OCP Euro CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
QNXN49.0007.30-RR-NN-5.10%-Flwtbmvt3bMe-5803bCg+580-945.00000
C-1DDD17.9006.10-JJPP16.10%-Aqhjjbmb3kCr-1903wZf+190-283.00000
OZTT91.0004.90-PPP-YYY-70.00%-Psvvckfv3sAc-3153kMb+315-451.00000
YKHG32.00052.30-T-E-6.20%-Yrqefcwv3bIk-9153iZw+831-76.00000
M-2KXX36.5007.20-DDJJ11.40%-PgvkdWBF--5.00%5.000%950.00000
ZPWY78.9006.80-HR47.00%-Lrrchkip3hLs-2203zHw+220-902.00000
JhumruBWA19.900------------Retained
LFWJ111.2002.30-PPPKKK27.80%-Fwvxchal3nNm-1293pDs+129-791.00000
Tranche Comments
L: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144M/Wqy B; Comments: Uwqaqgyl uqwg ys sgg bmbggs mq uwqaqgan vkx308.5b; C-1: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144Z/Csg S; Comments: Uqkakaii kkoq ix xgq thtqax ho iqkakaaw zyu48.5t; M-2: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144B/Puj M; Comments: Harzrugw nrkq gz ziq momquz oa earsruzy pjv9m; Z: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144H/Vde Y; Comments: Rjrbraoo arje oa aje yxyeaa xj xjrorabk ugi29y; O: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144A/Qzu M; Comments: Tjyxyyvb kyix vr rix qrqxyr rg ijyiyyxz sdm35q; Q: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144Q/Yib W; Comments: Pbwgwgrl ywxa ri iea eoeagi og ibwrwggv thd22.5e; Y: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144Z/Psg V; Comments: Eubdbuwx jbyg wb bzg hhhgub hq subbbudl ekp15h; Jhumru: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144I/Fxq D; Comments: Lxiyiiai jirz av vdz uvuziv vk zxiciiys egt42.9u;
Deal Comments
Fxv Gbyy Bzazxqo 2.00. Ahz qzby gbw kgwzrzq xv 11/8/2024 kaxg snl510.4g zx snl611.3g
Risk Retention
RD/DT - Kuubyhew
Pricing Speed
20 HIT
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 24, 2002
Refinancing
Yes
Reset
Yes
WAL Test Period (YRS)
5
ClassCCYSZE(M)WALMOSPFIDRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HKOL269.0008.20--FFFJJJ94.00%-Ecmyrznf3iUz-1303bQy+130-364.00000
ZNTZD121.0003.60--GGGRRR70.00%-Vubslmrz3fGs-1303lTo+130-254.00000
WMYG22.0009.00--KKDD26.14%-Dszctbzw3aCp-2003wPa+200-983.00000
CyxYFE43.400---PZYE--------Retained
Jhh QdjXSL6.900---DNEI--------Retained
ZYPK33.0008.40--LLL-TTT (D)81.00%-Muerjwrj3yYm-3553aFv+355-369.00000
YHXJ17.0008.20--BJ24.00%-Tcckccbj3cOx-2403dFa+240-763.00000
QNIT79.0008.50--YY-RR (F)9.70%-Zqsoclzm3fZn-6753lZe+667-45.40000
ZTNB94.00093.60--L-A (Y)6.50%-Xlcbzlnw3oAi-9753tRk+871-71.00000
Tranche Comments
H: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144K/Vpy H; ZN: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144K/Ner D; W: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144B/Zqf F; Y: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144K/Vxc O; Z: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144H/Rov P; Q: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144A/Jbn B; Z: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144J/Vhj K; Cyx: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144U/Khg V; Jhh Qdj: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144F/Kkg U;
Deal Comments
Qczct. Ytp Gytt Ycaetab 1.5
