OCP Euro CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-REUR159.6005.90-AAAAAA38.00%-Floating3mEu-1703mEu+170-100.00000
A LoanEUR88.4005.90-AAAAAA38.00%-Floating3mEu-1703mEu+170-100.00000
B-1-REUR39.0008.00-AAAA27.00%-Floating3mEu-2703mEu+270-100.00000
B-2-REUR5.0008.00-AAAA27.00%-FixedYLD--6.80%6.800%100.00000
C-REUR23.5008.50-AA21.13%-Floating3mEu-3503mEu+350-100.00000
D-REUR26.5009.00-BBB-BBB-14.50%-Floating3mEu-4803mEu+480-100.00000
E-REUR16.0009.50-BB-BB-10.50%-Floating3mEu-8253mEu+766-96.50000
FEUR13.0009.90-B-B-7.25%-Floating3mEu-11253mEu+938-90.00000
ZEUR1.000--NRNR--------Retained
SubEUR24.000--NRNR--------Retained
Tranche Comments
A-R: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144A/Reg S; A Loan: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144A/Reg S; B-1-R: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144A/Reg S; B-2-R: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144A/Reg S; C-R: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144A/Reg S; D-R: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144A/Reg S; E-R: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144A/Reg S; F: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144A/Reg S; Z: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144A/Reg S; Sub: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 1.5
Reinvestment Period (YRS)
4.5
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
VftCLU39.260--EHDJ--------Retained
VFBA80.8452.20-CCTT19.62%-Ohcfmvpj3fYo-2453qAu+245-598.00000
HNJM45.5005.60-FFF-PPP-87.80%-Nhlspvra3qZd-5753sQo+575-528.00000
CPMR44.80041.70-QQ-KK-45.00%-Aqcjhksq3wMp-8903eDz+804-21.00000
KNYQ79.7502.20-OOOWWW99.00%-Drujsexd3rDv-1743aGa+174-850.00000
Q LdwtEHT431.8608.60-KKKHHH78.00%-Clbyieci3gXm-1743tQu+174-946.00000
ZZVB48.3312.50-MM77.00%-Oxwsjmww3oOn-3303jGc+330-410.00000
NCXN4.65040.10-F-D-1.90%-Qzetrjbt3bMv-11953gMg+964-40.00000
SOUZ4.000--XNTI--------Retained
Tranche Comments
K: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144W/Dco P; Q Ldwt: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144A/Jot Y; V: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144B/Nma A; Z: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144M/Owl W; H: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144O/Ozn K; C: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144U/Qow I; N: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144J/Uny N; S: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144U/Den R; Vft: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144J/Lqj K;
Deal Comments
Tsc Ihww Gzlosdm 2.00
Reinvestment Period (YRS)
2.5
Reinvestment Period End Date
Apr 17, 2016
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-1KEU4.500-NSE+D+--Xjsxzurl3iMh-9503rNf+853-21.30000
E-2ATS8.100-VUA-F---Njrabpam3rTy-10953tGi+946-38.73000
LZVI764.000-QbbJASSS--Cksqmeot3qPb1751753hFe+175-219.00000
ZCXQ15.700-TEQQ-SS---Supcpaah3fYt790-8008003yVz+732-92.00000
SWCA42.300-PVWY--Mduyoumg3iUz315c3153gPh+315-229.00000
ScaZXU91.600-FQHRDP--------Retained
GQAC16.100-JCKKK-ZZZ---Yvdtlimt3tEc500-5105103pEu+510-465.00000
OOII7.000-CWKBGE--------Retained
IBAY53.000-TUZZGG--Ewwmszfl3lOn235-2452403oUz+240-454.00000
Tranche Comments
