OFS Credit Company, Inc.

Schedule of Investments

As of January 31, 2025

(Unaudited)

 

Company and Investment(1)(2)

  Interest Rate /Effective Yield(3)   Spread Above Index(4)  Initial Acquisition Date  Maturity 

Principal Amount

   Amortized Cost   Fair Value(5)  

Percent of Net Assets

 
CLO Debt Securities                                  
                                   
Atlas Senior Loan Fund XXI, Ltd.                                  
Mezzanine Debt - Class E   13.33%  (SOFR + 9.04%)  7/20/2023  7/20/2035  $1,450,000   $1,364,663   $1,467,822    0.9%
                                   
Brightwood Capital MM CLO 2023-1, Ltd.                                  
Mezzanine Debt - Class E   14.66%  (SOFR + 10.36%)  9/28/2023  10/15/2035   1,882,451    1,736,133    1,920,767    1.2%
                                   
Elevation CLO 2023-17, Ltd.                                  
Mezzanine Debt - Class E   12.45%  (SOFR + 8.16%)  11/16/2023  10/20/2036   2,000,000    1,901,004    2,022,050    1.2%
                                   
Empower CLO 2023-2, Ltd.                                  
Mezzanine Debt - Class E   12.55%  (SOFR + 8.25%)  8/22/2023  7/15/2036   2,000,000    2,000,000    2,015,496    1.2%
                                   
Fortress Credit BSL VII Limited                                  
Mezzanine Debt - Class E   11.69%  (SOFR + 7.14%)  8/1/2023  4/20/2033   3,750,000    3,482,056    3,750,173    2.3%
                                   
Gallatin CLO X 2023-1, Ltd.                                  
Mezzanine Debt - Class E   12.51%  (SOFR + 8.22%)  9/7/2023  10/14/2035   4,000,000    3,833,242    4,011,939    2.4%
                                   
Niagara Park CLO, Ltd.                                  
Mezzanine Debt - Class G(12)   0.00%  N/A  11/5/2024  1/17/2038   275,000    248,823    253,736    0.2%
                                   
Sound Point CLO 36, Ltd.                                  
Mezzanine Debt - Class E   13.11%  (SOFR + 8.81%)  8/9/2023  7/26/2036   2,500,000    2,372,134    2,526,160    1.5%
                                   
Total CLO Debt Securities                $17,857,451   $16,938,055   $17,968,143    10.9%

 1 

 

OFS Credit Company, Inc.

Schedule of Investments

As of January 31, 2025

(Unaudited)

 

Company and Investment(1)(2)

  Interest Rate /Effective Yield(3)   Spread Above Index(4)  Initial Acquisition Date  Maturity 

Principal Amount

  Amortized Cost   Fair Value(5)  

Percent of Net Assets

 
CLO Equity Securities(6)                                   
                                   
Allegro CLO XIV, Ltd.                                  
Subordinated Notes   12.45%  N/A  8/23/2021  10/15/2034  $5,000,000   $3,610,186   $2,809,637    1.8%
                                   
Allegro CLO XV, Ltd.                                  
Subordinated Notes   17.07%  N/A  6/10/2022  7/20/2035   4,640,000    3,125,951    2,767,116    1.7%
                                   
Allegro CLO XVI, Ltd.                                  
Subordinated Notes   15.13%  N/A  4/11/2024  4/25/2037   6,490,084    4,656,276    4,845,132    2.9%
                                   
Anchorage Capital CLO 1-R, Ltd.                                  
Subordinated Notes(7)(10)   0.00%  N/A  10/5/2018  4/13/2031   2,100,000    149,198    73,920    %
                                   
Apex Credit CLO 2020 Ltd.                                  
Subordinated Notes   16.99%  N/A  11/16/2020  4/20/2035   6,170,000    5,042,927    4,137,103    2.5%
                                   
Apex Credit CLO 2021 Ltd.                                  
Subordinated Notes   15.41%  N/A  5/28/2021  7/18/2034   7,140,000    5,012,551    4,107,431    2.5%
                                   
Apex Credit CLO 2022-I Ltd.                                  
Subordinated Notes   7.70%  N/A  4/28/2022  4/22/2033   8,833,176    6,835,040    5,093,773    3.1%
                                   
Apex Credit CLO 2024-I Ltd.                                  
Subordinated Notes   27.86%  N/A  3/7/2024  4/20/2036   3,600,000    2,428,812    2,950,013    1.8%
                                   
Ares LXXIV CLO Ltd.                                  
Subordinated Notes   19.85%  N/A  9/12/2024  10/15/2037   10,000,000    9,172,568    9,172,568    5.6%

 2 

 

OFS Credit Company, Inc.

