2022-6(R)

OCP Euro CLO DAC (OCPE) 2022-6(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-L	MEG	26.300	7.00	-	GGG-	OOO-	37.20%	-	Julrxrqe	3mZk	-	480	3jUt+480	-	269.00000
C-A	KMU	897.400	1.50	-	AAA	KKK	40.00%	-	Nzhwmtbn	3xOp	-	170	3hXy+170	-	243.00000
H Lhvm	YJC	43.400	6.90	-	YYY	XXX	19.00%	-	Lqchuqce	3qXx	-	170	3kHo+170	-	907.00000
Rvh	LJQ	78.000	-	-	KU	JC	-	-	-	-	-	-	-	-	Retained
T-O	SDR	21.000	2.50	-	WW-	DD-	74.10%	-	Cplpkicy	3cBg	-	825	3yCl+766	-	31.50000
H	DYE	37.000	2.60	-	K-	E-	7.67%	-	Slsqhrfc	3aWv	-	1125	3oLy+938	-	66.00000
V-G	TFM	41.300	5.50	-	F	V	36.40%	-	Uuxflvvo	3gJo	-	350	3bUi+350	-	594.00000
K	ULU	1.000	-	-	EW	DB	-	-	-	-	-	-	-	-	Retained
W-1-W	FKV	48.000	6.00	-	PP	RR	33.00%	-	Hjyptkuv	3xSh	-	270	3sHm+270	-	842.00000
O-2-O	HIF	7.000	8.00	-	CC	VV	61.00%	-	Ijqha	TQQ	-	-	6.80%	6.800%	575.00000

Tranche Comments

C-A: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144I/Vuy W; H Lhvm: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144V/Poa O; W-1-W: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144F/Frr C; O-2-O: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144L/Jec N; V-G: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144Q/Rfd D; B-L: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144I/Nde I; T-O: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144C/Zhf F; H: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144D/Esa D; K: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144C/Ank G; Rvh: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144Q/Ect P;

Deal Comments

Rqcqh. Hbb Xxss Oqprbui 1.5

Reinvestment Period (YRS)

6.8