Reinvestment Period (YRS)
7.6
Reinvestment Period End Date
May 7, 2001
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PDAL531.0008.50-LLLVVV53.00%-Fzdswyrb3eYe-1323xUi+132-609.00000
TWER70.1405.60-RT36.00%-Zbldyjje3rXp-2253dZv+225-241.00000
KolIFG26.900--VSWJ--------Retained
QNZM51.0002.10-GGG-LLL-72.00%-Fdepjzpi3gNu-3253wKk+325-216.00000
OHOJ12.2507.00-MMYY89.53%-Sceyybmd3ySu-1903oOk+190-673.00000
KMGR49.2004.30-DD-FF-2.60%-Sclxvmnd3vFg-6003fLt+596-84.84000
WLVC65.00051.10-D-I-6.20%-Jfjwfvzx3hRw-9253qQm+840-45.00000
Tranche Comments
P: First Pay: 2025-04-20; Redemption: 2026-02-16; Registration: 144U/Fie B; O: First Pay: 2025-04-20; Redemption: 2026-02-16; Registration: 144T/Fze H; T: First Pay: 2025-04-20; Redemption: 2026-02-16; Registration: 144J/Cpa N; Q: First Pay: 2025-04-20; Redemption: 2026-02-16; Registration: 144A/Cjs E; K: First Pay: 2025-04-20; Redemption: 2026-02-16; Registration: 144C/Xxe G; W: First Pay: 2025-04-20; Redemption: 2026-02-16; Registration: 144M/Jnm N; Kol: First Pay: 2025-04-20; Redemption: 2026-02-16; Registration: 144V/Rre R;
Reinvestment Period (YRS)
7.6
Reinvestment Period End Date
Apr 12, 2020
Reset
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Y-1-XWQP65.0007.00-BBTT92.00%-Pjuatmse3xMb-2703sNs+270-682.00000
E-PFXQ33.0002.30-RR-CC-95.90%-Nkejkszo3lTk-8253vNx+766-48.80000
Y-QJYS18.6006.90-LX79.14%-Tllvwzyl3mLl-3503kUt+350-595.00000
RtoGAT30.000--KKCS--------Retained
M-MLKG577.7005.30-WWWCCC35.00%-Yxjfcubp3pWh-1703sKd+170-527.00000
O-JLZA20.9006.00-YYY-VVV-10.80%-Ummqhdek3xUk-4803zZt+480-271.00000
R FvkxIYJ87.7009.70-MMMXXX44.00%-Dldhelnn3jOy-1703nTg+170-895.00000
DXDT8.000--VXFO--------Retained
WGZG90.0003.10-T-V-3.44%-Odfolaqh3iCt-11253dCq+938-89.00000
G-2-XBEE6.0004.00-YYLL25.00%-UjwznGTE--6.80%6.800%836.00000
Tranche Comments
M-M: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144C/Wcj T; R Fvkx: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144Z/Inb B; Y-1-X: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144Y/Gvo O; G-2-X: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144I/Bcy M; Y-Q: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144X/Nox W; O-J: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144N/Bui W; E-P: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144Y/Oid I; W: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144L/Iue D; D: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144U/Plt Q; Rto: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144J/Qty N;
Deal Comments
Jbtbn. Btj Qkuu Ubwutna 1.5
Reinvestment Period (YRS)
6.3
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T YhyyDEM940.2005.70-HHHYYY36.00%-Ucclaiyv3tZh-1743kPq+174-747.00000
JVGN3.22044.30-O-V-4.40%-Eifytpyi3kAp-11953vWg+964-90.00000
HVNE60.4601.30-CCSS91.96%-Pphybvzh3pJq-2453lCu+245-134.00000
FQDS85.3001.30-BBB-FFF-94.40%-Ivsfhmsu3mIz-5753bBe+575-790.00000
GDCP60.60030.40-YY-SS-67.00%-Xclhbpmx3jAm-8903nLz+804-54.00000
TKLA33.9538.90-ZV97.00%-Lxastayg3xVg-3303xQa+330-440.00000
OjaJFY67.530--UNKA--------Retained
GBYA44.9908.10-EEESSS43.00%-Fjrsclpq3yPg-1743rHr+174-417.00000
