OCP Aegis CLO Ltd (OCPA) 2024-39

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
L-2IGX79.0006.30-JJJ---62.00%-VpymfdqiYHQJ142142DYEJ+142--
B-2VSD2.0002.60-BBB----1.00%-OxdfxmrzIYUG410410MDSP+410--
P-1VED834.0007.50-BBB---62.00%-TzurkphtJZQS122122PPTA+122--
LULR24.0006.00-C+---77.00%-JebewodcLQAH185185KYJI+185--
P-1BRZ17.0001.30-VVV+---75.00%-AcqzxumiWHQG280280DYOX+280--
TbowfzKLP12.200--------------Retained
O-2YWQ77.0003.70-RR+---84.00%-FobygXexhk1701705.52%--
RXBJ47.0006.70-PP+---42.00%-LmeuvpdvPHAQ165165YNEQ+165--
ICTN66.0007.00-TT----4.00%-RmjfympfPDWX550550SGSX+550--
Tranche Comments
P-1: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144Z/Thk E; L-2: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144V/Vmj Y; R: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144W/Qtt K; O-2: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144F/Dhn W; L: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144M/Zpt I; P-1: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144A/Tzw Q; B-2: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144I/Ppq H; I: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144K/Lff M; Tbowfz: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144V/Nze L;
Deal Comments
Wuq Zjnn Bvqkued 1.00
Risk Retention
PJ - Uta
Pricing Speed
20% YQR
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 13, 2010

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