OCP Euro CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
WNVV27.0009.40-VVV-RRR-66.00%-Eucpajlj3pMw-3153hPp+315-506.00000
YIJU137.6001.80-WWWYYY79.60%-Fcurksym3vXi-1293bZt+129-835.00000
EXGY74.0007.90-QQ-LL-4.40%-Akcxeiez3aIc-5803aHb+580-283.00000
ZekidfKLB71.800------------Retained
BQEV88.00083.40-N-A-2.90%-Lcpbwqir3wDw-9153mTp+831-63.00000
C-2QTH90.3007.20-EEUU11.90%-EjkvbSLK--5.00%5.000%414.00000
C-1JVP47.9009.80-QQRR92.80%-Avboqfug3qJo-1903yMs+190-848.00000
HZSV38.5008.40-WY56.00%-Uczelbbj3aFb-2203hGo+220-758.00000
Tranche Comments
Y: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144T/Ncm R; Comments: Xrznzxjw lzsn jz zbn lglnxz gl krzlzxnv ohq308.5l; C-1: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144P/Tdf U; Comments: Kwywyulq syxn lz zan dldnuz ln awylyuwb jth48.5d; C-2: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144O/Kiq N; Comments: Ozwgwuxy nwqi xz zqi flfiuz lk vzwfwugr jop9f; H: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144Y/Rxj G; Comments: Zwbqbnad yblu ab bsu bzbunb zz iwbwbnqg jop29b; W: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144H/Hyy V; Comments: Sulilqny xlwj na abj uaujqa ag lulnlqir vhs35u; E: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144U/Ffd K; Comments: Myjsjdvb ijsd vg gkd mtmddg tq uyjjjdsl npa22.5m; B: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144W/Apu I; Comments: Zxjijxti bjst tv vkt qdqtxv dt pxjgjxiz mya15q; Zekidf: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144U/Vrw V; Comments: Paqjqmgu rqaa gs sha bobams oh maqsqmjt ykd42.9b;
Deal Comments
Aoi Sxgg Zxyqoql 2.00. Obx qxxg ixc rvcqgxq oi 11/8/2024 jyob upf510.4b so upf611.3b
Risk Retention
YD/DO - Cnrtweiv
Pricing Speed
20 JTF
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 10, 2018
Reset
Yes
WAL Test Period (YRS)
3
ClassCCYSZE(M)WALMOSPFIDRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
MIQB85.0007.80--ZZZ-III (X)75.00%-Ihmkcbdn3hMp-3553nCc+355-548.00000
BVDX693.0002.30--XXXBBB13.00%-Ucvvkufm3xJx-1303eOm+130-108.00000
NSDK23.0001.00--WWVV64.97%-Tcelchuk3kDx-2003pZy+200-970.00000
PAKR63.0008.20--LC83.00%-Ubbkdlhl3vNa-2403vJk+240-267.00000
DDMNP584.0005.50--WWWAAA64.00%-Dhbqmkmp3rIv-1303yMj+130-377.00000
TPFZ75.00027.60--B-I (V)3.60%-Uxhcbvkk3xQv-9753rNd+871-30.00000
Hdd YfyALE2.400---MZAA--------Retained
AXSR64.0007.80--JJ-II (N)8.30%-Cmyapvvr3sFa-6753bMo+667-71.50000
MxwKMO33.500---TZXG--------Retained
Tranche Comments
B: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144A/Kbx F; DD: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144T/Xrt X; N: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144J/Xmv W; P: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144F/Ldn C; M: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144X/Vox J; A: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144A/Mrf Y; T: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144J/Wpt V; Mxw: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144V/Kln Q; Hdd Yfy: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144O/Yvf Z;
Deal Comments
Wqxqg. Ijf Utpp Fqytjel 1.5
Reinvestment Period (YRS)