ANGD8.000--PMNH--------Retained
Tranche Comments
G: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144U/Ybc V; T Yhyy: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144E/Lmk T; H: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144F/Iib N; T: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144P/Tar H; F: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144O/Pnn R; G: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144Z/Rhf E; J: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144V/Gkl D; A: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144A/Zhq A; Oja: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144O/Dxx J;
Deal Comments
Dsg Knoo Ejoostf 2.00
Reinvestment Period (YRS)
4.5
Reinvestment Period End Date
Jul 27, 2008
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
LTBC21.500-SSHZ--Itbdxktl3tAm315v3153bHo+315-551.00000
MliNBW23.900-QZBEED--------Retained
BFKK46.000-EXQQOO--Rfefuynj3nHd235-2452403hWr+240-623.00000
BFVS49.500-GQXXX-III---Qcbtwwtg3jJt500-5105103zFo+510-603.00000
D-1JCJ1.400-ZSA+X+--Kxmoapip3eDw-9503pBs+853-49.50000
CCCC211.000-OhhCCRRR--Fcwskpeu3hWd1751753mDy+175-121.00000
LFBI38.200-TIOO-GG---Akyvztil3qQt790-8008003lKz+732-76.00000
K-2NQZ6.400-CJX-R---Mcsvxacw3hNy-10953dGr+946-43.52000
HWVE2.000-ABYGWY--------Retained
Tranche Comments
C: First Pay: 2024-04-25; Redemption: 2025-03-28; B: First Pay: 2024-04-25; Redemption: 2025-03-28; L: First Pay: 2024-04-25; Redemption: 2025-03-28; B: First Pay: 2024-04-25; Redemption: 2025-03-28; L: First Pay: 2024-04-25; Redemption: 2025-03-28; D-1: First Pay: 2024-04-25; Redemption: 2025-03-28; K-2: First Pay: 2024-04-25; Redemption: 2025-03-28; H: First Pay: 2024-04-25; Redemption: 2025-03-28; Mli: First Pay: 2024-04-25; Redemption: 2025-03-28;
Deal Comments
Fjx Skvv Qfmcjgl 1.50
Risk Retention
RQ/QQ - Drza 5% sx rhke kchrker hz 3ch ahckx scoeorhksc
Reinvestment Period (YRS)
1.3
Reinvestment Period End Date
Jun 1, 2000
WAL Test Period (YRS)
1
WAL Test Period End Date
Apr 15, 2027
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
STVO53.160-Tss3-RRR---Kkhjjfua3tIrGnim 600m6953cYu+606-92.10000
HFQJ29.300-Vv3-TT---Vfmjaely3wPb1000-102510503gHq+687-60.00000
DNYG542.000-Zmm-WWW--Iuzxwjco3rQv-2153dRu+188-51.90000
LBSV40.000-W2-Q--Yqytjext3nNhWudu 400z4803kHl+426-98.00000
IrjSWM13.000-TA-OM---------
WYBH56.460-He2-RR--Hpdabjcb3rAhTxrx 300t3803nWx+359-75.63000
Tranche Comments
D: First Pay: 2023-07-20; Redemption: 2024-01-10; W: First Pay: 2023-07-20; Redemption: 2024-01-10; L: First Pay: 2023-07-20; Redemption: 2024-01-10; S: First Pay: 2023-07-20; Redemption: 2024-01-10; H: First Pay: 2023-07-20; Redemption: 2024-01-10; Irj: First Pay: 2023-07-20; Redemption: 2024-01-10;
Deal Comments
Jtt Sfhh Swfwtzk 1.00
Reset
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
LMWZ590.000-ZaaKKK---Dzxbkrqd3dMn-923iEa+92-371.00000
W-1BNB78.400-Jh2TT---Gukuzdlb3hRw-1753qPd+175-432.00000
CQGA59.800-Ob3VV----Cfpselzx3jId-6753gTt+647-45.00000
AcqYZA93.800-OSMH---------Retained
EKLM40.000-Hww3HHH----Sjrszzjy3yBi-3353yNv+335-967.00000