Schedule of Investments

As of January 31, 2025

(Unaudited)

 

Company and Investment(1)(2)

  Interest Rate /Effective Yield(3)   Spread Above Index(4)  Initial Acquisition Date  Maturity 

Principal Amount

   Amortized Cost   Fair Value(5)  

Percent of Net Assets

 
Atlas Senior Loan Fund X, Ltd.                                  
Subordinated Notes(7)(8)   0.00%  N/A  10/5/2018  1/15/2031  $5,000,000   $2,033,362   $281,507    0.2%
                                   
Atlas Senior Loan Fund XVII, Ltd.                                  
Subordinated Notes   15.43%  N/A  9/20/2021  10/20/2034   6,000,000    4,231,134    3,159,734    1.9%
                                   
Battalion CLO IX Ltd.                                  
Subordinated Notes - Income(7)   0.00%  N/A  10/10/2018  7/15/2031   1,079,022    461,618    94,188    0.1%
Subordinated Notes(7)   0.00%  N/A  10/10/2018  7/15/2031   1,770,978    757,618    154,589    0.1%
                  2,850,000    1,219,236    248,777    0.2%
Battalion CLO XI Ltd.                                  
Subordinated Notes   2.33%  N/A  3/20/2019  4/24/2034   5,000,000    3,187,917    1,905,766    1.2%
                                   
Battalion CLO XV Ltd.                                  
Subordinated Notes   18.56%  N/A  5/4/2023  1/17/2033   3,500,000    1,621,194    1,549,406    0.9%
Subordinated Notes   18.56%  N/A  5/4/2023  1/17/2033   3,500,000    1,621,194    1,549,406    0.9%
                  7,000,000    3,242,388    3,098,812    1.8%
Battalion CLO XIX Ltd.                                  
Subordinated Notes   11.91%  N/A  3/16/2021  4/15/2034   5,000,000    2,613,708    1,963,598    1.2%
                                   
BlueMountain CLO XXVI Ltd.                                  
Subordinated Notes   25.94%  N/A  8/9/2024  10/20/2034   4,000,000    2,059,769    2,156,857    1.3%
                                   
Bridge Street CLO III Ltd.                                  
Subordinated Notes   42.46%  N/A  12/28/2022  10/20/2037   6,900,000    3,220,398    5,101,920    3.1%
                                   
Brightwood Capital MM CLO 2023-1, Ltd.                                  
Subordinated Notes   11.49%  N/A  9/28/2023  10/15/2035   4,847,312    4,279,243    3,863,096    2.4%

 3 

 

OFS Credit Company, Inc.

Schedule of Investments

As of January 31, 2025

(Unaudited)

 

Company and Investment(1)(2)

  Interest Rate /Effective Yield(3)   Spread Above Index(4)  Initial Acquisition Date  Maturity 

Principal Amount

   Amortized Cost   Fair Value(5)  

Percent of Net Assets

 
Canyon CLO 2019-1, Ltd.                                  
Subordinated Notes   25.32%  N/A  8/22/2024  7/15/2037  $1,000,000   $493,591   $545,253    0.3%
                                   
Crown Point CLO 4 Ltd.                                  
Subordinated Notes   0.42%  N/A  3/22/2019  4/20/2031   5,000,000    2,112,971    872,320    0.5%
                                   
Dryden 38 Senior Loan Fund                                  
Subordinated Notes(7)   0.00%  N/A  10/5/2018  7/15/2030   2,600,000    1,074,076    385,973    0.2%
                                   
Dryden 76 CLO, Ltd.                                  
Subordinated Notes   9.29%  N/A  9/27/2019  10/15/2037   4,378,500    2,498,351    1,697,131    1.0%
                                   
Dryden 83 CLO, Ltd.                                  
Subordinated Notes   18.49%  N/A  9/17/2024  4/18/2037   21,000,000    9,943,593    9,751,603    6.0%
                                   
