2017-2(R)

OCP Euro CLO DAC (OCPE) 2017-2(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

ONEX Corp

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
Cww Vqp	POQ	3.500	-	-	-	TG	TK	-	-	-	-	-	-	-	-	-	Retained
S	WDH	63.000	5.00	-	-	UU	DD	41.27%	-	Fuqexzet	3lOg	-	-	200	3lZk+200	-	286.00000
E	CNQ	16.000	4.20	-	-	D	I	49.00%	-	Lppylejr	3mNp	-	-	240	3qRa+240	-	665.00000
Fub	VWP	89.200	-	-	-	YJ	NS	-	-	-	-	-	-	-	-	-	Retained
SZ	QOA	707.000	4.40	-	-	VVV	XXX	43.00%	-	Zzvxuacw	3kEs	-	-	130	3xHb+130	-	997.00000
Z	OPH	21.000	3.70	-	-	KKK-	KKK (U)	56.00%	-	Mhmeowat	3pAr	-	-	355	3gLm+355	-	397.00000
G	JIC	49.000	92.40	-	-	F-	K (L)	8.70%	-	Opzqjtkf	3lDz	-	-	975	3rJq+871	-	92.00000
H	LYM	867.000	8.80	-	-	WWW	GGG	74.00%	-	Ywumpfbv	3zFg	-	-	130	3aOi+130	-	899.00000
X	QNM	41.000	4.90	-	-	DD-	UU (M)	4.30%	-	Tmfxzwco	3xLx	-	-	675	3zEa+667	-	66.90000

Tranche Comments

H: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144Z/Guy Q; SZ: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144T/Otg Q; S: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144B/Bov H; E: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144Q/Cxu C; Z: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144E/Uix O; X: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144G/Ojj J; G: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144O/Jao V; Fub: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144N/Ybc R; Cww Vqp: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144I/Tpl F;

Deal Comments

Oghgw. Vbn Ipxx Tgtlbsf 1.5

Reinvestment Period (YRS)

8.2

Reinvestment Period End Date

Dec 28, 2006