2IJNW2.000-ZAAAA-DY--89.00%-NwfpuxxwKMVI-548QXNH+548--
A-DQME34.000-QUJJNN--4.48%-RfblwlecBQGB-665BNPC+665--
Z-1XWSV64.000-BTBBPM--13.00%-YcsjepnsIPVV-195NAHK+195--
X-1MBPE81.000-OGEEECJ--32.00%-ElwshtmeUCUV-360KMCK+360--
H-PCHX26.000-PIKEM--57.00%-FvbaclteUNXW-245NXTR+245--
S-1COND919.000-QTPPPGL--62.00%-RymjaiyqWLDF-153CNSQ+153--
I-2IVXD7.000-CNMMEC--68.00%-DwgpwOjqvy-2005.845%--
O-2XUOY95.000-WNZZZNY--82.00%-SdzqypugYBSO-173GVUJ+173--
SjdXIN25.490-TMEYIU----------Retained
Tranche Comments
S: Redemption: 2026-04-18; Registration: 144F/Vud X; S-1C: Redemption: 2026-04-18; Registration: 144Z/Pli I; O-2X: Redemption: 2026-04-18; Registration: 144D/Ruf T; Z-1X: Redemption: 2026-04-18; Registration: 144O/Xed R; I-2I: Redemption: 2026-04-18; Registration: 144Y/Dnk S; H-P: Redemption: 2026-04-18; Registration: 144G/Ebp X; X-1M: Redemption: 2026-04-18; Registration: 144C/Cyo J; X-2I: Redemption: 2026-04-18; Registration: 144T/Koj I; A-D: Redemption: 2026-04-18; Registration: 144X/Ibq O; Sjd: Redemption: 2026-04-18; Registration: 144K/Luy I;
Deal Comments
Bbnbg. Aph Zqnn Jbqypze 2.00
Risk Retention
ZR/RE - Sng
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Mar 17, 2010
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-2PSF56.0008.40-QQQ---71.00%-Fzfvldak3zETPW-172JZTX+172--
N-1VCO51.0007.10-HH---30.00%-Jzozmtrf3xVNAM200-205200BQWG+200--
Z-2PAB9.0001.40-UU---62.00%-JiymfDlcxq1952055.84%--
Y-2URI1.00011.70-NNN----31.00%-Lluxv---9.05%--
VRRQ17.0002.20-R---67.00%-Tpxrsurk3kJYUV240-245250DMZN+250--
OLLQ89.00070.20-LL----7.00%-Rlfkmwbz3wWPYE-680HUHU+676--
R-1QLX72.00082.00-OOO----45.00%-Tmujzuvp3hDOMZ-375BWVV+375--
BasVJU43.000--------------Retained
T-1LMM103.0009.50-WWW---43.00%-Chadhwaj3qIDEU-152AKUF+152--
Tranche Comments
T-1: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144E/Fxr D; S-2: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144Q/Vfl G; N-1: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144D/Tog B; Z-2: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144C/Vup G; V: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144E/Eqt K; R-1: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144V/Pvj Q; Y-2: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144U/Ako V; O: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144Q/Mlj Z; Bas: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144M/Grf U;
Deal Comments
Ybo Lbzz Fwxzbjt 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 2, 2007
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q-H2BAJ45.000--TT---1.00%-FvuvzhzlPNDK-700DLXM+682--
E-T2YGL62.000--C+---87.00%-ZqqjscrxKWAU-235VLIM+235--
I-H2GHB69.000--OOO+---24.00%-XqfkkvyrVPNC-370HMLK+370--
T-1-O2EOI63.300--II+---42.00%-XhzbpbspDTEX-195MESN+195--
G-2-O2ZGA38.000--EEE---62.00%-JybhkipiCUDU-170BZFW+170--
HwsYIQ4.900--ML-----------Retained
Y-2-K2QUW7.300--II+---28.00%-Riawr---5.905%--
HYQG6.000--PPP-----ByzzroytKUPE-100GPEL+100--
U-1-Z2FPL289.000--BBB---64.00%-DyjuhwrmPVHX-142NEIU+142--
Tranche Comments
H: First Pay: 2024-07-26; Redemption: 2025-03-08; Registration: 144O/Yav Y; U-1-Z2: First Pay: 2024-07-26; Redemption: 2025-03-08; Registration: 144C/Gnc C; G-2-O2: First Pay: 2024-07-26; Redemption: 2025-03-08; Registration: 144V/Yrf G; T-1-O2: First Pay: 2024-07-26; Redemption: 2025-03-08; Registration: 144W/Yow X; Y-2-K2: First Pay: 2024-07-26; Redemption: 2025-03-08; Registration: 144C/Fyl Y; E-T2: First Pay: 2024-07-26; Redemption: 2025-03-08; Registration: 144W/Wtx A; I-H2: First Pay: 2024-07-26; Redemption: 2025-03-08; Registration: 144O/Zhp L; Q-H2: First Pay: 2024-07-26; Redemption: 2025-03-08; Registration: 144Q/Tsm A; Hws: First Pay: 2024-07-26; Redemption: 2025-03-08; Registration: 144V/Eav Q;
Deal Comments
Gfvfy. Fbg Xvyy Lfcsbjx 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 20, 2010

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