Dryden 87 CLO, Ltd.                                  
Subordinated Notes   6.14%  N/A  6/2/2021  5/20/2034   5,000,000    3,921,211    2,752,183    1.7%
                                   
Dryden 95 CLO, Ltd.                                  
Subordinated Notes   7.23%  N/A  7/29/2021  8/20/2034   6,000,000    4,521,730    3,096,154    1.9%
                                   
Dryden 98 CLO, Ltd.                                  
Subordinated Notes   8.71%  N/A  3/17/2022  4/20/2035   5,500,000    4,153,180    3,008,174    1.8%
                                   
Dryden 112 CLO, Ltd.                                  
Subordinated Notes   18.78%  N/A  9/4/2024  11/15/2036   11,200,000    5,817,179    5,728,986    3.5%
                                   
Eaton Vance CLO 2019-1, Ltd.                                  
Subordinated Notes   19.10%  N/A  10/1/2024  7/15/2037   23,250,000    11,428,631    11,296,683    6.9%

 4 

 

OFS Credit Company, Inc.

Schedule of Investments

As of January 31, 2025

(Unaudited)

 

Company and Investment(1)(2)

  Interest Rate /Effective Yield(3)   Spread Above Index(4)  Initial Acquisition Date  Maturity 

Principal Amount

   Amortized Cost   Fair Value(5)  

Percent of Net Assets

 
Elevation CLO 2017-8, Ltd.                                  
Subordinated Notes(7)(8)   0.00%  N/A  10/5/2018  10/25/2030  $2,000,000   $616,930   $3,148    %
                                   
Elevation CLO 2021-12, Ltd.                                  
Subordinated Notes   8.21%  N/A  5/26/2021  4/20/2037   4,810,737    2,770,292    1,745,302    1.1%
                                   
Elevation CLO 2021-13, Ltd.                                  
Subordinated Notes   1.25%  N/A  6/9/2021  7/15/2034   6,026,765    3,999,008    2,112,917    1.3%
                                   
Elevation CLO 2021-14, Ltd.                                  
Subordinated Notes   1.47%  N/A  10/29/2021  10/20/2034   7,237,500    5,290,030    2,737,183    1.7%
                                   
Elevation CLO 2021-15, Ltd.                                  
Subordinated Notes   2.19%  N/A  12/23/2021  1/5/2035   9,000,000    5,914,460    3,140,573    1.9%
                                   
Empower CLO 2023-3, Ltd.                                  
Subordinated Notes   12.39%  N/A  12/21/2023  1/20/2037   10,675,000    7,078,042    6,710,299    4.1%
                                   
Empower CLO 2024-1, Ltd.                                  
Subordinated Notes   13.69%  N/A  3/20/2024  4/25/2037   5,024,000    3,871,570    3,631,819    2.2%
                                   
Empower CLO 2024-2, Ltd.                                  
Subordinated Notes   12.87%  N/A  6/26/2024  7/15/2037   1,350,000    1,129,285    1,050,869    0.6%
                                   
Generate CLO 14 Ltd.                                  
Subordinated Notes   15.80%  N/A  9/27/2024  4/22/2037   21,000,000    16,177,715    16,294,253    9.9%

 5 

 

OFS Credit Company, Inc.

Schedule of Investments

As of January 31, 2025

(Unaudited)

 

Company and Investment(1)(2)

  Interest Rate /Effective Yield(3)   Spread Above Index(4)  Initial Acquisition Date  Maturity 

Principal Amount

   Amortized Cost   Fair Value(5)  

Percent of Net Assets

 
Halcyon Loan Advisors Funding 2018-1 Ltd.                                  
Subordinated Notes   2.27%  N/A  3/20/2019  7/20/2031  $3,000,000   $1,405,626   $585,754    0.4%
                                   
HarbourView CLO VII, Ltd.                                  
Subordinated Notes(7)(8)   0.00%  N/A  10/5/2018  11/18/2026   3,100,000    1,886,533    56,932    %
                                   
ICG US CLO 2021-3, Ltd.                                  
Subordinated Notes   32.82%  N/A  8/8/2024  10/20/2034   6,800,000    3,171,790    3,915,383    2.4%
                                   
