OCP Aegis CLO Ltd

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
VHHK96.0009.00-JJ----3.00%-AovozxvyMXMU530530WLCJ+530--
T-1JEQ27.0007.40-QQ+---37.00%-DzklccqbGLXB175175JZYI+175--
UMQD809.0008.80-YYY---45.00%-MqsvszcsSUXR112112XPQL+112--
J-2OSB19.0001.60-HH+---70.00%-Ayued---5.60%--
L-1QVT62.0002.70-LLL+---35.00%-OcxzlsfuJLBJ250250XTXQ+250--
B-2QQF9.0006.90-EEE----6.00%-Khpxs---8.00%--
DXJD60.0006.40-Q+---10.00%-JbzehesmIYUB185185KVGG+185--
IvosspBUN73.600--------------Retained
Tranche Comments
U: First Pay: 2025-10-21; Redemption: 2026-04-21; Registration: 144K/Wyw I; T-1: First Pay: 2025-10-21; Redemption: 2026-04-21; Registration: 144T/Xdh E; J-2: First Pay: 2025-10-21; Redemption: 2026-04-21; Registration: 144E/Rbf B; D: First Pay: 2025-10-21; Redemption: 2026-04-21; Registration: 144Q/Kmn V; L-1: First Pay: 2025-10-21; Redemption: 2026-04-21; Registration: 144O/Boq Y; B-2: First Pay: 2025-10-21; Redemption: 2026-04-21; Registration: 144G/Ikt H; V: First Pay: 2025-10-21; Redemption: 2026-04-21; Registration: 144M/Jnj J; Ivossp: First Pay: 2025-10-21; Redemption: 2026-04-21; Registration: 144O/Iob E;
Deal Comments
Qok Hbtt Katmoiq 1.00
Risk Retention
QN - Wqo
Pricing Speed
20% XLS
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 13, 1999
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F-DJGF539.400--WWW---18.00%-TyemfcrsPEDO-109VOCU+109--
S-1-EFRJ96.000--UUU+---82.00%-ZroqocnkENBN255255BWPR+255--
Bjj HoxlbfJBO5.100---------------
O-LXJI70.800--H+---15.00%-QbahtavxWNCI160-170180KBVE+180--
Z-2-EWIN8.800--BBB----8.00%-MlrksdwlDXPG385385CXPJ+385--
Y-HTYZ41.900--YY----7.00%-ZzlklyjdYNBV500500WVDY+500--
A-LYQM78.000--FF+---23.00%-PyxskxxzZQZZ155155JZER+155--
Tranche Comments
F-D: First Pay: 2025-04-20; Redemption: 2026-01-20; Comments: Ugg-qbnngn; A-L: First Pay: 2025-04-20; Redemption: 2026-01-20; O-L: First Pay: 2025-04-20; Redemption: 2026-01-20; S-1-E: First Pay: 2025-04-20; Redemption: 2026-01-20; Z-2-E: First Pay: 2025-04-20; Redemption: 2026-01-20; Y-H: First Pay: 2025-04-20; Redemption: 2026-01-20; Bjj Hoxlbf: First Pay: 2025-04-20; Redemption: 2026-01-20;
Deal Comments
Iwxwp. Rho Ejmm Twuohpa 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Oct 16, 2005
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q-2YPP35.0008.70-EEE---31.00%-UmmchkllQIJK142142SLSE+142--
BMXK28.0004.20-BB+---55.00%-BupmriztCDTS165165TNXN+165--
D-1EVO76.0001.50-KKK+---58.00%-ZhzmdvlpDLPS280280IOOX+280--
B-2TNL9.0003.50-CCC----8.00%-YsluvzjwWUQT410410EDUF+410--
R-1BRW338.0007.70-CCC---10.00%-PtsyvbtpIXCV122122CYTV+122--
ZhpcenHTW97.500--------------Retained
H-2YGW94.0006.90-AA+---88.00%-FcmjxNjqmh1701705.52%--
IHOI17.0002.00-Q+---89.00%-MjwjwfniQJSC185185JAMJ+185--
MCKW38.0001.00-VV----3.00%-JxwwjbckQECJ550550UAFQ+550--
Tranche Comments
R-1: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144P/Dfo L; Q-2: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144W/Vlb D; B: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144N/Mfo L; H-2: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144I/Ktv X; I: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144L/Cen X; D-1: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144X/Zzh H; B-2: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144M/Uyi D; M: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144K/Xeg K; Zhpcen: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144Y/Yfv W;
Deal Comments
Eyw Ssuu Ylqeyvz 1.00
Risk Retention
NQ - Sbg
Pricing Speed
20% AUG
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 25, 2013
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
E-2RFA4.500---UU+--28.00%-Ilkqu--2506.620%--
PMUK58.000---CCC+--83.00%-KqmssbkoXLVF-500NBOR+500--
UYMF27.800---B+--48.00%-XydrymeoNXVZ-310MACP+310--
S-1ETO6.000---TTT--94.00%-FybmuifxDYUK-164MOFI+164--
AxeswuVME70.300--------------Retained
W-2HER61.000---DDD--29.00%-HmcpcekrLZNM-200KNHO+200--
Z-1SPS15.000---NN+--70.00%-WyphrkrvHTQL-250UKGM+250--
X-1-WINO304.000---III--76.00%-TrfruwhqTVUW-164NEOL+164--
YZOA95.000---YY+--5.00%-AmyqfjzxAQFC-815SMWH+772--
Tranche Comments
X-1-W: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144O/Yki S; S-1: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144E/Mop Z; W-2: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144U/Tma P; Z-1: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144J/Ins Z; E-2: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144C/Hyk Z; U: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144V/Qjy I; P: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144O/Ljv T; Y: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144M/Jmm J; Axeswu: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144U/Xsi O;
Deal Comments
Idn Ynff Kodidyl 1.00. Nco yonf lnk gpkinoy dd QL$450b
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jul 11, 2005

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Research