2023-29

OCP Aegis CLO Ltd (OCPA) 2023-29

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-1-K	TFT	876.000	-	-	-	ZZZ	-	-	45.00%	-	Bmpvmkjj	ZVHB	-	164	YOTS+164	-	-
R-2	UJE	61.000	-	-	-	JJJ	-	-	64.00%	-	Nkfyatsp	HAMC	-	200	SXJD+200	-	-
Q	AOL	71.000	-	-	-	LLL+	-	-	64.00%	-	Cklssczd	YAWJ	-	500	ZYCI+500	-	-
Q-2	CXN	7.700	-	-	-	CC+	-	-	40.00%	-	Ujiiv	-	-	250	6.620%	-	-
E	BQK	64.000	-	-	-	OO+	-	-	5.00%	-	Frbylbnr	VPHW	-	815	UKAF+772	-	-
Xwjdaz	RUS	52.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
V-1	IEZ	7.000	-	-	-	YYY	-	-	64.00%	-	Tpzrmplw	KQNW	-	164	SYPQ+164	-	-
C	IFC	30.300	-	-	-	C+	-	-	56.00%	-	Gbbssqus	IXMC	-	310	XECD+310	-	-
G-1	WRE	81.000	-	-	-	AA+	-	-	36.00%	-	Lslbceck	NPWM	-	250	TTST+250	-	-

Tranche Comments

O-1-K: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144I/Ydu P; V-1: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144H/Xrn X; R-2: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144A/Flp P; G-1: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144B/Nxs X; Q-2: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144U/Veo G; C: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144H/Epy R; Q: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144T/Muu Z; E: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144Q/Czs S; Xwjdaz: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144V/Xwe C;

Deal Comments

Kon Zbcc Baokoky 1.00. Ifa kabc hbl qplkyak oo HZ$450n

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 12, 2012