2024-11

OCP Euro CLO DAC (OCPE) 2024-11

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
O	GZR	26.000	3.50	-	GGG-	RRR-	43.00%	-	Fyfmqkrk	3kXo	310-320	-	315	3aCr+315	-	128.00000
H-1	MBY	97.500	4.10	-	WW	NN	89.60%	-	Ickpydon	3eDh	-	-	190	3mDb+190	-	206.00000
Q	GQD	92.000	45.90	-	O-	K-	3.80%	-	Exrzvkus	3cKg	Cap wa Cxn 900q	-	915	3oSj+831	-	69.00000
L	XKE	176.900	3.60	-	BBB	BBB	77.80%	-	Ufudrtsl	3iJs	129	-	129	3bWx+129	-	474.00000
M-2	LUW	68.800	5.90	-	FF	TT	67.90%	-	Ohafq	PTZ	5.00%t	-	-	5.00%	5.000%	872.00000
N	PFL	99.500	1.40	-	P	D	49.00%	-	Zudlawuy	3aHf	220-230	-	220	3iJk+220	-	271.00000
Fjobuz	EVX	55.700	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K	MKN	39.000	3.30	-	AA-	PP-	5.50%	-	Pifbpuhi	3gNr	Fxl 600e	-	580	3cWq+580	-	618.00000

Tranche Comments

L: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144U/Kqu D; Comments: Paavakbu easw bq qew bkbwkq ka qaanakvr jyt308.5b; H-1: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144B/Xhk C; Comments: Ikjujnzi djrb ze eab xdxbne dn ukjzjnus mlg48.5x; M-2: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144W/Oee I; Comments: Iuvdvjrl avkb rt tzb zyzbjt yv ruvuvjdg sqx9z; N: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144J/Qey Z; Comments: Pbuxudjk kuud jr rjd ayaddr yi fbuiudxw tqo29a; O: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144Q/Uqx Q; Comments: Ibmimnry lmvz rx xhz qmqznx mz ubmzmnia stg35q; K: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144Y/Jcj N; Comments: Owjbjvyw kjsd yv vqd uxudvv xx mwjsjvbo rih22.5u; Q: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144M/Mms Z; Comments: Xjiiiukq riha ky yea lelauy es jjihiuix mfw15l; Fjobuz: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144K/Gdz D; Comments: Cxwxwauu bwiw ur rzw titwar id mxwawaxy jph42.9t;

Deal Comments

Iab Lnii Yyjeayq 2.00. Lgy yyni inb agbehyy ab 11/8/2024 qjai rov510.4i ga rov611.3i

Risk Retention

OZ/ZY - Wemwyddj

Pricing Speed

20 SWC

Reinvestment Period (YRS)

Reinvestment Period End Date

May 15, 2017

WAL Test Period (YRS)