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
S-2-Q	VSH	9.000	4.00	-	MM	WW	51.00%	-	Brsee	OWA	-	-	-	6.80%	6.800%	822.00000
G Mdrn	OFX	31.100	2.30	-	GGG	UUU	82.00%	-	Qvvuadlk	3vWf	-	-	170	3sRa+170	-	446.00000
J-D	CBE	64.100	4.40	-	U	G	82.34%	-	Wbxdhpuh	3tXb	-	-	350	3qRs+350	-	840.00000
S-D	GCX	49.000	8.90	-	WW-	WW-	82.10%	-	Ghlyykae	3tGf	-	-	825	3fKz+766	-	48.10000
S-K	OGJ	40.200	9.00	-	TTT-	LLL-	74.70%	-	Nhksdwsq	3kSh	-	-	480	3aXc+480	-	730.00000
Y	MDF	38.000	1.80	-	B-	C-	1.54%	-	Bwffdlky	3qSk	-	-	1125	3kMt+938	-	51.00000
Xrh	GXX	22.000	-	-	HZ	FL	-	-	-	-	-	-	-	-	-	Retained
K-D	CVR	307.600	2.90	-	TTT	RRR	57.00%	-	Dhlffciw	3sHc	-	-	170	3wOy+170	-	782.00000
P-1-Q	JTH	61.000	8.00	-	JJ	NN	71.00%	-	Rucqukni	3iTh	-	-	270	3oKb+270	-	181.00000
P	NJH	2.000	-	-	SF	GA	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

K-D: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144X/Pjm X; G Mdrn: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144T/Piw B; P-1-Q: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144T/Qer H; S-2-Q: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144Q/Zid M; J-D: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144E/Ydm E; S-K: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144Q/Vij K; S-D: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144V/Yav O; Y: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144P/Xur D; P: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144T/Osy F; Xrh: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144M/Evs J;

Deal Comments

Kqvqt. Esz Bmxx Aqwusoa 1.5

Reinvestment Period (YRS)

2.1