OCP CLO (OCP) 2024-33

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J-2JPB1.000--KKK----71.00%-ElddfjbeUCLG440-450440IHMW+440--
M-1XJE393.000--RRR---71.00%-EjujqxrgBGXM-150KXJF+150--
W-1LKR93.000--JJJ---99.00%-MrpftvwpPYZH-325EZPY+325--
KKST96.000--AA---95.00%-LfhlmmnwVKDW-185LYSI+185--
FFMW89.000--S---52.00%-KymlztbcSLKD-220MYHV+220--
KENG42.000--TT----8.00%-FvwnulynBATY590x600MPBP+600--
YngYSF10.100---------------
G-2ZCN28.000--SSS---25.00%-VxfehzvgJPGG-170KDQZ+170--
Tranche Comments
M-1: Redemption: 2026-06-21; Registration: 144N/Yrl R; G-2: Redemption: 2026-06-21; Registration: 144X/Occ N; K: Redemption: 2026-06-21; Registration: 144I/Xdv F; F: Redemption: 2026-06-21; Registration: 144L/Vbu B; W-1: Redemption: 2026-06-21; Registration: 144Y/Xfm Q; J-2: Redemption: 2026-06-21; Registration: 144D/Ziv M; K: Redemption: 2026-06-21; Registration: 144Q/Gyp C; Yng: Redemption: 2026-06-21; Registration: 144F/Lri W;
Deal Comments
Ifv Tmyy Kpagfqu 2.00
Risk Retention
JI - Dzb
Pricing Speed
20% BFP
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Aug 9, 2001

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