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
Q Kicy	PZG	64.600	3.50	-	WWW	HHH	27.00%	-	Oaxpfyaj	3mVl	-	-	170	3oGs+170	-	786.00000
Dan	OMX	58.000	-	-	UA	LO	-	-	-	-	-	-	-	-	-	Retained
K-1-D	EGE	62.000	7.00	-	FF	YY	33.00%	-	Ehehtuof	3jCq	-	-	270	3jVz+270	-	703.00000
N-U	JOE	25.200	5.00	-	UUU-	YYY-	34.20%	-	Qyrotlvb	3eAq	-	-	480	3jQv+480	-	696.00000
H	JBL	41.000	6.60	-	F-	P-	7.87%	-	Ifmzvedc	3tVt	-	-	1125	3nUg+938	-	29.00000
V-C	BVI	52.000	3.20	-	KK-	PP-	65.70%	-	Ahylackq	3vQj	-	-	825	3fGb+766	-	83.80000
X	GEW	8.000	-	-	TT	KN	-	-	-	-	-	-	-	-	-	Retained
Y-2-U	VDW	5.000	9.00	-	TT	YY	36.00%	-	Vfbiz	ZIS	-	-	-	6.80%	6.800%	797.00000
C-E	BLQ	90.500	7.20	-	N	T	20.46%	-	Qxbwzera	3eQa	-	-	350	3jAw+350	-	109.00000
D-K	TMI	293.100	9.70	-	WWW	CCC	22.00%	-	Qhofvsdw	3lSx	-	-	170	3tFo+170	-	363.00000

Tranche Comments

D-K: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144Q/Gpy Q; Q Kicy: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144X/Tkm A; K-1-D: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144X/Vff I; Y-2-U: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144B/Mrs N; C-E: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144Q/Pvw V; N-U: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144P/Tte A; V-C: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144G/Tof C; H: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144I/Npb M; X: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144Y/Ehw B; Dan: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144Y/Gvh X;

Deal Comments

Xqxqn. Lke Rnuu Uqykkzl 1.5

Reinvestment Period (YRS)

9.5