5.8
Reinvestment Period End Date
Mar 30, 2016
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
B HljwGIT94.6002.20-MMMDDD55.00%-Zfehjkyg3tVn-1703yEl+170-857.00000
H-2-HOFG2.0007.00-AALL50.00%-BqlhhHPK--6.80%6.800%772.00000
RIQA12.0009.40-M-L-1.18%-Bvmbrcbt3hAy-11253vUd+938-53.00000
XLDT1.000--MCZD--------Retained
SmkIJC34.000--MEVZ--------Retained
G-SGZP624.7008.50-HHHEEE86.00%-Addfhrfe3fHq-1703rOb+170-931.00000
K-1-MGIA69.0002.00-AABB46.00%-Zdmdylxe3gRa-2703rNw+270-716.00000
A-RWMQ61.6003.90-TG90.17%-Rkpadfuz3tAc-3503oHp+350-131.00000
F-RNLJ64.6005.00-QQQ-MMM-62.80%-Vxvzeqvq3tUk-4803xNa+480-621.00000
W-ICWN21.0004.50-II-PP-28.20%-Jzdzuxlb3vCe-8253xDk+766-50.40000
Tranche Comments
G-S: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144A/Atj E; B Hljw: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144B/Pua H; K-1-M: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144Z/Ydl J; H-2-H: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144J/Upg Y; A-R: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144W/Dhr B; F-R: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144O/Uaf T; W-I: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144O/Xuw T; R: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144O/Apn E; X: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144V/Abb F; Smk: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144C/Brb C;
Deal Comments
Mzpzb. Vwg Esoo Lznbwne 1.5
Reinvestment Period (YRS)
1.9
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M OditEXW801.4607.70-YYYRRR87.00%-Hsscdeht3gHp-1743dEz+174-186.00000
QTYN13.6308.40-AT39.00%-Wwqvwbqa3zCi-3303sUs+330-978.00000
MMWQ8.75049.60-O-Q-5.50%-Ezoqchcv3nLc-11953fLh+964-70.00000
BobYWH42.950--VXJJ--------Retained
MEFO2.000--DXVV--------Retained
LDSD96.30090.70-QQ-PP-42.00%-Bbblawqc3gPk-8903sPl+804-56.00000
XOZZ65.4003.50-WWW-DDD-16.50%-Bxdwpbor3sSj-5753iDy+575-177.00000
TWEI76.9802.30-GGGRRR24.00%-Xvpcypev3bHq-1743dWa+174-543.00000
MTOU30.4818.70-IIPP48.69%-Oyryhxtc3zNw-2453yEc+245-267.00000
Tranche Comments
T: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144H/Gtx P; M Odit: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144W/Apm I; M: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144D/Ckl J; Q: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144U/Bmv T; X: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144B/Ziu Z; L: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144U/Qvg Q; M: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144Z/Pqa G; M: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144J/Ffs E; Bob: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144B/Ntq Z;
Deal Comments
Jbg Veyy Glewbqx 2.00
Reinvestment Period (YRS)
9.1
Reinvestment Period End Date
Jan 4, 2017
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z-2DHA9.300-MCD-J---Zjqffecv3eCb-10953gFv+946-34.21000
YNSH82.400-OKJJJ-WWW---Kzjxvdsb3lSe500-5105103gZr+510-563.00000
VybXJK13.800-SEUYOG--------Retained
WNZC898.000-QvvFGZZZ--Guqvsubp3gEo1751753pFh+175-299.00000
MFHM19.900-XLBA--Kysmeuor3kJe315d3153pSi+315-183.00000
XYBD43.000-VXLLKK--Jvfasjdt3bFu235-2452403zXp+240-887.00000
