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
F Ohva	IEF	65.200	1.20	-	MMM	XXX	87.00%	-	Fjwaqxfo	3hLd	-	-	170	3qMl+170	-	162.00000
N-2-W	OZQ	3.000	5.00	-	OO	UU	40.00%	-	Ycpru	AVF	-	-	-	6.80%	6.800%	439.00000
Z	OFQ	45.000	9.70	-	G-	S-	7.39%	-	Ofrfwzux	3sEx	-	-	1125	3mUk+938	-	70.00000
L-F	YDB	14.000	8.50	-	DD-	EE-	23.20%	-	Vuvmrhwm	3lBx	-	-	825	3oTr+766	-	93.20000
E-C	BZQ	10.300	6.20	-	X	F	54.15%	-	Tlwcjemy	3xQs	-	-	350	3oAh+350	-	978.00000
H-L	XLK	64.600	9.00	-	EEE-	AAA-	68.20%	-	Heuktuql	3jLn	-	-	480	3hIl+480	-	357.00000
Aij	HXX	98.000	-	-	XT	EL	-	-	-	-	-	-	-	-	-	Retained
R	VJE	6.000	-	-	WL	YF	-	-	-	-	-	-	-	-	-	Retained
J-E	MUW	693.500	4.70	-	MMM	XXX	47.00%	-	Mhjsaefs	3qAc	-	-	170	3dIl+170	-	457.00000
I-1-M	IHF	70.000	6.00	-	HH	EE	74.00%	-	Uskmqbnq	3vPh	-	-	270	3kCh+270	-	352.00000

Tranche Comments

J-E: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144E/Frr S; F Ohva: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144B/Izy B; I-1-M: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144A/Ghj R; N-2-W: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144X/Yxf X; E-C: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144L/Hqm W; H-L: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144H/Esq V; L-F: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144E/Nee E; Z: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144L/Xbr Y; R: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144V/Oqb E; Aij: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144L/Jqg I;

Deal Comments

Ifvfp. Smv Dbyy Afxumke 1.5

Reinvestment Period (YRS)

1.6

Reset

Yes