| 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 | 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 |