Invesco CLO 2021-2, Ltd.                                  
Subordinated Notes   19.60%  N/A  5/24/2024  7/15/2034   6,000,000    2,975,049    2,828,879    1.7%
                                   
Invesco U.S. CLO 2023-1, Ltd.                                  
Subordinated Notes   16.91%  N/A  5/31/2024  4/22/2037   9,000,000    6,373,702    6,603,187    4.0%
                                   
Jamestown CLO XVI Ltd.                                  
Subordinated Notes   13.52%  N/A  7/29/2021  7/25/2034   3,500,000    2,472,777    2,171,183    1.3%
                                   
LCM 31 Ltd.                                  
Subordinated Notes   8.42%  N/A  12/18/2020  7/20/2034   1,350,000    858,909    604,501    0.4%
                                   
LCM 42 Ltd.                                  
Subordinated Notes   16.91%  N/A  12/19/2024  1/15/2038   3,500,000    3,035,644    3,035,644    1.8%
                                   
Madison Park Funding XXIII, Ltd.                                  
Subordinated Notes   9.31%  N/A  10/5/2018  7/27/2047   4,000,000    1,801,606    1,571,461    1.0%

 6 

 

OFS Credit Company, Inc.

Schedule of Investments

As of January 31, 2025

(Unaudited)

 

Company and Investment(1)(2)

  Interest Rate /Effective Yield(3)   Spread Above Index(4)  Initial Acquisition Date  Maturity 

Principal Amount

   Amortized Cost   Fair Value(5)  

Percent of Net Assets

 
Madison Park Funding XXIX, Ltd.                                  
Subordinated Notes   4.39%  N/A  12/22/2020  10/18/2047  $1,000,000   $514,577   $377,796    0.2%
                                   
Marble Point CLO XX Ltd.                                  
Subordinated Notes   7.89%  N/A  4/9/2021  4/23/2051   5,125,000    3,545,838    2,591,275    1.6%
                                   
Marble Point CLO XXI Ltd.                                  
Subordinated Notes   8.14%  N/A  8/24/2021  10/17/2051   5,250,000    3,692,573    2,647,069    1.6%
                                   
Marble Point CLO XXIII Ltd.                                  
Subordinated Notes   10.27%  N/A  12/3/2021  1/22/2052   1,750,000    1,311,387    973,404    0.6%
                                   
MidOcean Credit CLO VII                                  
Subordinated Notes - Income(7)(8)   0.00%  N/A  3/20/2019  7/15/2029   3,275,000    1,047,083        %
                                   
MidOcean Credit CLO VIII                                  
Subordinated Notes - Income(7)   0.00%  N/A  1/14/2019  2/20/2031   3,225,000    1,416,410    223,474    0.1%
                                   
MidOcean Credit CLO IX                                  
Subordinated Notes - Income(7)(8)   0.00%  N/A  11/21/2018  7/20/2031   3,000,000    1,397,599    12,779    %
                                   
Niagara Park CLO, Ltd.                                  
Subordinated Notes   18.13%  N/A  11/8/2019  1/17/2038   4,500,000    3,130,080    3,379,143    2.1%
                                   
OCP CLO 2017-14, Ltd.                                  
Subordinated Notes   16.75%  N/A  9/24/2024  7/20/2037   10,000,000    4,154,304    4,011,953    2.4%
                                   
Octagon Investment Partners 39, Ltd.                                  
Subordinated Notes(7)   0.00%  N/A  2/27/2020  10/20/2030   3,600,000    1,404,161    535,500    0.3%

 7 

 

OFS Credit Company, Inc.

Schedule of Investments

As of January 31, 2025

(Unaudited)

 

Company and Investment(1)(2)

  Interest Rate /Effective Yield(3)   Spread Above Index(4)  Initial Acquisition Date  Maturity 

Principal Amount

  Amortized Cost   Fair Value(5)  

Percent of Net Assets

 
Park Blue CLO 2022-II, Ltd.                                  
Subordinated Notes   21.04%  N/A  9/27/2024  7/20/2037  $5,325,000   $3,267,882   $3,274,828    2.0%
                                   
PPM CLO 2 Ltd.                                  
Subordinated Notes   21.61%  N/A  10/15/2024  4/16/2037   2,000,000    682,415    584,815    0.4%
                                   
