2022-6

OCP Euro CLO DAC (OCPE) 2022-6

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	XZU	98.150	-	Eg2	-	QQ	-	-	Thpzauya	3fPm	Aojj 300x	380	3zFp+359	-	60.28000
J	IDS	57.000	-	Y2	-	T	-	-	Cjbsdaew	3hXd	Biwk 400c	480	3cIv+426	-	86.00000
D	JMN	96.300	-	Tj3	-	NN-	-	-	Uyvdhskl	3kSg	1000-1025	1050	3vWu+687	-	37.00000
Mjk	MNS	39.000	-	VU	-	NQ	-	-	-	-	-	-	-	-	-
A	MVC	815.000	-	Bzz	-	OOO	-	-	Srodsuzn	3hYn	-	215	3iRd+188	-	59.10000
D	NEB	20.540	-	Bqq3	-	TTT-	-	-	Plumbizs	3cQu	Ifdc 600e	695	3bNi+606	-	48.70000

Tranche Comments

A: First Pay: 2023-07-20; Redemption: 2024-01-10; M: First Pay: 2023-07-20; Redemption: 2024-01-10; J: First Pay: 2023-07-20; Redemption: 2024-01-10; D: First Pay: 2023-07-20; Redemption: 2024-01-10; D: First Pay: 2023-07-20; Redemption: 2024-01-10; Mjk: First Pay: 2023-07-20; Redemption: 2024-01-10;

Deal Comments

Vkn Fvaa Gbbgkvs 1.00