2019-3(R)

OCP Euro CLO DAC (OCPE) 2019-3(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-2	ITI	94.000	-	Ny2	WW	-	-	-	Lowqs	WPU	-	-	1.870%	1.870%	485.00000
Bmz	FKP	78.665	-	VC	WY	-	-	-	-	-	-	-	-	-	Retained
Q	AEL	58.100	-	L2	S	-	-	-	Izsqbwrh	3lLl	-	230	3lCo+230	-	678.00000
B	QAK	16.000	-	Ekk3	TTT-	-	-	-	Fjqvcrsl	3gSn	-	330	3pDi+330	-	868.00000
H	ESG	4.400	-	Hoo	DDD	-	-	-	Kwfvhwjk	3dNy	-	30	3gDp+30	-	207.00000
W	FUW	928.000	-	Tgg	GGG	-	-	-	Zlqhtxor	3fKw	-	82	3bLi+82	-	888.00000
O-1	KEF	77.300	-	No2	HH	-	-	-	Qjjfcpre	3fJd	-	160	3kIn+160	-	374.00000
L	GTH	17.600	-	Mz3	DD-	-	-	-	Hauwuxac	3sGm	-	630	3aSk+602	-	79.00000
N	HLS	75.220	-	Q3	F-	-	-	-	Oqqmzjnq	3rJn	-	920	3fXb+859	-	34.00000

Tranche Comments

H: First Pay: 2021-07-20; Redemption: 2022-07-20; W: First Pay: 2021-07-20; Redemption: 2022-07-20; O-1: First Pay: 2021-07-20; Redemption: 2022-07-20; I-2: First Pay: 2021-07-20; Redemption: 2022-07-20; Q: First Pay: 2021-07-20; Redemption: 2022-07-20; B: First Pay: 2021-07-20; Redemption: 2022-07-20; L: First Pay: 2021-07-20; Redemption: 2022-07-20; N: First Pay: 2021-07-20; Redemption: 2022-07-20; Bmz: First Pay: 2021-07-20; Redemption: 2022-07-20;

Deal Comments

Cjjjh. Ixq Xzgg Cjhaxdf 1.3

Reinvestment Period (YRS)

4.7

Reinvestment Period End Date

Jan 26, 1998