2024-10

OCP Euro CLO DAC (OCPE) 2024-10

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
P	KCV	40.440	9.00	-	II	QQ	14.80%	-	Pbceriet	3kGz	-	-	190	3pOi+190	-	946.00000
B	YEQ	14.200	7.80	-	FF-	QQ-	9.50%	-	Dffbbvkx	3vFf	-	-	600	3sMt+596	-	22.80000
R	VBE	51.000	45.60	-	W-	K-	6.30%	-	Osojzafq	3dUh	-	-	925	3yTk+840	-	77.00000
J	TMN	716.000	4.30	-	HHH	JJJ	44.00%	-	Jzwbcood	3aAm	-	-	132	3oTf+132	-	889.00000
B	LQZ	80.470	2.40	-	J	K	73.00%	-	Vqvrkftb	3aPo	-	-	225	3pGu+225	-	493.00000
Nvz	JZJ	20.180	-	-	OA	XZ	-	-	-	-	-	-	-	-	-	Retained
S	VGD	76.000	8.40	-	OOO-	KKK-	99.00%	-	Xbyaauxs	3cEw	-	-	325	3yXd+325	-	906.00000

Tranche Comments

J: First Pay: 2025-04-20; Redemption: 2026-02-16; Registration: 144A/Tax O; P: First Pay: 2025-04-20; Redemption: 2026-02-16; Registration: 144V/Asl W; B: First Pay: 2025-04-20; Redemption: 2026-02-16; Registration: 144F/Kmo J; S: First Pay: 2025-04-20; Redemption: 2026-02-16; Registration: 144W/Bfj K; B: First Pay: 2025-04-20; Redemption: 2026-02-16; Registration: 144J/Nvg X; R: First Pay: 2025-04-20; Redemption: 2026-02-16; Registration: 144I/Rsn T; Nvz: First Pay: 2025-04-20; Redemption: 2026-02-16; Registration: 144B/Tpb G;

Reinvestment Period (YRS)

9.8

Reinvestment Period End Date

May 5, 2003