What is the OP Methodology?
The pricing model is trained on 6 months of historical trade data and enriched with current
dealer runs, to establish a baseline valuation for each loan. The model is further enhanced
by trades and responses on the platform, unavailable elsewhere. This approach allows our
valuations to better show users traded markets, not just the quoted market.
Over 1M data points, over a 6 -month rolling basis, feed the OP data model, including1:
- 1.34M Octaura runs & inquiries
- 400k+ CLO universe trade prints
- 100k+ inquiry responses
- 30k+ Octaura trade prints
1Data is as-of 2025 -07-26 to 2026 -01-26, reflects the prior 6
months of activity on the Octaura loan platform