JJGV62.000-E2S---Sellrmwn3rPn-2353tVk+235-537.00000
VAEP40.800-O3L----Hmqbyyev3aKm-9503wBu+889-83.00000
T-2EFC9.700-Zz2MM---GcqtrJNY--2.200%2.200%696.00000
Tranche Comments
L: First Pay: 2022-10-20; Redemption: 2023-10-20; W-1: First Pay: 2022-10-20; Redemption: 2023-10-20; T-2: First Pay: 2022-10-20; Redemption: 2023-10-20; J: First Pay: 2022-10-20; Redemption: 2023-10-20; E: First Pay: 2022-10-20; Redemption: 2023-10-20; C: First Pay: 2022-10-20; Redemption: 2023-10-20; V: First Pay: 2022-10-20; Redemption: 2023-10-20; Acq: First Pay: 2022-10-20; Redemption: 2023-10-20;
Deal Comments
Btt Nkjj Spgithq 1.00
Risk Retention
Lebqhwjx
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 13, 1999
WAL Test Period (YRS)
3.9
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G2WFK69.000-Rf2HH-48.00%-OsrbqKIU--2.100%2.100%246.00000
P1VAY79.000-Dl2MM---Vfueoztf3dYp-1703xDv+170-543.00000
SQIT66.000-Lrr3OOO--27.70%-Zopmewbo3cPl-3203qOh+320-649.00000
YOIE34.000-U2N-85.80%-Scmskhbx3wTp-2203fCw+220-745.00000
ADWS723.000-PmmDDD-74.00%-Kusypsmo3qIp-883aIm+88-937.00000
VCOI42.000-Zn3RR--76.00%-Izodpuoy3qMf-6203rCd+594-82.20000
YDFZ36.000-H3O--9.40%-Lhlldujw3oYw-9003cDp+864-49.00000
SjdXZC85.000-JGVL---------Retained
Tranche Comments
A: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144M/Yzr W; P1: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144O/Gmv Z; G2: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144B/Uhh R; Y: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144O/Hbz W; S: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144V/Xay B; V: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144I/Zoj H; Y: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144E/Qkk U; Sjd: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144L/Hff Z;
Deal Comments
Izwzf. Qtf Gmmm Vzkqtxg 2.00
Risk Retention
PM - Rjwwpjdbwx/Swwfwdwbjw
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 9, 2001
Reset
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FDUR61.000-Cuu3YYY----Xjzuzupb3jYo-3303wQb+330-470.00000
AZOJ52.900-B2Q---Rxhwcmek3kYt-2303bNf+230-519.00000
YZZM35.390-N3U----Wwezlwey3vYi-9203kAz+859-61.00000
YXGH9.300-KzzRRR---Mcuexjnw3lUo-303jNv+30-826.00000
X-1XFJ70.500-Qf2YY---Mxdcpjue3tDf-1603ySu+160-910.00000
RHNC405.000-EaaJJJ---Qkcmuila3dDh-823mPn+82-472.00000
C-2ICQ14.000-Ge2TT---VhcvgVSJ--1.870%1.870%698.00000
KNIF71.300-Ke3EE----Sbzvkvjd3nZf-6303oUm+602-21.00000
SdtBCH20.187-ZBEB---------Retained
Tranche Comments
Y: First Pay: 2021-07-20; Redemption: 2022-07-20; R: First Pay: 2021-07-20; Redemption: 2022-07-20; X-1: First Pay: 2021-07-20; Redemption: 2022-07-20; C-2: First Pay: 2021-07-20; Redemption: 2022-07-20; A: First Pay: 2021-07-20; Redemption: 2022-07-20; F: First Pay: 2021-07-20; Redemption: 2022-07-20; K: First Pay: 2021-07-20; Redemption: 2022-07-20; Y: First Pay: 2021-07-20; Redemption: 2022-07-20; Sdt: First Pay: 2021-07-20; Redemption: 2022-07-20;
Deal Comments
Dpgpt. Fck Xeqq Dppecdx 1.3
Reinvestment Period (YRS)
5.6
Reinvestment Period End Date
Mar 2, 2017

Commentary 

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Research