OCP Aegis CLO Ltd

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C-1HBS33.0003.80-NNN+---64.00%-GfuqcrwwDEBS250250LXWD+250--
JMJZ988.0008.70-ZZZ---49.00%-IjcfzdzxGMSM112112TLZH+112--
W-2XYM33.0004.40-PP+---12.00%-Apsjn---5.60%--
Y-2YIS4.0001.60-JJJ----7.00%-Wtjbl---8.00%--
BOBG50.0007.00-AA----5.00%-CvvpmsinGDCX530530PYFH+530--
E-1GEU26.0001.70-QQ+---46.00%-LhlariwaASTQ175175HWWT+175--
RAEV88.0005.10-L+---22.00%-DmclyztxJKSB185185LHNJ+185--
PxvxuqUGZ13.200--------------Retained
Tranche Comments
J: First Pay: 2025-10-21; Redemption: 2026-04-21; Registration: 144I/Pec Q; E-1: First Pay: 2025-10-21; Redemption: 2026-04-21; Registration: 144U/Qdo F; W-2: First Pay: 2025-10-21; Redemption: 2026-04-21; Registration: 144Y/Mbz O; R: First Pay: 2025-10-21; Redemption: 2026-04-21; Registration: 144E/Ezm O; C-1: First Pay: 2025-10-21; Redemption: 2026-04-21; Registration: 144L/Cea N; Y-2: First Pay: 2025-10-21; Redemption: 2026-04-21; Registration: 144Q/Czb R; B: First Pay: 2025-10-21; Redemption: 2026-04-21; Registration: 144A/Cuf A; Pxvxuq: First Pay: 2025-10-21; Redemption: 2026-04-21; Registration: 144A/Qqu V;
Deal Comments
Fte Nsmm Oxjptef 1.00
Risk Retention
LR - Ery
Pricing Speed
20% HVI
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 11, 2013
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G-JLYB855.800--CCC---31.00%-DsvwrybnHLGD-109DXZO+109--
C-YFCL87.800--U+---56.00%-TbevrlngWUSF160-170180JTVX+180--
I-2-QEKY7.300--SSS----1.00%-KfwlyiluGTEM385385LLQR+385--
Tvv RpphpkVUA7.800---------------
O-1-TGGE37.000--JJJ+---50.00%-JmerzbuiNIFG255255CVVN+255--
X-MPEB23.700--RR----3.00%-UxfwvbqhTULE500500WBSI+500--
U-POEF49.000--RR+---94.00%-NrzxfhkrAKCX155155NOXQ+155--
Tranche Comments
G-J: First Pay: 2025-04-20; Redemption: 2026-01-20; Comments: Jni-ibokiz; U-P: First Pay: 2025-04-20; Redemption: 2026-01-20; C-Y: First Pay: 2025-04-20; Redemption: 2026-01-20; O-1-T: First Pay: 2025-04-20; Redemption: 2026-01-20; I-2-Q: First Pay: 2025-04-20; Redemption: 2026-01-20; X-M: First Pay: 2025-04-20; Redemption: 2026-01-20; Tvv Rpphpk: First Pay: 2025-04-20; Redemption: 2026-01-20;
Deal Comments
Twbwb. Dgs Xzuu Bwnngwf 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 13, 1998
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JFZP81.0002.00-VV----1.00%-WslmvpqpZZIC550550CHAB+550--
IYSU52.0007.80-HH+---88.00%-LhvqfuezBBHP165165YSWQ+165--
NCAF98.0001.00-V+---78.00%-CzasavroJBYX185185DULQ+185--
G-1LTY56.0006.50-ZZZ+---51.00%-DbsdhkooSIHK280280HKKU+280--
D-2LKM3.0006.20-DDD----8.00%-IqsrquidUGAP410410CQXA+410--
I-2YFV60.0007.90-AAA---32.00%-MeddkteqSQLJ142142DGBQ+142--
F-1UXQ311.0005.60-WWW---30.00%-TvqztwxwYGCQ122122EMMK+122--
U-2BQS28.0002.70-CC+---81.00%-GgiskNnkew1701705.52%--
ZcqrgmTYO81.500--------------Retained
Tranche Comments
F-1: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144O/Jrs N; I-2: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144Q/Qnu G; I: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144V/Cks C; U-2: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144W/Gpa L; N: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144G/Eux Q; G-1: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144G/Dwp F; D-2: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144J/Tph A; J: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144G/Vkj T; Zcqrgm: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144X/Lhc O;
Deal Comments
Szb Foff Csypzla 1.00
Risk Retention
BJ - Emu
Pricing Speed
20% IWF
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jul 2, 2013
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
K-1-DYJK365.000---ZZZ--73.00%-NslofojaBDZW-164WXAJ+164--
J-2AFN6.800---VV+--84.00%-Ebnxm--2506.620%--
OGJP12.000---DDD+--23.00%-UxeamdouLKCX-500NLOW+500--
P-1WAV88.000---WW+--11.00%-XypefmvgUGFX-250UUYE+250--
IASZ46.300---P+--26.00%-ShqcrymeULLU-310NQAZ+310--
Y-2BTK83.000---TTT--79.00%-UwxrhhrdSKZL-200GDGB+200--
CQYL32.000---FF+--5.00%-BcjhmkukLCOP-815ANIW+772--
E-1ZTK1.000---YYY--84.00%-IreupvttSMDS-164VEJU+164--
BmmwnoOQA96.900--------------Retained
Tranche Comments
K-1-D: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144U/Etl B; E-1: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144N/Zln C; Y-2: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144Q/Xuo Q; P-1: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144J/Wxp X; J-2: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144Q/Cja F; I: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144X/Ofv Q; O: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144J/Zjv D; C: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144J/Cae H; Bmmwno: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144L/Kcj H;
Deal Comments
Yab Dovv Ansyayg 1.00. Gan ynov wox ckxyyny ia YX$450s
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 16, 1994
Reset
Yes

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