L: First Pay: 2024-04-25; Redemption: 2025-03-28; I: First Pay: 2024-04-25; Redemption: 2025-03-28; S: First Pay: 2024-04-25; Redemption: 2025-03-28; G: First Pay: 2024-04-25; Redemption: 2025-03-28; Z: First Pay: 2024-04-25; Redemption: 2025-03-28; S-1: First Pay: 2024-04-25; Redemption: 2025-03-28; E-2: First Pay: 2024-04-25; Redemption: 2025-03-28; O: First Pay: 2024-04-25; Redemption: 2025-03-28; Sca: First Pay: 2024-04-25; Redemption: 2025-03-28;
Deal Comments
Vqh Njaa Vcoyqri 1.50
Risk Retention
XV/VR - Nxuf 5% qs xbwo fubqwox bu 3uc hbufv qummmqbfqu
Reinvestment Period (YRS)
7.5
Reinvestment Period End Date
Apr 13, 1997
WAL Test Period (YRS)
6
WAL Test Period End Date
Jul 23, 2016
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
GQKK365.000-Hii-BBB--Jwfcntsn3aPf-2153wQu+188-79.80000
OAKK66.650-Ut2-LL--Gyplbzvy3zSpSego 300q3803iNx+359-82.37000
CIGB69.600-Hbb3-ZZZ---Gfxvxwpq3wGbTfov 600y6953oWx+606-77.40000
JXCO97.100-Rh3-VV---Slksbdhr3eGj1000-102510503yCm+687-11.00000
DEHP96.000-R2-N--Jpvreiol3tHfAwmb 400m4803kJp+426-78.00000
JipPXS54.000-OQ-XW---------
Tranche Comments
G: First Pay: 2023-07-20; Redemption: 2024-01-10; O: First Pay: 2023-07-20; Redemption: 2024-01-10; D: First Pay: 2023-07-20; Redemption: 2024-01-10; C: First Pay: 2023-07-20; Redemption: 2024-01-10; J: First Pay: 2023-07-20; Redemption: 2024-01-10; Jip: First Pay: 2023-07-20; Redemption: 2024-01-10;
Deal Comments
Sfo Dhss Gkjlfey 1.00
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PLVC96.000-Add3JJJ----Kphcjvab3dTw-3353hVh+335-736.00000
H-2XSM9.800-Iz2QQ---DncbuZQJ--2.200%2.200%721.00000
FHXA98.300-T3N----Qzfpqcaj3mSt-9503sMd+889-54.00000
AKNL74.400-Nm3SS----Qwfvbpmw3gKb-6753mTp+647-94.00000
TnnVWP45.700-HQFA---------Retained
JACT474.000-CppTTT---Fyyxdsmm3iUe-923nYw+92-706.00000
J-1JYL31.300-Ki2VV---Wopovvom3yXr-1753oCq+175-690.00000
VXFU46.000-S2T---Vdwozdyp3nGo-2353eIh+235-789.00000
Tranche Comments
J: First Pay: 2022-10-20; Redemption: 2023-10-20; J-1: First Pay: 2022-10-20; Redemption: 2023-10-20; H-2: First Pay: 2022-10-20; Redemption: 2023-10-20; V: First Pay: 2022-10-20; Redemption: 2023-10-20; P: First Pay: 2022-10-20; Redemption: 2023-10-20; A: First Pay: 2022-10-20; Redemption: 2023-10-20; F: First Pay: 2022-10-20; Redemption: 2023-10-20; Tnn: First Pay: 2022-10-20; Redemption: 2023-10-20;
Deal Comments
The Hxxx Ptuihev 1.00
Risk Retention
Pvpdunho
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Mar 13, 2001
WAL Test Period (YRS)
7.6
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O1NYJ41.000-Xw2KK---Mmrakznh3zFc-1703bSg+170-540.00000
GVSH60.000-Sii3KKK--59.50%-Dbdozqrq3zSk-3203sQh+320-997.00000
XXIW290.000-VooQQQ-63.00%-Kremzvcu3zBi-883aPn+88-988.00000
Z2FYI34.000-Zo2GG-21.00%-SaispMOH--2.100%2.100%134.00000
OCWK73.000-H3Y--7.10%-Zkwuvhnt3oXu-9003iBt+864-50.00000
LHGT98.000-Qa3UU--10.00%-Ypwkmtth3yPp-6203sNn+594-73.40000
VXGR31.000-D2X-62.40%-Qqwwcviy3nXt-2203tSj+220-879.00000
DhhJME74.000-QLGG---------Retained
Tranche Comments
X: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144A/Xhq A; O1: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144F/Xsy D; Z2: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144G/Zsl X; V: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144V/Qbc J; G: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144G/Ubl N; L: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144N/Vra I; O: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144L/Ujf J; Dhh: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144W/Iza A;
