OCP CLO (OCP) 2023-26

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AUSD252.000-AaaNR---37.00%-FloatingSOFR-196SOFR+196--
BUSD52.000-NRAA---24.00%-FloatingSOFR-255SOFR+255--
CUSD22.000-NRA---18.50%-FloatingSOFR-335SOFR+335--
DUSD24.000-NRBBB----12.50%-FloatingSOFR-535SOFR+535--
EUSD12.000-NRBB----9.50%-FloatingSOFR-850SOFR+825--
SubUSD35.600-NRNR-----------Retained
Tranche Comments
A: First Pay: 2023-10-17; Redemption: 2025-03-16; B: First Pay: 2023-10-17; Redemption: 2025-03-16; C: First Pay: 2023-10-17; Redemption: 2025-03-16; D: First Pay: 2023-10-17; Redemption: 2025-03-16; E: First Pay: 2023-10-17; Redemption: 2025-03-16; Sub: First Pay: 2023-10-17; Redemption: 2025-03-16;
Deal Comments
Non Call Period: 2.00
Risk Retention
EU - Yes
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 17, 2028
Research
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