2017-2(R)

OCP Euro CLO DAC (OCPE) 2017-2(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Ftu	BQS	45.600	-	-	-	HD	XB	-	-	-	-	-	-	-	-	Retained
N	NMF	81.000	9.10	-	-	KKK-	MMM (C)	79.00%	-	Owfmkcxn	3tNh	-	355	3rIy+355	-	543.00000
C	TYZ	468.000	3.50	-	-	III	NNN	12.00%	-	Rlpslrfd	3zGa	-	130	3vRx+130	-	910.00000
PV	MBQ	657.000	8.30	-	-	LLL	EEE	36.00%	-	Yvyrcdtb	3oSg	-	130	3mHi+130	-	231.00000
X	KIZ	61.000	1.00	-	-	OO	QQ	59.65%	-	Xbskomvz	3nIh	-	200	3xJp+200	-	341.00000
Wpp Kjf	CXB	1.200	-	-	-	HJ	LD	-	-	-	-	-	-	-	-	Retained
C	FOE	86.000	4.40	-	-	CC-	OO (A)	1.30%	-	Jmbrrzkb	3nRp	-	675	3aCq+667	-	70.70000
F	CTO	77.000	7.80	-	-	P	Y	50.00%	-	Bhdhvowf	3jKy	-	240	3aPf+240	-	902.00000
S	HUO	68.000	31.80	-	-	D-	Y (G)	2.80%	-	Zupjtfqm	3nAp	-	975	3jEn+871	-	74.00000

Tranche Comments

C: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144V/Usb S; PV: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144O/Psv K; X: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144U/Iyv D; F: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144K/Ftv A; N: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144T/Acw I; C: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144T/Opl A; S: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144C/Rta O; Ftu: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144A/Laq Z; Wpp Kjf: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144H/Zca N;

Deal Comments

Opmpt. Ibz Oevv Fpzpbdq 1.5

Reinvestment Period (YRS)

1.5

Reinvestment Period End Date

Nov 12, 2021