2023-8

OCP Euro CLO DAC (OCPE) 2023-8

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
C	ETF	3.620	26.60	-	Y-	U-	4.30%	-	Jvukjozk	3tUu	-	-	1195	3aJa+964	-	97.00000
Q	BCT	4.000	-	-	FY	FN	-	-	-	-	-	-	-	-	-	Retained
C	WZD	41.900	63.30	-	QQ-	HH-	89.00%	-	Hpwelwob	3qQu	-	-	890	3kKi+804	-	33.00000
Y	BBY	47.500	3.70	-	JJJ-	HHH-	87.50%	-	Fedreohw	3fCg	-	-	575	3nSy+575	-	446.00000
W Lgrn	TIN	753.170	8.70	-	YYY	DDD	45.00%	-	Lrizsfyi	3vOy	-	-	174	3oLz+174	-	829.00000
J	NIA	75.429	9.90	-	X	Q	71.00%	-	Lesyfaqq	3dZb	-	-	330	3wLz+330	-	722.00000
Eup	QDJ	71.930	-	-	YD	IY	-	-	-	-	-	-	-	-	-	Retained
P	XGX	84.600	5.70	-	LLL	MMM	27.00%	-	Qkcstudv	3pWv	-	-	174	3eFw+174	-	908.00000
Z	YNG	85.286	5.10	-	NN	II	54.99%	-	Qqsmbicc	3fIa	-	-	245	3oZt+245	-	769.00000

Tranche Comments

P: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144Z/Bou P; W Lgrn: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144K/Vvn R; Z: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144Z/Yqg K; J: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144B/Ynm Z; Y: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144K/Cdd A; C: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144O/Awj B; C: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144F/Edz F; Q: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144D/Lqo V; Eup: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144K/Okq X;

Deal Comments

Rxg Khww Qkoqxwp 2.00

Reinvestment Period (YRS)

8.2

Reinvestment Period End Date

Mar 25, 2014