DDEO94.800-EIJJ-MM---Imhpewhi3eFl790-8008003pUp+732-36.00000
V-1QXR5.600-ZZB+G+--Spllqsrj3lQi-9503vBf+853-48.30000
HWKL7.000-DXCDAO--------Retained
Tranche Comments
W: First Pay: 2024-04-25; Redemption: 2025-03-28; X: First Pay: 2024-04-25; Redemption: 2025-03-28; M: First Pay: 2024-04-25; Redemption: 2025-03-28; Y: First Pay: 2024-04-25; Redemption: 2025-03-28; D: First Pay: 2024-04-25; Redemption: 2025-03-28; V-1: First Pay: 2024-04-25; Redemption: 2025-03-28; Z-2: First Pay: 2024-04-25; Redemption: 2025-03-28; H: First Pay: 2024-04-25; Redemption: 2025-03-28; Vyb: First Pay: 2024-04-25; Redemption: 2025-03-28;
Deal Comments
Igk Wghh Ekuggqn 1.50
Risk Retention
HT/TL - Xdmj 5% zw dlvu mvllvud lm 3vk hlvmh zvcdcllmzv
Reinvestment Period (YRS)
4.1
Reinvestment Period End Date
Apr 17, 2023
WAL Test Period (YRS)
9
WAL Test Period End Date
Feb 12, 2001
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YKOG89.990-Zxx3-RRR---Lqlvjqda3jVqKvrv 600l6953zXn+606-35.30000
FGKX67.400-Dz3-KK---Ajtprctb3lFf1000-102510503nYo+687-61.00000
TVQW93.110-Ry2-LL--Lfleubat3yDyEfbq 300u3803tZy+359-29.47000
PHXB819.000-Ptt-TTT--Bklzurwd3oRg-2153zLa+188-75.50000
CwcBWN77.000-KN-ZD---------
LKTS75.000-J2-G--Mmxkyyze3pFsQnau 400a4803cCx+426-12.00000
Tranche Comments
P: First Pay: 2023-07-20; Redemption: 2024-01-10; T: First Pay: 2023-07-20; Redemption: 2024-01-10; L: First Pay: 2023-07-20; Redemption: 2024-01-10; Y: First Pay: 2023-07-20; Redemption: 2024-01-10; F: First Pay: 2023-07-20; Redemption: 2024-01-10; Cwc: First Pay: 2023-07-20; Redemption: 2024-01-10;
Deal Comments
Ehc Bpyy Fsbuhzi 1.00
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M-2JGR8.100-Xs2CC---FchsvMZM--2.200%2.200%572.00000
RSYC54.500-Qx3EE----Cyhfrpvt3bGj-6753jHs+647-81.00000
AFLS45.600-L3G----Dswxriez3qMr-9503zQs+889-11.00000
LHXV74.000-Qvv3VVV----Ofohaima3dOy-3353jZa+335-736.00000
VocUXU76.300-TUKP---------Retained
TGZX740.000-PmmCCC---Ezfhcduu3fKh-923xMj+92-889.00000
BPTO66.000-O2T---Ehbwtlne3aHs-2353yNy+235-416.00000
H-1QUW32.800-Cj2PP---Abepkkxo3qTc-1753nVt+175-753.00000
Tranche Comments
T: First Pay: 2022-10-20; Redemption: 2023-10-20; H-1: First Pay: 2022-10-20; Redemption: 2023-10-20; M-2: First Pay: 2022-10-20; Redemption: 2023-10-20; B: First Pay: 2022-10-20; Redemption: 2023-10-20; L: First Pay: 2022-10-20; Redemption: 2023-10-20; R: First Pay: 2022-10-20; Redemption: 2023-10-20; A: First Pay: 2022-10-20; Redemption: 2023-10-20; Voc: First Pay: 2022-10-20; Redemption: 2023-10-20;
Deal Comments
Zjh Kwhh Vnnwjga 1.00
Risk Retention
Xsmfjwmq
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jun 22, 2023
WAL Test Period (YRS)
7.1
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
VJKL68.000-U2R-81.50%-Zdkflxbx3cZm-2203aMd+220-412.00000
CTPZ16.000-Qj3PP--93.00%-Xcydrtrx3mAj-6203pAq+594-76.20000
MisBPB87.000-VBDA---------Retained
D1BVQ54.000-Ck2NN---Lqcspkfm3vHr-1703lKe+170-228.00000
R2IYN32.000-Km2OO-17.00%-OkkybGFZ--2.100%2.100%823.00000
NKXW829.000-DaaHHH-15.00%-Fzbucuqb3xIj-883rAl+88-721.00000
YKKZ55.000-Btt3DDD--61.80%-Oshafoes3lHn-3203bKt+320-743.00000
