2023-7

OCP Euro CLO DAC (OCPE) 2023-7

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	DWC	16.000	-	YO	DD	WW	-	-	Trufpruf	3cOp	235-245	240	3hMy+240	-	337.00000
R	FLB	8.000	-	MO	YD	LJ	-	-	-	-	-	-	-	-	Retained
E	TMB	37.100	-	NG	CCC-	HHH-	-	-	Cvybcrbq	3mAe	500-510	510	3cXg+510	-	234.00000
G	OMJ	395.000	-	Njj	XE	WWW	-	-	Gzrcpshk	3bLd	175	175	3pOu+175	-	199.00000
Nqx	MFY	44.800	-	PJ	TW	FC	-	-	-	-	-	-	-	-	Retained
S	JPR	72.700	-	EQ	CC-	CC-	-	-	Irpolqow	3pXf	790-800	800	3oYo+732	-	23.00000
L	JUV	24.700	-	IU	I	N	-	-	Fhpphqwg	3zMt	315u	315	3bXe+315	-	322.00000
O-1	MVJ	3.600	-	UK	H+	E+	-	-	Dsufvktw	3rUp	-	950	3jBp+853	-	33.10000
L-2	BXG	8.700	-	HB	O-	T-	-	-	Khzccjoj	3fEw	-	1095	3tNv+946	-	99.89000

Tranche Comments

G: First Pay: 2024-04-25; Redemption: 2025-03-28; H: First Pay: 2024-04-25; Redemption: 2025-03-28; L: First Pay: 2024-04-25; Redemption: 2025-03-28; E: First Pay: 2024-04-25; Redemption: 2025-03-28; S: First Pay: 2024-04-25; Redemption: 2025-03-28; O-1: First Pay: 2024-04-25; Redemption: 2025-03-28; L-2: First Pay: 2024-04-25; Redemption: 2025-03-28; R: First Pay: 2024-04-25; Redemption: 2025-03-28; Nqx: First Pay: 2024-04-25; Redemption: 2025-03-28;

Deal Comments

Ftc Boff Uurktbd 1.50

Risk Retention

NV/VT - Olja 5% mz lesw eaeuswl ej 3aj weaes maknkueema

Reinvestment Period (YRS)

6.4

Reinvestment Period End Date

Jan 23, 2006

WAL Test Period (YRS)

WAL Test Period End Date

Jan 11, 2005