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
C	AXQ	62.000	3.00	-	-	ZZ	AA	44.83%	-	Amlsdkta	3gDn	-	-	200	3qOl+200	-	722.00000
A	EHN	10.000	9.60	-	-	BBB-	ZZZ (L)	39.00%	-	Zqjdtixz	3aMd	-	-	355	3yWx+355	-	712.00000
R	CQH	46.000	4.60	-	-	II-	ZZ (L)	7.80%	-	Kfejlavr	3bIa	-	-	675	3eZv+667	-	40.80000
L	ZLE	71.000	92.70	-	-	P-	I (G)	6.10%	-	Mhpzlkcd	3tEi	-	-	975	3wSl+871	-	36.00000
F	AAT	151.000	2.70	-	-	GGG	SSS	83.00%	-	Puxvablc	3nSo	-	-	130	3fIg+130	-	310.00000
MA	YYQ	318.000	1.30	-	-	VVV	OOO	82.00%	-	Pjwserup	3mOc	-	-	130	3fHi+130	-	246.00000
O	LSI	99.000	4.60	-	-	K	S	33.00%	-	Veybwjpm	3fWt	-	-	240	3aBu+240	-	502.00000
Hgr	TCH	36.800	-	-	-	NF	FT	-	-	-	-	-	-	-	-	-	Retained
Bgg Fqy	GHU	3.700	-	-	-	HZ	CW	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

F: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144C/Fql P; MA: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144P/Fbt L; C: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144I/Tmp Y; O: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144A/Bzx A; A: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144V/Kwz A; R: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144K/Hdx W; L: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144Q/Znq O; Hgr: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144B/Pyw D; Bgg Fqy: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144K/Twl A;

Deal Comments

Lebey. Lyc Fctt Teqeygp 1.5

Reinvestment Period (YRS)

2.1

Reinvestment Period End Date

Sep 7, 2009