Rockford Tower CLO 2019-1, Ltd.                                  
Subordinated Notes   14.84%  N/A  8/25/2023  4/20/2034   4,500,000    2,430,086    1,925,634    1.2%
                                   
Sound Point CLO IV-R, Ltd.                                  
Subordinated Notes(7)(8)   0.00%  N/A  11/2/2018  4/18/2031   4,000,000    599,847        %
                                   
Steele Creek CLO 2022-1, Ltd.                                  
Subordinated Notes   6.95%  N/A  3/28/2022  4/15/2035   5,000,000    3,275,070    2,186,275    1.3%
                                   
Trimaran CAVU 2021-2 Ltd.                                  
Subordinated Notes   21.66%  N/A  8/20/2024  10/25/2034   2,000,000    891,592    907,985    0.6%
                                   
Trinitas CLO VIII, Ltd.                                  
Subordinated Notes(7)   0.00%  N/A  4/28/2021  7/20/2117   2,800,000    1,312,385    275,287    0.2%
                                   
Vibrant CLO X, Ltd.                                  
Subordinated Notes(7)(8)(10)   0.00%  N/A  5/23/2019  10/20/2031   8,000,000    2,720,176        %
                                   
Vibrant CLO XIII, Ltd.                                  
Subordinated Notes   15.62%  N/A  6/3/2021  1/15/2038   5,000,000    3,790,025    3,262,501    2.0%
                                   
Vibrant CLO XV, Ltd.                                  
Subordinated Notes   21.48%  N/A  8/21/2023  1/20/2035   4,000,000    2,452,148    2,413,588    1.5%

 8 

 

OFS Credit Company, Inc.

Schedule of Investments

As of January 31, 2025

(Unaudited)

 

Company and Investment(1)(2)

  Interest Rate /Effective Yield(3)   Spread Above Index(4)  Initial Acquisition Date  Maturity 

Principal Amount

   Amortized Cost   Fair Value(5)  

Percent of Net Assets

 
Voya CLO 2017-4, Ltd.                                  
Subordinated Notes(7)(10)   0.00%  N/A  10/5/2018  10/15/2030  $1,000,000   $279,656   $    %
                                   
Voya CLO 2024-7, Ltd.                                  
Subordinated Notes   16.46%  N/A  1/7/2025  1/20/2038   17,475,000    15,312,129    15,312,129    9.4%
                                   
Webster Park CLO, Ltd.                                  
Subordinated Notes(7)(10)   0.00%  N/A  4/23/2021  7/20/2030   3,363,000    938,685    323,419    0.2%
                                   
Wildwood Park CLO, Ltd.                                  
Subordinated Notes   14.74%  N/A  11/5/2024  10/20/2037   5,000,000    4,406,254    4,406,254    2.7%
                                   
Zais CLO 3, Limited                                  
Subordinated Notes - Income(7)(8)   0.00%  N/A  10/10/2018  7/15/2031   1,038,255    491,947    20,551    %
Subordinated Notes(7)(8)   0.00%  N/A  10/10/2018  7/15/2031   1,761,745    834,659    34,871    %
                  2,800,000    1,326,606    55,422    %
                                   
Total CLO Equity Securities                $405,861,074   $248,213,113   $205,351,037    125.2%
                                   
Loan Accumulation Facilities(11)                                  
                                   
Allegro CLO XVII, Ltd.                                  
Loan Accumulation Facility   17.50%  N/A  5/15/2024  4/26/2026  $6,500,000   $6,500,000   $6,500,000    4.0%
                                   
Dryden 123 CLO, Ltd.                                  
Loan Accumulation Facility   15.50%  N/A  12/6/2024  5/14/2026   1,500,000    1,500,000    1,500,000    0.9%

 

 9 

 

OFS Credit Company, Inc.

