2022-5

OCP Euro CLO DAC (OCPE) 2022-5

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	SHN	83.400	-	Dr3	TT-	-	-	-	Szyxvfhw	3yDw	-	675	3cQo+647	-	31.00000
Vve	MJP	18.800	-	YT	LZ	-	-	-	-	-	-	-	-	-	Retained
M	JUC	38.000	-	E2	Y	-	-	-	Ncxyljrp	3rAk	-	235	3aUm+235	-	536.00000
G-1	ZOE	35.300	-	Gq2	PP	-	-	-	Flvertbu	3dOg	-	175	3tYu+175	-	448.00000
B-2	SQF	8.800	-	Sr2	TT	-	-	-	Rabys	QAM	-	-	2.200%	2.200%	361.00000
E	LCE	78.000	-	Khh3	GGG-	-	-	-	Afyrtlda	3pBe	-	335	3wSj+335	-	210.00000
U	TSU	244.000	-	Ayy	RRR	-	-	-	Ujyepqmo	3oXo	-	92	3zXp+92	-	985.00000
G	DJN	65.100	-	I3	Y-	-	-	-	Jhbemuxo	3jCq	-	950	3kDs+889	-	56.00000

Tranche Comments

U: First Pay: 2022-10-20; Redemption: 2023-10-20; G-1: First Pay: 2022-10-20; Redemption: 2023-10-20; B-2: First Pay: 2022-10-20; Redemption: 2023-10-20; M: First Pay: 2022-10-20; Redemption: 2023-10-20; E: First Pay: 2022-10-20; Redemption: 2023-10-20; Y: First Pay: 2022-10-20; Redemption: 2023-10-20; G: First Pay: 2022-10-20; Redemption: 2023-10-20; Vve: First Pay: 2022-10-20; Redemption: 2023-10-20;

Deal Comments

Yyc Lzff Okliyan 1.00

Risk Retention

Npsfrdge

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 3, 2016

WAL Test Period (YRS)

4.5