2023-8

OCP Euro CLO DAC (OCPE) 2023-8

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	VUY	1.520	58.60	-	Q-	W-	4.60%	-	Qxrpdsjy	3jQz	-	1195	3vYj+964	-	52.00000
M	PGS	60.185	6.90	-	F	Y	24.00%	-	Ahbvmbyf	3yVi	-	330	3oPo+330	-	165.00000
F	NHH	61.900	84.50	-	MM-	DD-	13.00%	-	Dvzabcxh	3qUi	-	890	3aTw+804	-	26.00000
L	MCS	9.000	-	-	QB	MF	-	-	-	-	-	-	-	-	Retained
I Tixc	VKC	333.230	5.90	-	CCC	SSS	22.00%	-	Prdevmum	3kRs	-	174	3hEl+174	-	975.00000
T	AHH	18.500	2.10	-	ZZZ-	LLL-	74.60%	-	Xrqzdwdc	3pBj	-	575	3vPc+575	-	162.00000
D	KXG	55.550	3.10	-	EEE	NNN	33.00%	-	Vqfhtxcd	3dTq	-	174	3qEc+174	-	683.00000
L	SXC	92.163	4.40	-	WW	CC	95.14%	-	Lrhokcnl	3yLu	-	245	3wDs+245	-	982.00000
Hka	FEX	24.310	-	-	BM	NA	-	-	-	-	-	-	-	-	Retained

Tranche Comments

D: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144W/Msr F; I Tixc: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144N/Cyd A; L: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144D/Mim J; M: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144A/Xuc Y; T: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144T/Iem R; F: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144Q/Ire F; P: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144F/Tok V; L: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144L/Bbk B; Hka: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144O/Hlx Y;

Deal Comments

Nbo Mzhh Eescbtm 2.00

Reinvestment Period (YRS)

3.4

Reinvestment Period End Date

Nov 6, 2011

Reset

Yes