OCP CLO (OCP) 2024-37

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U-2AXH3.900-MYZZBE--49.00%-HjrhcNZQH-1684.936%--
RPVR31.000-TKAQM--18.00%-RsqkezypPIOD-190YIXG+190--
H-2HWI4.500-NNJJJ-FJ--72.00%-WknrpWZFN-4057.342%--
Y-1CAD738.000-TAGGGDK--71.00%-SqojahvcYJSX-136WKTW+136--
X-2FSJ11.000-ODWWWYF--33.00%-TldcjtsuZTAZ-150XTZP+150--
U-1QNU72.000-PBUUU-PX--19.00%-UyjhpckfXAEG-295NDEY+295--
ENAX71.200-NIBB-MD--9.00%-XxevqdigEBZG-550YAUR+550--
UhpZWO44.000-FIWWDP----------Retained
M-1RER78.700-YZAAOF--25.00%-DuqbhftzKDUH-168JUMM+168--
Tranche Comments
Y-1: Redemption: 2026-11-15; Registration: 144N/Yqz L; X-2: Redemption: 2026-11-15; Registration: 144C/Lhq F; M-1: Redemption: 2026-11-15; Registration: 144C/Hyr C; U-2: Redemption: 2026-11-15; Registration: 144J/Yam A; R: Redemption: 2026-11-15; Registration: 144D/Hwn Z; U-1: Redemption: 2026-11-15; Registration: 144A/Jyp T; H-2: Redemption: 2026-11-15; Registration: 144E/Ijg Z; E: Redemption: 2026-11-15; Registration: 144G/Jjs I; Uhp: Redemption: 2026-11-15; Registration: 144X/Dry A;
Deal Comments
Mtt-Ezww Mjyqtud 2.00
Risk Retention
IX/XO - Lbj
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Apr 9, 2003

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