2020-19(R)

OCP CLO (OCP) 2020-19(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
Q-2N2	BOX	2.000	-	DO	X	SM	-	-	23.00%	-	Gwclehun	GGBW	-	-	195	QJFL+195	-	-
M-1O2	BTS	708.900	-	VR	III	HZ	-	-	60.40%	-	Skorvlui	KHQN	-	-	118	EXDP+118	-	-
J-2Y2	QNM	7.000	-	HD	PPP-	AT	-	-	86.00%	-	Isvwazvh	TIZF	-	-	375	SAJD+375	-	-
P-1T2	MZL	72.000	-	BY	Y	XV	-	-	98.00%	-	Sjhvxicd	BGPN	-	-	185	NAUE+185	-	-
Giur	HZM	24.229	-	DB	WE	VV	-	-	-	-	-	-	-	-	-	-	-	Retained
A-C2	ORL	42.000	-	DK	CC-	IO	-	-	5.00%	-	Ykkdbvqm	CHWL	-	-	485	MPPC+485	-	-
J-L2	QAL	5.100	-	KM	XXX	XN	-	-	-	-	Jqpazdmm	KWUI	-	-	85	QQGA+85	-	-
E-Y2	ETM	80.400	-	PJ	CC	YH	-	-	16.00%	-	Bbjactxo	CUAC	-	-	160	SWJL+160	-	-
T-2W2	ISM	9.000	-	CL	AAA	GU	-	-	43.80%	-	Xyufttkr	KHEQ	-	-	140	ACNG+140	-	-
K-1U2	BJO	50.000	-	TE	III	KT	-	-	51.00%	-	Bkhjxpee	ABAH	-	-	270	LJSK+270	-	-
Vwj	TZH	99.136	-	JP	SY	BM	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

J-L2: Redemption: 2027-04-20; Registration: 144A/Iea W; M-1O2: Redemption: 2027-04-20; Registration: 144G/Uwv L; T-2W2: Redemption: 2027-04-20; Registration: 144X/Olc E; E-Y2: Redemption: 2027-04-20; Registration: 144G/Aum B; P-1T2: Redemption: 2027-04-20; Registration: 144I/Mxb C; Q-2N2: Redemption: 2027-04-20; Registration: 144B/Efc E; K-1U2: Redemption: 2027-04-20; Registration: 144E/Xbx V; J-2Y2: Redemption: 2027-04-20; Registration: 144I/Lvt W; A-C2: Redemption: 2027-04-20; Registration: 144K/Aqp W; Giur: Redemption: 2027-04-20; Registration: 144H/Wja X; Vwj: Redemption: 2027-04-20; Registration: 144T/Unn R;

Deal Comments

Hxgxp. Azy Kxzz Wxwfzgh 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 10, 2006

Reset

Yes