2021-21(R)

OCP CLO (OCP) 2021-21(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-X	FMG	47.000	1.64	-	I+	-	-	-	93.00%	-	Qjbpojaw	IJVD	-	175	YBFG+175	-	629.00000
B-T	QJO	33.000	4.13	-	CC	-	-	-	69.00%	-	Jlcfkwlz	WHII	-	155	LMUX+155	-	414.00000
E-N	YWB	7.000	3.21	-	TTT-	-	-	-	45.00%	-	Mqvyz	-	-	370	7.82%	-	105.00000
Y-P	PPZ	57.000	2.33	-	WW-	-	-	-	2.00%	-	Wfmcmdzn	ZIOC	-	470	ZNON+470	-	733.00000
Gvaqfz	FMA	13.129	-	-	VX	-	-	-	-	-	-	-	-	-	-	-	Retained
O-O	UZV	550.000	3.10	-	PPP	-	-	-	96.00%	-	Hyvrjswd	LBAG	-	118	IPZU+118	-	207.00000
V-S	HIN	74.000	6.61	-	VVV-	-	-	-	51.00%	-	Koxlkqxo	XOST	-	265	IYXD+265	-	917.00000

Tranche Comments

O-O: Redemption: 2027-02-21; Registration: 144J/Wbk Z; B-T: Redemption: 2027-02-21; Registration: 144D/Kys T; S-X: Redemption: 2027-02-21; Registration: 144I/Mdk R; V-S: Redemption: 2027-02-21; Registration: 144W/Byn S; E-N: Redemption: 2027-02-21; Registration: 144F/Tmi D; Y-P: Redemption: 2027-02-21; Registration: 144U/Jdr C; Gvaqfz: Redemption: 2027-02-21; Registration: 144I/Cdp X;

Deal Comments

Dvjvy. Leb-Xjee Vvmkefc 2.00. Bmv fvje vjj xsjksvf

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 17, 2026

Refinancing

Yes