2022-6(R)

OCP Euro CLO DAC (OCPE) 2022-6(R)

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
M Rtmm	OCC	19.900	9.60	-	VVV	DDD	92.00%	-	Vkuepfny	3cTg	-	-	170	3nOo+170	-	731.00000
O-1-C	NTV	47.000	1.00	-	ZZ	UU	36.00%	-	Wlzzbkyp	3jHo	-	-	270	3qHc+270	-	569.00000
Z	PCN	3.000	-	-	JH	NP	-	-	-	-	-	-	-	-	-	Retained
Rno	VEE	33.000	-	-	WY	QW	-	-	-	-	-	-	-	-	-	Retained
X-V	CCW	25.300	2.00	-	RRR-	RRR-	93.90%	-	Aemmtmmr	3tYv	-	-	480	3aAc+480	-	454.00000
L-Z	FSQ	215.500	3.10	-	BBB	EEE	10.00%	-	Lpcjazax	3pYc	-	-	170	3qDj+170	-	253.00000
I-R	HOA	37.200	4.50	-	P	B	67.32%	-	Gvkpdwan	3xTp	-	-	350	3nJz+350	-	988.00000
S-W	CFW	41.000	5.60	-	EE-	HH-	92.60%	-	Kmkaadrc	3yAc	-	-	825	3iKt+766	-	10.80000
C	QST	43.000	7.80	-	D-	G-	6.33%	-	Buzcqrzv	3vWf	-	-	1125	3bQo+938	-	98.00000
O-2-K	HLN	5.000	5.00	-	FF	VV	42.00%	-	Zinmm	QBT	-	-	-	6.80%	6.800%	526.00000

Tranche Comments

L-Z: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144V/Xxz R; M Rtmm: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144I/Rmt L; O-1-C: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144Q/Uya D; O-2-K: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144T/Vxj G; I-R: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144L/Tjh G; X-V: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144W/Wod X; S-W: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144M/Xkl L; C: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144X/Lfj S; Z: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144Z/Wes B; Rno: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144E/Ish B;

Deal Comments

Jvmvp. Nfz Iybb Qvssfun 1.5

Reinvestment Period (YRS)

6.5