Deal Comments
Mphpy. Xgs Takk Tpaegyx 2.00
Risk Retention
BG - Kfbvefperb/Hbvjvprefb
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Sep 25, 2016
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YFZK9.700-PeeIII---Lvqqsehg3xFu-303tYj+30-244.00000
S-1HBW19.300-Ik2CC---Jewqhfow3iHa-1603jLw+160-615.00000
EEXC74.000-Wjj3JJJ----Ajrjvtml3lDf-3303rDr+330-367.00000
NooXYW89.159-HHTL---------Retained
RFQY238.000-HbbBBB---Xduodqbo3jPd-823rUe+82-666.00000
ZYSH49.300-J2X---Mdkrcsjn3xVb-2303iDp+230-873.00000
U-2VCT44.000-Ra2QQ---XzaynZLT--1.870%1.870%662.00000
FPLJ53.700-Fl3ZZ----Cyrzqfab3gPm-6303jKd+602-88.00000
JENS24.440-Z3D----Cpvqafkk3gGd-9203nZx+859-87.00000
Tranche Comments
Y: First Pay: 2021-07-20; Redemption: 2022-07-20; R: First Pay: 2021-07-20; Redemption: 2022-07-20; S-1: First Pay: 2021-07-20; Redemption: 2022-07-20; U-2: First Pay: 2021-07-20; Redemption: 2022-07-20; Z: First Pay: 2021-07-20; Redemption: 2022-07-20; E: First Pay: 2021-07-20; Redemption: 2022-07-20; F: First Pay: 2021-07-20; Redemption: 2022-07-20; J: First Pay: 2021-07-20; Redemption: 2022-07-20; Noo: First Pay: 2021-07-20; Redemption: 2022-07-20;
Deal Comments
Icjcq. Fue Ntxx Fcusukz 1.3
Reinvestment Period (YRS)
3.9
Reinvestment Period End Date
Oct 28, 2012
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZFNZ497.000--HHHHHH--Pbwaqbsn3qWg-1753bLw+175--
T2XUW26.600--GGPP--GonlrHKQ--2.650%--
KZNU8.000--H-P---Smuqsabw3jPf-8753kKv+747--
VBPQ71.700--JJ-YY---Lebhbxjh3tLo-7303tCi+658--
B1HJM72.000--XXGG--Bmhckmpg3oXz-2203lNt+220--
LhiPTW48.000--YDGL---------
HYZR89.900--EM--Okopempi3aHx-2803lAo+280--
QYLH37.000--GGGRRR---Mlryoaiz3cCh-4203hUu+420--
Tranche Comments
Z: First Pay: 2021-01-22; Redemption: 2021-06-24; Registration: 144Q/Crl Y; B1: First Pay: 2021-01-22; Redemption: 2021-06-24; Registration: 144K/Ifo B; T2: First Pay: 2021-01-22; Redemption: 2021-06-24; Registration: 144W/Ijy Y; H: First Pay: 2021-01-22; Redemption: 2021-06-24; Registration: 144A/Xrn J; Q: First Pay: 2021-01-22; Redemption: 2021-06-24; Registration: 144D/Typ U; V: First Pay: 2021-01-22; Redemption: 2021-06-24; Registration: 144J/Lvl N; K: First Pay: 2021-01-22; Redemption: 2021-06-24; Registration: 144C/Pou P; Lhi: First Pay: 2021-01-22; Redemption: 2021-06-24; Registration: 144B/Yiy M;
Deal Comments
Qyt-Gkgg Hyvzyco 1.00
Originator(s)
Fbnc Cwnqur Hiwrbnwc
Risk Retention
Ccrqscuurz
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Feb 10, 2016
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
NNET679.6008.90SddVVV-83.10%-Ylodwspm3lEt-1003pHq+100-270.00000
HDBU80.4008.70Gt2II-28.40%-Chxuwrsz3fDd-1803rRz+180-900.00000
NXVB2.5008.00IttFFF---Fbsxccrl3lMg-503vOa+50-675.00000
XTXU30.9002.90N2R-53.20%-Xefbbibl3pWt-2503pSs+250-564.00000
PEEP9.0005.50F3J--8.10%-Whwusrvi3wZq-9353bVl+935-32.00000
LwhEOE67.550------------Retained
BTUU20.4006.80Bmm3HHH-88.80%-Gjdvxcsb3bVm-4153xZl+415-443.00000
PAGR73.4009.30Op3CC-4.10%-Bkvwxmiq3xZb-6853wEf+685-75.10000
Tranche Comments
N: Redemption: 2022-01-15; N: Redemption: 2022-01-15; H: Redemption: 2022-01-15; X: Redemption: 2022-01-15; B: Redemption: 2022-01-15; P: Redemption: 2022-01-15; P: Redemption: 2022-01-15; Lwh: Redemption: 2022-01-15;
Deal Comments
Ufhfv. Btz-Cfyy Yfystfb 2.00.
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Dec 2, 2001

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