2015-10(R)

OCP CLO (OCP) 2015-10(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-1Q3	QVZ	38.000	9.20	-	VV	-	-	-	77.00%	-	Bdrssahi	KDAA	-	165	CPZQ+165	-	-
J-1Z3	QIL	90.000	1.70	-	EEE-	-	-	-	26.00%	-	Deydbvrw	HBXV	-	285	JESQ+285	-	-
G-2F3	NKD	2.000	85.50	-	OOO-	-	-	-	20.00%	-	Vrmxs	-	-	395	7.68%	-	-
A-2H3	HKG	1.000	7.10	-	AA	-	-	-	72.00%	-	Uftjm	-	-	170	5.42%	-	-
J-V3	PCK	50.000	7.90	-	Z	-	-	-	69.00%	-	Urpfqrns	VLBY	-	190	HDMJ+190	-	-
G-O3	PRU	66.000	23.80	-	SS-	-	-	-	3.00%	-	Tdfhslxe	WXBX	-	535	XWSA+535	-	-
Y-N3	QXC	910.000	8.50	-	XXX	-	-	-	96.00%	-	Yeuledki	YHJP	-	131	ZLFF+131	-	-
TH	EYO	20.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Y-N3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144H/Ncv Y; M-1Q3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144Y/Jnz U; A-2H3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144H/Frh D; J-V3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144N/Qmr X; J-1Z3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144F/Tnl V; G-2F3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144E/Cbq Y; G-O3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144E/Eyq A; TH: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144A/Cuo O;

Deal Comments

Rxjxy. Lsb Yxpp Zxxeszf 2.00

Reinvestment Period (YRS)

2.7

Reinvestment Period End Date

Nov 25, 2025

Refinancing

Yes