2022-5

OCP Euro CLO DAC (OCPE) 2022-5

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

ONEX Corp

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
J	CSC	73.000	-	G2	Q	-	-	-	Ndmyhxfn	3xJg	-	-	235	3nDq+235	-	248.00000
F-1	CWA	69.600	-	Tc2	GG	-	-	-	Pzqhqisr	3kPh	-	-	175	3wSv+175	-	328.00000
E	EHY	45.000	-	Icc3	ZZZ-	-	-	-	Xlcxqpmo	3hYl	-	-	335	3rQh+335	-	279.00000
Dat	WGD	35.600	-	OE	TW	-	-	-	-	-	-	-	-	-	-	Retained
O	MOL	686.000	-	Gmm	SSS	-	-	-	Nrhfxfnr	3rYq	-	-	92	3bUu+92	-	472.00000
K-2	AAA	7.100	-	Rt2	RR	-	-	-	Bwarl	MSB	-	-	-	2.200%	2.200%	135.00000
C	FDB	49.900	-	Mm3	YY-	-	-	-	Dmcowxqo	3rRy	-	-	675	3dMh+647	-	49.00000
H	AYY	96.500	-	I3	F-	-	-	-	Wyeuvmjo	3vDg	-	-	950	3gNn+889	-	27.00000

Tranche Comments

O: First Pay: 2022-10-20; Redemption: 2023-10-20; F-1: First Pay: 2022-10-20; Redemption: 2023-10-20; K-2: First Pay: 2022-10-20; Redemption: 2023-10-20; J: First Pay: 2022-10-20; Redemption: 2023-10-20; E: First Pay: 2022-10-20; Redemption: 2023-10-20; C: First Pay: 2022-10-20; Redemption: 2023-10-20; H: First Pay: 2022-10-20; Redemption: 2023-10-20; Dat: First Pay: 2022-10-20; Redemption: 2023-10-20;

Deal Comments

Dmz Ajpp Uaommhv 1.00

Risk Retention

Eozyjhvs

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 30, 2017

Refinancing

Yes

WAL Test Period (YRS)

1.3