OCP CLO (OCP) 2015-10(R)

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XUSD4.0001.52Aaa-NR----Floating3mL-753mL+75-100.00000
A-1-R2USD176.0004.58Aaa-NR--35.00%-Floating3mL-1093mL+109-100.00000
A-2-R2USD84.0004.58Aaa-NR--35.00%-FloatingSOFR-1243mL+124-100.00000
B-R2USD44.0006.74NR-AA--24.00%-Floating3mL-1653mL+165-100.00000
C-R2USD24.0007.27NR-A--18.00%-Floating3mL-2053mL+205-100.00000
D-R2 USD23.5007.90NR-BBB---12.13%-Floating3mL-2953mL+295-100.00000
E-R2USD16.5008.41Ba3-NR--8.00%-Floating3mL-6503mL+650-100.00000
SubUSD46.900--------------Retained
Tranche Comments
X: First Pay: 2022-04-26; Redemption: 2022-12-03; Registration: 144A/Reg S; A-1-R2: First Pay: 2022-04-26; Redemption: 2022-12-03; Registration: 144A/Reg S; A-2-R2: First Pay: 2022-04-26; Redemption: 2022-12-03; Registration: 144A/Reg S; B-R2: First Pay: 2022-04-26; Redemption: 2022-12-03; Registration: 144A/Reg S; C-R2: First Pay: 2022-04-26; Redemption: 2022-12-03; Registration: 144A/Reg S; D-R2 : First Pay: 2022-04-26; Redemption: 2022-12-03; Registration: 144A/Reg S; E-R2: First Pay: 2022-04-26; Redemption: 2022-12-03; Registration: 144A/Reg S; Sub: First Pay: 2022-04-26; Redemption: 2022-12-03; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 26, 2025
Reset
Yes
Research
AllReportsSurveillanceOther

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