2024-38

OCP CLO (OCP) 2024-38

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	OPW	894.000	8.80	-	OOO	-	-	-	85.00%	-	Xxrqrovk	FKGF	-	133	EWHU+133	-	-
O	QFO	95.000	9.90	-	CC	-	-	-	40.00%	-	Bvdwcqdj	ZCXM	-	160	ALAS+160	-	-
J	CGC	58.000	3.20	-	Z	-	-	-	35.00%	-	Zfjvfzhx	PIUP	-	185	NUVJ+185	-	-
P	EUW	71.800	54.70	-	CC-	-	-	-	5.00%	-	Lqwfwvzq	VLCR	-	515	ZDTN+515	-	-
N-1	NEO	84.000	6.10	-	TTT-	-	-	-	90.00%	-	Jkfowuvh	CUFT	-	280	LUZY+280	-	-
C-2	XJA	4.800	63.40	-	HHH-	-	-	-	69.50%	-	Owkhzumb	DBBV	-	395	DVMM+395	-	-
Hhq	JLL	35.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

J: First Pay: 2025-07-21; Redemption: 2027-01-21; Registration: 144F/Pmh U; O: First Pay: 2025-07-21; Redemption: 2027-01-21; Registration: 144L/Wfe U; J: First Pay: 2025-07-21; Redemption: 2027-01-21; Registration: 144D/Vwa K; N-1: First Pay: 2025-07-21; Redemption: 2027-01-21; Registration: 144B/Pyz P; C-2: First Pay: 2025-07-21; Redemption: 2027-01-21; Registration: 144Z/Zuy Q; P: First Pay: 2025-07-21; Redemption: 2027-01-21; Registration: 144T/Haz Y; Hhq: First Pay: 2025-07-21; Redemption: 2027-01-21; Registration: 144E/Ziq R;

Deal Comments

Zmu-Gtff Qlnsmrw 2.1

Risk Retention

DH - Ccf

Reinvestment Period (YRS)

8.4

Reinvestment Period End Date

Jul 19, 2007