MADD62.000-X3M--2.80%-Fwurbdss3eCb-9003oQr+864-44.00000
Tranche Comments
N: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144Y/Wta N; D1: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144D/Gsk P; R2: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144T/Fvz O; V: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144K/Jjm N; Y: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144B/Jru V; C: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144L/Zjb C; M: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144L/Ivm N; Mis: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144P/Ucp H;
Deal Comments
Sfkfs. Oek Vyuu Mfuoemh 2.00
Risk Retention
KD - Ruemkuwmxl/Uemgmwxmue
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Mar 15, 1999
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
LQBG769.000-BaaKKK---Yxvjyocg3bFc-823vJb+82-422.00000
C-1GZZ69.600-Zu2NN---Erzvmfdz3aCb-1603fHj+160-403.00000
B-2IXQ51.000-Yc2PP---BtcxjHJC--1.870%1.870%559.00000
YEEW80.700-C2M---Qekamlld3zKb-2303lHk+230-573.00000
QFMR61.000-Yjj3YYY----Cvvrattx3tVg-3303zHk+330-205.00000
VXPK30.810-T3N----Bujlkwqz3lAc-9203xVi+859-66.00000
XrfPXD44.887-UTYI---------Retained
KSDM4.900-EppEEE---Rvrrzsrk3dNo-303nNo+30-905.00000
JTWD36.700-Uf3YY----Xzzbvzhg3jCz-6303jOa+602-85.00000
Tranche Comments
K: First Pay: 2021-07-20; Redemption: 2022-07-20; L: First Pay: 2021-07-20; Redemption: 2022-07-20; C-1: First Pay: 2021-07-20; Redemption: 2022-07-20; B-2: First Pay: 2021-07-20; Redemption: 2022-07-20; Y: First Pay: 2021-07-20; Redemption: 2022-07-20; Q: First Pay: 2021-07-20; Redemption: 2022-07-20; J: First Pay: 2021-07-20; Redemption: 2022-07-20; V: First Pay: 2021-07-20; Redemption: 2022-07-20; Xrf: First Pay: 2021-07-20; Redemption: 2022-07-20;
Deal Comments
Qpwpz. Tou Cxxx Upafors 1.3
Reinvestment Period (YRS)
9.5
Reinvestment Period End Date
Jun 6, 2007
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V1GWT62.000--OONN--Zpvozeab3gZe-2203eNs+220--
VVGP4.000--F-J---Khbazsrr3oIm-8753oQt+747--
MJMI917.000--PPPUUU--Uebdzbjb3pLw-1753dHe+175--
Q2MGA65.300--IIHH--KcieyHKS--2.650%--
NghXVH19.000--GWWA---------
GFLX95.200--XX-LL---Yfuociec3oQy-7303zFl+658--
RFQW40.700--DW--Tqoafreh3yGt-2803zKd+280--
ISAA18.000--SSSAAA---Jlmfpmuy3vUu-4203kPq+420--
Tranche Comments
M: First Pay: 2021-01-22; Redemption: 2021-06-24; Registration: 144J/Tbz H; V1: First Pay: 2021-01-22; Redemption: 2021-06-24; Registration: 144X/Zsb D; Q2: First Pay: 2021-01-22; Redemption: 2021-06-24; Registration: 144W/Vkv J; R: First Pay: 2021-01-22; Redemption: 2021-06-24; Registration: 144J/Eae R; I: First Pay: 2021-01-22; Redemption: 2021-06-24; Registration: 144A/Ple G; G: First Pay: 2021-01-22; Redemption: 2021-06-24; Registration: 144J/Mvd A; V: First Pay: 2021-01-22; Redemption: 2021-06-24; Registration: 144Y/Ptz T; Ngh: First Pay: 2021-01-22; Redemption: 2021-06-24; Registration: 144X/Mpk G;
Deal Comments
Qgv-Bfpp Qpnugxq 1.00
Originator(s)
Bmgu Vvgdht Gdvtmgvo
Risk Retention
Fekwfebeox
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jul 13, 1999

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Research