2020-19(R)

OCP CLO (OCP) 2020-19(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-T2	ONQ	5.200	-	YR	NNN	PZ	-	-	-	-	Cuxbpzog	WIMW	-	85	VYIK+85	-	-
V-1R2	RPC	59.000	-	QD	KKK	OM	-	-	18.00%	-	Oyybebst	JBKY	-	270	UCMP+270	-	-
Fidv	BSV	53.327	-	ZT	PQ	AP	-	-	-	-	-	-	-	-	-	-	Retained
Y-2F2	OJI	5.000	-	EB	OOO	UA	-	-	82.70%	-	Uqldvtmj	NUTL	-	140	XMSG+140	-	-
T-L2	HSF	81.100	-	FQ	SS	AX	-	-	38.00%	-	Rlboybay	TNCU	-	160	SCYT+160	-	-
S-2N2	GXZ	2.000	-	XM	D	LA	-	-	60.00%	-	Qrzdhxtx	QVTT	-	195	CAZP+195	-	-
Y-V2	OFQ	57.000	-	LU	XX-	CH	-	-	6.00%	-	Elkfpffq	HPUW	-	485	WWKI+485	-	-
X-2L2	XLI	4.000	-	EL	JJJ-	BF	-	-	80.00%	-	Dwmasqao	JWUY	-	375	TSCI+375	-	-
A-1R2	QBZ	714.600	-	EI	KKK	TN	-	-	50.30%	-	Klsjfzst	EETB	-	118	UZYS+118	-	-
C-1Y2	ARM	37.000	-	DN	X	YR	-	-	60.00%	-	Dlcqysxf	JPWW	-	185	JYFP+185	-	-
Xnh	PTK	61.964	-	YX	SM	VY	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

D-T2: Redemption: 2027-04-20; Registration: 144A/Gsk R; A-1R2: Redemption: 2027-04-20; Registration: 144N/Pni N; Y-2F2: Redemption: 2027-04-20; Registration: 144N/Gom N; T-L2: Redemption: 2027-04-20; Registration: 144X/Dni C; C-1Y2: Redemption: 2027-04-20; Registration: 144P/Cdg O; S-2N2: Redemption: 2027-04-20; Registration: 144Q/Kpa Y; V-1R2: Redemption: 2027-04-20; Registration: 144Y/Xff L; X-2L2: Redemption: 2027-04-20; Registration: 144I/Cny Y; Y-V2: Redemption: 2027-04-20; Registration: 144Y/Dab L; Fidv: Redemption: 2027-04-20; Registration: 144G/Wwu N; Xnh: Redemption: 2027-04-20; Registration: 144A/Grv H;

Deal Comments

Aujuh. Dwm Npww Wuybwmr 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 16, 2012

Refinancing

Yes