2023-7

OCP Euro CLO DAC (OCPE) 2023-7

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
D	VYM	62.600	-	ZW	WWW-	UUU-	-	-	Ukvqqzdd	3cYc	510-530	500-510	510	3vJb+510	-	375.00000
D	JPS	75.500	-	CJ	HH-	JJ-	-	-	Jpsqpwlv	3oYh	800-820	790-800	800	3bJv+732	-	36.00000
M	YWN	43.000	-	UV	BB	TT	-	-	Xqympdbs	3wZg	250-265	235-245	240	3sRe+240	-	524.00000
P	FKJ	79.800	-	DS	O	K	-	-	Vksvrcjl	3jHw	330-350	315w	315	3aEv+315	-	869.00000
D	PXY	2.000	-	ZQ	ZO	UT	-	-	-	-	-	-	-	-	-	Retained
Yus	NAA	48.100	-	ET	CC	HM	-	-	-	-	-	-	-	-	-	Retained
I-1	XQO	8.400	-	GX	I+	F+	-	-	Owwcfpyv	3qFd	-	-	950	3lNj+853	-	57.60000
M-2	NTK	2.700	-	CC	P-	V-	-	-	Lkqstklx	3iWv	-	-	1095	3bTv+946	-	79.80000
Z	PXL	303.000	-	Stt	UR	NNN	-	-	Gpqvfqek	3aMo	175x	175	175	3zJz+175	-	867.00000

Tranche Comments

Z: First Pay: 2024-04-25; Redemption: 2025-03-28; M: First Pay: 2024-04-25; Redemption: 2025-03-28; P: First Pay: 2024-04-25; Redemption: 2025-03-28; D: First Pay: 2024-04-25; Redemption: 2025-03-28; D: First Pay: 2024-04-25; Redemption: 2025-03-28; I-1: First Pay: 2024-04-25; Redemption: 2025-03-28; M-2: First Pay: 2024-04-25; Redemption: 2025-03-28; D: First Pay: 2024-04-25; Redemption: 2025-03-28; Yus: First Pay: 2024-04-25; Redemption: 2025-03-28;

Deal Comments

Zxb Mztt Ebzbxxy 1.50

Risk Retention

EK/KH - Lale 5% zs aosx eeofsxa ol 3el eoeef zeeaefoeze

Reinvestment Period (YRS)

2.2

Reinvestment Period End Date

Apr 6, 2003

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date