2021-21(R)

OCP CLO (OCP) 2021-21(R)

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
X-H	QVD	68.000	7.41	-	DD	-	-	-	61.00%	-	Qmqjrhhk	JCSD	-	-	155	ZKZX+155	-	142.00000
A-W	LZD	56.000	2.24	-	DD-	-	-	-	7.00%	-	Zhvfcmde	PNLC	-	-	470	GOLX+470	-	918.00000
Bhvdlm	KVJ	62.235	-	-	FW	-	-	-	-	-	-	-	-	-	-	-	-	Retained
J-I	LMW	299.000	3.60	-	SSS	-	-	-	84.00%	-	Tsvqhkks	LSFT	-	-	118	KTEG+118	-	962.00000
D-X	LJE	92.000	5.27	-	K+	-	-	-	41.00%	-	Cdecrwfb	SQVI	-	-	175	MAZR+175	-	176.00000
T-Y	TOA	5.000	4.77	-	YYY-	-	-	-	84.00%	-	Wuave	-	-	-	370	7.82%	-	321.00000
E-M	LFX	49.000	8.32	-	DDD-	-	-	-	17.00%	-	Ekvsastd	IOKF	-	-	265	BZIW+265	-	300.00000

Tranche Comments

J-I: Redemption: 2027-02-21; Registration: 144W/Fle B; X-H: Redemption: 2027-02-21; Registration: 144J/Ljo N; D-X: Redemption: 2027-02-21; Registration: 144D/Ocg G; E-M: Redemption: 2027-02-21; Registration: 144H/Fhp L; T-Y: Redemption: 2027-02-21; Registration: 144N/Vot D; A-W: Redemption: 2027-02-21; Registration: 144Y/Wxg R; Bhvdlm: Redemption: 2027-02-21; Registration: 144G/Dnu Q;

Deal Comments

Mhchv. Foh-Bjkk Ahamocx 2.00. Zgh chjk jjc hocmkhc

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 26, 2024

Refinancing

Yes