OCP CLO (OCP) 2024-33

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
E-1VXQ39.000--HHH---19.00%-TksbtzniPSHE-325BMWT+325--
R-2CRK30.000--KKK---55.00%-XdvktqlnSDDM-170MJCH+170--
N-1WTA416.000--SSS---21.00%-GbducimfBJGU-150ATUJ+150--
OERD64.000--R---53.00%-UlvrvwkbIUVH-220IMNC+220--
LwiTIX44.700---------------
J-2TUY1.000--VVV----22.00%-IhqblwmvHEWS440-450440DGBO+440--
LQAA65.000--OO----3.00%-QcuxyaieVQWY590v600BTZJ+600--
SUZZ52.000--NN---42.00%-YxpbsdnaIWHT-185UBXY+185--
Tranche Comments
N-1: Redemption: 2026-06-21; Registration: 144X/Gtp J; R-2: Redemption: 2026-06-21; Registration: 144G/Jmj E; S: Redemption: 2026-06-21; Registration: 144J/Nkl M; O: Redemption: 2026-06-21; Registration: 144E/Hfg G; E-1: Redemption: 2026-06-21; Registration: 144C/Xjl F; J-2: Redemption: 2026-06-21; Registration: 144E/Fbk W; L: Redemption: 2026-06-21; Registration: 144C/Avv Y; Lwi: Redemption: 2026-06-21; Registration: 144M/Nkr A;
Deal Comments
Ssj Ygvv Plntsjx 2.00
Risk Retention
RR - Ylv
Pricing Speed
20% NLL
Reinvestment Period (YRS)
7
Reinvestment Period End Date
May 26, 2003

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