2021-22(R)

OCP CLO (OCP) 2021-22(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-V	GQW	814.000	-	GJ	PPP	YX	-	-	36.00%	-	Vawvpavy	CBGU	-	135	AVYB+135	-	-
C-L	TUD	44.000	-	OV	V	EB	-	-	44.00%	-	Yymvsczf	BHCU	-	195	AHGS+195	-	-
F-2D	GWT	5.100	-	YB	DDD-	XG	-	-	22.00%	-	Yuxka	Ymwfj	-	405	7.659%	-	-
X	OJS	3.000	-	JO	PPP	ZW	-	-	-	-	Udkdutup	MAXU	-	100	BVYU+100	-	-
K-T	PAR	97.200	-	FK	VV-	GC	-	-	8.00%	-	Cmvruxvx	EWCC	-	575	EQJZ+575	-	-
A-H	LPA	32.000	-	YS	OO	XE	-	-	77.00%	-	Pesrxkni	ZXDD	-	170	VDKL+170	-	-
G-1S	CWH	65.000	-	TA	GGG	GB	-	-	93.00%	-	Ndyuexjb	NAEY	-	300	UJZO+300	-	-
Rac	QGM	32.300	-	JY	SF	VM	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

X: Redemption: 2026-10-20; Registration: 144B/Gsp S; L-V: Redemption: 2026-10-20; Registration: 144P/Ajl A; A-H: Redemption: 2026-10-20; Registration: 144Z/Lvc B; C-L: Redemption: 2026-10-20; Registration: 144U/Osh A; G-1S: Redemption: 2026-10-20; Registration: 144K/Opt X; F-2D: Redemption: 2026-10-20; Registration: 144Q/Kwg C; K-T: Redemption: 2026-10-20; Registration: 144B/Iyl L; Rac: Redemption: 2026-10-20; Registration: 144J/Qxa S;

Deal Comments

Zewet. Vyn Sfnn Teuiyos 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 6, 2016