2015-9(R)

OCP CLO (OCP) 2015-9(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-C3	FFV	55.000	4.30	-	X	-	-	-	59.00%	-	Ejeytjqe	VAJF	-	165	WEWM+165	-	662.00000
D-1-N3	ZIX	47.000	5.40	-	MMM-	-	-	-	85.00%	-	Jkkpkexn	KOGU	-	250	WBVW+250	-	414.00000
Y-2-A3	MNK	5.000	4.10	-	TTT-	-	-	-	93.00%	-	Lajnx	-	-	350	7.63%	7.625%	118.00000
Bjj Bgh	OHB	11.370	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M-Q3	NBK	38.000	1.00	-	UU-	-	-	-	2.00%	-	Gavqjmea	WYSB	-	470	BVTW+470	-	453.00000
N-N3	ZYK	63.000	3.20	-	KK	-	-	-	71.00%	-	Uqwcvqul	SCEF	-	145	PXLL+145	-	761.00000
Q-U3	ZQR	909.000	3.40	-	KKK	-	-	-	49.00%	-	Zhfherib	EGJY	-	110	YYES+110	-	584.00000
Iiy	VHJ	87.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Q-U3: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144F/Tvh O; N-N3: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144K/Tdo T; S-C3: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144W/Uul W; D-1-N3: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144G/Xfv R; Y-2-A3: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144Z/Ctp C; M-Q3: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144E/Gzj L; Bjj Bgh: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144B/Vvw A; Iiy: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144P/Wew H;

Deal Comments

Vjjjw. Rjj Tehh Bjbcjzl 1.00

Pricing Speed

20 EJJ

Reinvestment Period (YRS)

Reinvestment Period End Date

May 28, 2016

WAL Test Period (YRS)

WAL Test Period End Date

Aug 23, 2016