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
Q-1	VEB	88.000	4.40	-	DDD+	-	-	-	98.00%	-	Glfhopmx	VXET	-	280	280	AZBO+280	-	-
F	YBS	75.000	4.00	-	SS-	-	-	-	6.00%	-	Heesciny	YBWY	-	550	550	UBML+550	-	-
C	ITR	38.000	5.00	-	J+	-	-	-	86.00%	-	Dumujfzk	WBDI	-	185	185	PEVH+185	-	-
N-2	RWM	66.000	7.50	-	MMM	-	-	-	64.00%	-	Ojzhtubk	XKSQ	-	142	142	DMVL+142	-	-
Edkzbb	JHS	37.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F	ISP	51.000	9.90	-	MM+	-	-	-	34.00%	-	Grjpktow	NKSE	-	165	165	HCYN+165	-	-
S-2	PWV	88.000	3.20	-	VV+	-	-	-	97.00%	-	Syjkn	Xnuym	-	170	170	5.52%	-	-
S-1	RIK	855.000	3.80	-	MMM	-	-	-	31.00%	-	Jfqbfwzm	ESCV	-	122	122	HXZG+122	-	-
K-2	IWU	9.000	5.60	-	QQQ-	-	-	-	2.00%	-	Jmkxsspa	TKQT	-	410	410	QWGB+410	-	-

Tranche Comments

S-1: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144Y/Fnf U; N-2: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144B/Rie U; F: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144W/Dep T; S-2: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144Q/Zsb U; C: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144P/Trj K; Q-1: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144Z/Yyr W; K-2: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144E/Jqs Z; F: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144J/Pfp A; Edkzbb: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144U/Cmw E;

Deal Comments

Fyx Bmww Ijfuyri 1.00

Risk Retention

LI - Fit

Pricing Speed

20% NMY

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 13, 2016