Schedule of Investments

As of January 31, 2025

(Unaudited)

 

Company and Investment(1)(2)

  Interest Rate /Effective Yield(3)   Spread Above Index(4)  Initial Acquisition Date  Maturity 

Principal Amount

   Amortized Cost   Fair Value(5)  

Percent of Net Assets

 
Fortress Credit Opportunities XXVII CLO B LLC                                  
Loan Accumulation Facility   15.50%  N/A  1/27/2025  6/30/2026  $4,676,750   $4,676,750   $4,676,750    2.8%
                                   
Total Loan Accumulation Facilities                $12,676,750   $12,676,750   $12,676,750    7.7%
                                   
Other CLO equity-related investments                                  
CLO other(9)   20.57%  N/A             $1,160,666   $1,548,625    0.9%
                                   
Total Investments                $436,395,275   $278,988,584   $237,544,555    144.7%

 

(1)These investments are generally subject to certain limitations on resale, and may be deemed to be “restricted securities” under the Securities Act of 1933, as amended.
(2)OFS Credit Company, Inc. (the “Company”) does not “control” and is not an “affiliate” of any of its portfolio investments, each as defined in the Investment Company Act of 1940, as amended (the “1940 Act”). In general, under the 1940 Act, the Company would be presumed to “control” a portfolio investment if it owned 25% or more of its voting securities and would be an “affiliate” of a portfolio investment if the Company owned 5% or more of its voting securities.
(3)The rate disclosed on collateralized loan obligation (“CLO”) equity and equity-related securities is the estimated effective yield, generally established at purchase, and re-evaluated upon the receipt of the initial distribution and each subsequent quarter thereafter. The estimated effective yield is based upon projected amounts and timing of future distributions and the projected amounts and timing of terminal principal payments at the time of estimation. The estimated effective yield and investment cost may ultimately not be realized. Projected cash flows, including the amounts and timing of terminal principal payments, which generally are projected to occur prior to the contractual maturity date, were utilized in deriving the effective yield of the investments. The rates disclosed on CLO debt securities reflect the contractual interest rate, and exclude yield related to accretion of discounts. The rate disclosed on Loan Accumulation Facilities (as defined in footnote 11 below) represents the estimated yield to be earned on the investment through estimated redemption. As of January 31, 2025, the Company’s weighted-average effective yield on its total investments, based on current amortized cost, was 13.46% (excludes discount accretion on CLO debt investments). Excluding optionally redeemed CLOs, the weighted average effective yield on total investments, based on current amortized cost, was 13.66%.
(4)CLO debt securities bear interest at a rate determined by reference to three-month Secured Overnight Financing Rate (“SOFR”) which resets quarterly. The rate provided for each CLO debt security is as of January 31, 2025.
 10 

 

OFS Credit Company, Inc.

Schedule of Investments

As of January 31, 2025

(Unaudited)

 

(5)The fair value of all investments was determined in good faith by OFS Capital Management, LLC using significant, unobservable inputs.
(6)Subordinated notes and income notes are considered CLO equity securities. CLO equity securities are entitled to recurring distributions, which are generally equal to the residual cash flow payments made by underlying securities of the CLO less contractual payments to debt holders and CLO-fund expenses, subject to compliance with coverage tests and other provisions of the respective CLO indenture, as applicable.
(7)As of January 31, 2025, the effective accretable yield has been estimated to be 0%, as the aggregate amount of projected distributions, including projected distributions related to liquidation of the underlying portfolio upon the security’s anticipated redemption, is less than current amortized cost. Projected distributions are monitored and re-evaluated quarterly. All actual distributions received will be recognized as reductions to amortized cost until such time, if and when occurring, a future aggregate amount of then-projected distributions exceeds the security’s then-current amortized cost.
(8)Non-income producing. The Company has not recognized income on the security during the prior twelve-month period preceding the period-end date.
(9)Fair value represents discounted cash flows associated with fee rebates earned from CLO equity-related investments.
(10)As of January 31, 2025, the investment has been optionally redeemed and is in the process of liquidating. Remaining residual distributions are anticipated to be recognized as a return of capital up to the amount of current amortized cost, and realized gain for any amounts received in excess of current amortized cost, if applicable.
(11)“Loan Accumulation Facilities” are financing structures intended to aggregate loans that are expected to form part of the portfolio of a future CLO. Investments in Loan Accumulation Facilities generally earn returns equal to the actual income earned on facility assets less costs and fees incurred on senior financing and manager costs. Income and return of capital distributions from investments in Loan Accumulation Facilities are generally received upon the earlier of the closing of the CLO securitization or liquidation of the underlying portfolio.
(12)Represents a zero-coupon CLO debt security that does not have a contractual interest rate. The Company earns interest income on the accretion of the discount over the expected life of the security.
 11 

 

 

 


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