OCP Euro CLO 2019-3 DAC Cash Flow Reset Notes Assigned Ratings - S&P Global Ratings’ Credit Research

OCP Euro CLO 2019-3 DAC Cash Flow Reset Notes Assigned Ratings

OCP Euro CLO 2019-3 DAC Cash Flow Reset Notes Assigned Ratings - S&P Global Ratings’ Credit Research
OCP Euro CLO 2019-3 DAC Cash Flow Reset Notes Assigned Ratings
Published Oct 30, 2026
Published Oct 30, 2026
Price US$ 150.00  |  Buy this Report Now

About This Report

  
Abstract:

Ratings Class Rating* Amount (mil. €) Credit enhancement (%) Interest rate§ X-R AAA (sf) 3.00 N/A Three/six-month EURIBOR plus 0.84% A-R AAA (sf) 248.00 38.00 Three/six-month EURIBOR plus 1.25% B-R AA (sf) 44.00 27.00 Three/six-month EURIBOR plus 1.75% C-R A (sf) 24.00 21.00 Three/six-month EURIBOR plus 1.95% D-R BBB- (sf) 28.00 14.00 Three/six-month EURIBOR plus 2.80% E-R BB- (sf) 18.00 9.50 Three/six-month EURIBOR plus 5.15% F-R B- (sf) 8.00 7.50 Three/six-month EURIBOR plus 8.54% Sub. NR 42.00 N/A N/A *The ratings assigned to the class X-R, A-R, and B-R notes address timely interest and ultimate principal payments. Our ratings address ultimate interest and principal payments on the rest of the other rated notes. §The payment frequency switches to semiannual, and

  
Report Type:

Ratings Action

Issuer
Sector
Structured Finance
Country
Region
Europe, Middle East, Africa
Format:
PDF Adobe Acrobat
Buy Now

More from S&P Global Ratings’ Credit Research

S&P Global Ratings’ Credit Research—S&P Global Ratings’ credit research provides analysis on issuers and debt obligations of corporations, states and municipalities, financial institutions, insurance companies and sovereign governments. S&P Global Ratings also offers insight into the credit risk of structured finance deals, providing an independent view of credit risk associated with a growing array of debt-securitized instruments.

About the Author


Cite this Report

  
MLA:
S&P Global Ratings’ Credit Research. "OCP Euro CLO 2019-3 DAC Cash Flow Reset Notes Assigned Ratings" Oct 30, 2026. Alacra Store. Nov 07, 2026. <http://www.alacrastore.com/s-and-p-credit-research/OCP-Euro-CLO-2019-3-DAC-Cash-Flow-Reset-Notes-Assigned-Ratings-3652653>
  
APA:
S&P Global Ratings’ Credit Research. (). OCP Euro CLO 2019-3 DAC Cash Flow Reset Notes Assigned Ratings Oct 30, 2026. New York, NY: Alacra Store. Retrieved Nov 07, 2026 from <http://www.alacrastore.com/s-and-p-credit-research/OCP-Euro-CLO-2019-3-DAC-Cash-Flow-Reset-Notes-Assigned-Ratings-3652653>
  
US$ 150.00
$  £  €
Have a Question?

Any questions about the report you're considering? Our Customer Service Team can help! Or visit our FAQs.

More Research

Search all our Residential Mortgage-Backed Securities from one place.