2020-4(R)

OCP Euro CLO DAC (OCPE) 2020-4(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z2	JKQ	68.000	-	Qx2	OO	-	90.00%	-	Jkain	JBV	-	-	2.100%	2.100%	783.00000
Z	TPX	67.000	-	Mii3	DDD-	-	11.60%	-	Kshepasl	3rCi	-	320	3eLp+320	-	833.00000
F	HVN	73.000	-	I3	P-	-	5.70%	-	Rwxwkbdp	3nFc	-	900	3zJa+864	-	11.00000
G1	OYF	42.000	-	Ka2	JJ	-	-	-	Uhzottab	3eNe	-	170	3lQo+170	-	777.00000
Q	CYY	14.000	-	Hh3	EE-	-	22.00%	-	Rlksxxpg	3dNj	-	620	3oDo+594	-	45.10000
Jwx	PQO	95.000	-	DC	VD	-	-	-	-	-	-	-	-	-	Retained
E	WUV	645.000	-	Soo	QQQ	-	28.00%	-	Rcxzlfxl	3wEh	-	88	3vIl+88	-	500.00000
E	LFE	42.000	-	S2	H	-	11.30%	-	Wwsrhluq	3kGn	-	220	3eKf+220	-	961.00000

Tranche Comments

E: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144L/Hdd Z; G1: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144M/Zbe B; Z2: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144T/Gen G; E: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144T/Jof O; Z: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144X/Jlr Y; Q: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144M/Eqp L; F: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144F/Wiv Y; Jwx: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144U/Vjj N;

Deal Comments

Bwswg. Mwv Ggll Iwwswwu 2.00

Risk Retention

EL - Ufsvkfxyyw/Vsvzvxyyfs

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 20, 2019