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
H Orhw	FAG	167.840	6.10	-	CCC	DDD	71.00%	-	Jumxdasx	3gDg	-	-	174	3qLi+174	-	798.00000
Owv	TKQ	98.640	-	-	BB	JI	-	-	-	-	-	-	-	-	-	Retained
N	TLV	46.680	5.70	-	U	J	88.00%	-	Rzdpzjnh	3gSb	-	-	330	3nZp+330	-	941.00000
L	LYQ	41.800	63.50	-	HH-	TT-	53.00%	-	Vxjrmuzj	3lKe	-	-	890	3jNz+804	-	40.00000
R	WQY	72.610	8.90	-	XXX	TTT	78.00%	-	Qvokwimx	3aYl	-	-	174	3sFl+174	-	125.00000
S	ALL	37.187	6.10	-	MM	EE	83.34%	-	Yjdpvkwz	3xSp	-	-	245	3tZz+245	-	410.00000
P	KEQ	9.990	74.90	-	F-	V-	5.20%	-	Lywjyxlo	3pCq	-	-	1195	3aTr+964	-	51.00000
E	LEB	44.500	6.60	-	ZZZ-	KKK-	43.50%	-	Yhweqxlg	3bMd	-	-	575	3mCi+575	-	990.00000
K	OUB	6.000	-	-	GD	PM	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

R: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144K/Kfa W; H Orhw: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144W/Zpn G; S: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144A/Nlf K; N: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144H/Psk N; E: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144K/Fzh N; L: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144O/Ble V; P: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144X/Nit L; K: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144A/Eud S; Owv: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144O/Wdj Z;

Deal Comments

Xqb Hobb Kxtaqtv 2.00

Reinvestment Period (YRS)

8.5

Reinvestment Period End Date

Oct 1, 2006