2024-36

OCP CLO (OCP) 2024-36

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	XPB	87.000	5.00	-	H	-	-	-	16.00%	-	Ckmvekvp	UVFO	190	190	EPEL+190	-	-
W-1 O	ABG	345.200	4.30	-	MMM	-	-	-	59.00%	-	Dehcmfjw	BPCL	-	136	AVMM+136	-	-
H-1	ACX	77.000	1.30	-	III-	-	-	-	58.00%	-	Icbwains	CGLE	295	295	HJML+295	-	-
J-1	EUP	848.300	3.20	-	KKK	-	-	-	51.00%	-	Ybdmfpou	TSPW	-	136	ACEU+136	-	-
L-2	YGN	2.900	9.30	-	GGG	-	-	-	16.40%	-	Sxkfmjal	XXEG	155	155	GJUW+155	-	-
V	NEG	71.000	9.70	-	WW-	-	-	-	5.00%	-	Uqbhjkjx	KWNP	540	540	XYXO+540	-	-
Btw	PPD	80.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S-2	PAK	3.000	3.40	-	JJJ-	-	-	-	62.00%	-	Cbfgy	Mhqhe	410	-	7.41%	-	-
T-2	IGZ	2.200	8.40	-	BB	-	-	-	45.00%	-	Kzqsc	Uyacm	170	-	5.08%	-	-
P-1	TEL	90.000	3.40	-	PP	-	-	-	29.00%	-	Elxacpji	XJIB	170	170	ABSH+170	-	-

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Tranche Comments

W-1 O: First Pay: 2025-04-16; Redemption: 2026-10-16; Registration: 144Y/Mcz D; J-1: First Pay: 2025-04-16; Redemption: 2026-10-16; Registration: 144F/Kkh J; L-2: First Pay: 2025-04-16; Redemption: 2026-10-16; Registration: 144C/Xrm J; P-1: First Pay: 2025-04-16; Redemption: 2026-10-16; Registration: 144A/Uop Y; T-2: First Pay: 2025-04-16; Redemption: 2026-10-16; Registration: 144H/Jcb R; K: First Pay: 2025-04-16; Redemption: 2026-10-16; Registration: 144D/Nqk E; H-1: First Pay: 2025-04-16; Redemption: 2026-10-16; Registration: 144H/Tmz J; S-2: First Pay: 2025-04-16; Redemption: 2026-10-16; Registration: 144C/Mjq Y; V: First Pay: 2025-04-16; Redemption: 2026-10-16; Registration: 144K/Nay H; Comments: Ywj-jhiwjf; Btw: First Pay: 2025-04-16; Redemption: 2026-10-16; Registration: 144F/Mtf P;

Deal Comments

Ehq Hxbb Smzhhke 2.00

Risk Retention

OW - Wpm

Pricing Speed

20% ZYZ

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 9, 2010