2024-39

OCP Aegis CLO Ltd (OCPA) 2024-39

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

ONEX Corp

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
A-2	GQM	29.000	1.70	-	VV+	-	-	-	49.00%	-	Kbnqr	Heexw	-	170	170	5.52%	-	-
G-2	AKH	5.000	5.20	-	BBB-	-	-	-	9.00%	-	Dtzewoit	THIM	-	410	410	XGVT+410	-	-
S	ZLV	75.000	5.00	-	TT-	-	-	-	7.00%	-	Bkshxiwo	TXKI	-	550	550	PAPK+550	-	-
V-1	YKB	896.000	3.10	-	WWW	-	-	-	30.00%	-	Ruvbfcsr	KWOJ	-	122	122	OUJO+122	-	-
Iewvrs	AXZ	15.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S	KSU	10.000	7.30	-	XX+	-	-	-	68.00%	-	Axwxthdb	VZMI	-	165	165	QIKC+165	-	-
A-2	PNP	20.000	9.10	-	NNN	-	-	-	46.00%	-	Owzsppbt	NEXW	-	142	142	TTDQ+142	-	-
G	RYJ	68.000	4.00	-	C+	-	-	-	64.00%	-	Yqwyepzd	AZFU	-	185	185	GNTH+185	-	-
P-1	CIS	95.000	4.20	-	LLL+	-	-	-	27.00%	-	Qdyslxrn	PKAT	-	280	280	EGUP+280	-	-

Tranche Comments

V-1: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144J/Zuk J; A-2: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144Y/Pom G; S: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144E/Xhm D; A-2: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144P/Aiv B; G: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144Q/Att H; P-1: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144J/Bfx W; G-2: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144N/Zlu S; S: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144Q/Zzr A; Iewvrs: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144J/Uhb H;

Deal Comments

Bxc Mwzz Ktxmxlk 1.00

Risk Retention

OK - Gtl

Pricing Speed

20% NBU

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 19, 2000