OCP CLO (OCP) 2024-36

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H-1EHM209.6009.80-GGG---56.00%-HmjqlycbEIZW-136AUNM+136--
Z-2NCV5.0007.10-ZZZ----23.00%-KrmgiZwwvt410-7.41%--
Y-2XFO7.1002.90-KKK---39.50%-MmhlsfzaJMMQ155155LZPZ+155--
ZBGK50.0003.00-G---62.00%-ClqlwmtzEITW190190BPWN+190--
J-2WLL3.8006.80-OO---94.00%-TckwuBjoxd170-5.08%--
B-1ZOR51.0006.70-LLL----29.00%-JphoqrhhASUC295295CLYZ+295--
GTQF58.0007.90-TT----8.00%-AeljwmvqZMWG540540UBSE+540--
CxuXLU30.100--------------Retained
Y-1 YIEK303.1007.20-RRR---27.00%-RxxydyqfGOWS-136BBHC+136--
E-1PVK40.0005.60-AA---37.00%-FykhlkhdXNSJ170170YQWX+170--
Tranche Comments
Y-1 Y: First Pay: 2025-04-16; Redemption: 2026-10-16; Registration: 144W/Whg Y; H-1: First Pay: 2025-04-16; Redemption: 2026-10-16; Registration: 144Z/Xjk K; Y-2: First Pay: 2025-04-16; Redemption: 2026-10-16; Registration: 144F/Umq T; E-1: First Pay: 2025-04-16; Redemption: 2026-10-16; Registration: 144U/Fnt K; J-2: First Pay: 2025-04-16; Redemption: 2026-10-16; Registration: 144Y/Ltb U; Z: First Pay: 2025-04-16; Redemption: 2026-10-16; Registration: 144J/Tqq H; B-1: First Pay: 2025-04-16; Redemption: 2026-10-16; Registration: 144T/Bua U; Z-2: First Pay: 2025-04-16; Redemption: 2026-10-16; Registration: 144I/Tny M; G: First Pay: 2025-04-16; Redemption: 2026-10-16; Registration: 144J/Iwi B; Comments: Abk-hgalky; Cxu: First Pay: 2025-04-16; Redemption: 2026-10-16; Registration: 144F/Jwq R;
Deal Comments
Rtm Ozuu Usawtdh 2.00
Risk Retention
CB - Pni
Pricing Speed
20% TVO
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 5, 2018

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