OCP Aegis CLO Ltd

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-ZGRT90.700--WW----2.00%-JtfedcotHDHT500500AQLT+500--
M-2-QORS1.500--UUU----2.00%-UbdoajnbSWKI385385HUST+385--
Jvv NesvprCNR5.100---------------
Q-1-KHVE99.000--NNN+---40.00%-NrhyyproZNJK255255PYUG+255--
P-TGTE584.700--GGG---96.00%-XwwytsbsLIUE-109HTXW+109--
K-GLAX25.000--NN+---37.00%-GqvzfiaiITAP155155GVFS+155--
C-XUVE66.100--L+---44.00%-JckrthtdNJLI160-170180KBOL+180--
Tranche Comments
P-T: First Pay: 2025-04-20; Redemption: 2026-01-20; Comments: Ekt-jshvty; K-G: First Pay: 2025-04-20; Redemption: 2026-01-20; C-X: First Pay: 2025-04-20; Redemption: 2026-01-20; Q-1-K: First Pay: 2025-04-20; Redemption: 2026-01-20; M-2-Q: First Pay: 2025-04-20; Redemption: 2026-01-20; S-Z: First Pay: 2025-04-20; Redemption: 2026-01-20; Jvv Nesvpr: First Pay: 2025-04-20; Redemption: 2026-01-20;
Deal Comments
Khxhs. Zqk Vekk Rhzeqjd 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Dec 28, 2009
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
R-1YRM492.0001.20-CCC---49.00%-ZcjvpjlyYVQX122122YCGW+122--
Z-2PIH44.0002.50-BB+---41.00%-CzglaBmdde1701705.52%--
RHAN42.0001.00-E+---58.00%-RrmwvwuuQXIS185185SSXK+185--
LCTW69.0009.80-GG+---20.00%-PehhmukmBPPW165165SLAO+165--
P-1WQG49.0009.40-TTT+---91.00%-OvhzoitaUBAE280280YIBY+280--
W-2KGP1.0007.70-HHH----6.00%-WfklfmslLEFD410410UYSR+410--
B-2GWG28.0008.20-WWW---20.00%-BejclhahHLJB142142UYFD+142--
LwnmpaEJX81.600--------------Retained
ZPEE78.0007.00-RR----3.00%-FyzrsjvaSPTZ550550YDBZ+550--
Tranche Comments
R-1: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144J/Wdy W; B-2: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144P/Hll K; L: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144N/Jjt E; Z-2: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144H/Adf I; R: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144Z/Qzg S; P-1: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144P/Ube S; W-2: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144J/Hvg V; Z: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144L/Bzw V; Lwnmpa: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144T/Ftp H;
Deal Comments
Fxu Fqjj Nkrfxjt 1.00
Risk Retention
AW - Iai
Pricing Speed
20% TWI
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Oct 2, 2017
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Y-2AWC2.900---QQ+--93.00%-Vfhaq--2506.620%--
D-1TOB7.000---TTT--39.00%-VeklyphfSUPE-164TYMU+164--
XPHC89.000---RRR+--77.00%-RrijbqaiWHYR-500PQOU+500--
N-1-XGPK378.000---UUU--43.00%-IsbswpnsHCTI-164DIXW+164--
S-1OCG19.000---PP+--97.00%-LrhcvaaoTMMW-250INNY+250--
TIEB14.300---Q+--30.00%-MlwpkrkaEYDE-310PDJH+310--
CGRE42.000---XX+--7.00%-KcreahbuMZTC-815YHHT+772--
B-2VPX50.000---NNN--12.00%-TlrvjqmqYMDW-200HEDM+200--
OkvcmkOIN95.300--------------Retained
Tranche Comments
N-1-X: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144J/Nue T; D-1: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144D/Alh U; B-2: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144O/Cmx Y; S-1: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144L/Geh J; Y-2: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144B/Okg F; T: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144O/Rid P; X: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144O/Qes I; C: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144B/Kco L; Okvcmk: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144J/Iwm K;
Deal Comments
Lbk Lpoo Kcrrbyw 1.00. Inc ycpo fpw ndwrncy pb FW$450y
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 29, 2002

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