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
I-1	IZO	128.000	8.80	-	ZZZ	-	-	-	81.00%	-	Dzbrluwy	LSLU	-	122	122	KMVO+122	-	-
R-2	UYD	43.000	1.20	-	JJ+	-	-	-	82.00%	-	Iares	Mkbwf	-	170	170	5.52%	-	-
X-2	XPC	3.000	1.50	-	QQQ-	-	-	-	2.00%	-	Lsmuxpkh	MYOL	-	410	410	PZOD+410	-	-
X-1	IKM	41.000	9.50	-	VVV+	-	-	-	38.00%	-	Uyedojbu	IXUL	-	280	280	JPPL+280	-	-
Y	OHN	74.000	7.00	-	GG-	-	-	-	7.00%	-	Pyqjbwsr	JUMB	-	550	550	CEOA+550	-	-
Y-2	YCZ	67.000	6.20	-	AAA	-	-	-	69.00%	-	Alxfxilw	MGEW	-	142	142	JQDG+142	-	-
D	JXB	65.000	7.00	-	R+	-	-	-	73.00%	-	Gvfuvdyd	CHCE	-	185	185	VYDW+185	-	-
Pqcmwc	RXB	19.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
R	CHF	34.000	1.40	-	YY+	-	-	-	77.00%	-	Amlkvibe	BMOJ	-	165	165	QPCD+165	-	-

Tranche Comments

I-1: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144P/Ven B; Y-2: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144E/Boa Z; R: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144E/Fpx N; R-2: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144J/Pbc T; D: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144H/Uyh C; X-1: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144G/Etj V; X-2: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144L/Cjc D; Y: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144U/Elo O; Pqcmwc: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144G/Ehd F;

Deal Comments

Ufs Vauu Lkgmfzw 1.00

Risk Retention

QO - Rxn

Pricing Speed

20% BDB

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 12, 2000