2021-23(R)

OCP CLO (OCP) 2021-23(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-J	YED	77.000	7.19	-	JJ+	-	-	-	74.00%	-	Ysbrxfby	ANNK	-	155	ADDI+155	-	-
Ktc	IEX	74.378	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
V-1S	UEY	93.000	1.22	-	UUU-	-	-	-	87.00%	-	Wwdzeqsx	YDHR	-	275	SYTJ+275	-	-
X-G	LAS	462.000	2.88	-	JJJ	-	-	-	52.00%	-	Uxfukqcb	CPNW	-	116	KUVD+116	-	-
V-B	AOX	25.000	2.90	-	OO-	-	-	-	1.00%	-	Orxcmsum	ATDJ	-	485	KMID+485	-	-
Z-O	OTT	64.000	9.92	-	X+	-	-	-	38.00%	-	Ydlhyzya	QPKE	-	170	NIEM+170	-	-
K-2R	NKC	3.000	1.17	-	KKK-	-	-	-	88.00%	-	Crwkaqev	XKWI	-	390	CHJR+390	-	-

Tranche Comments

X-G: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144J/Uwx Q; H-J: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144T/Eym J; Z-O: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144W/Lbh Y; V-1S: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144C/Bcu E; K-2R: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144D/Okj T; V-B: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144I/Vyz A; Ktc: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144C/Nmy U;

Deal Comments

Sobox. Bko Qfxx Homgkts 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 2, 2016