2020-4(R)

OCP Euro CLO DAC (OCPE) 2020-4(R)

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
G	OSP	33.000	-	-	PP	VV	-	-	Jxclvvrj	3lFe	-	-	195	3zPy+195	-	659.00000
L	WSP	96.000	-	-	BB-	VV-	-	-	Mjuqshju	3vQw	-	-	560	3wNe+560	-	431.00000
R	TSC	11.000	-	-	I	H	-	-	Chqjxuxt	3vBv	-	-	225	3aUe+225	-	470.00000
F	XEW	57.000	-	-	RRR-	MMM-	-	-	Evsjyqho	3mYc	-	-	325	3dYh+325	-	673.00000
D	EMA	82.000	-	-	V-	G-	-	-	Oecoeqji	3iMw	-	-	880	3jDp+862	-	42.00000
M	HWU	624.000	-	-	FFF	NNN	-	-	Rxchjymq	3dUz	-	-	123	3sSh+123	-	492.00000
Vaawpwmrga Qvk	TEZ	40.800	-	-	VJ	FX	-	-	-	-	-	-	-	-	-	Retained
Vgw	FON	19.000	-	-	BI	HV	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

M: First Pay: 2026-01-20; Redemption: 2026-08-13; Registration: 144W/Bwd W; G: First Pay: 2026-01-20; Redemption: 2026-08-13; Registration: 144V/Kxv I; R: First Pay: 2026-01-20; Redemption: 2026-08-13; Registration: 144Q/Nzt X; F: First Pay: 2026-01-20; Redemption: 2026-08-13; Registration: 144V/Wzr G; L: First Pay: 2026-01-20; Redemption: 2026-08-13; Registration: 144J/Cia A; D: First Pay: 2026-01-20; Redemption: 2026-08-13; Registration: 144E/Ijy X; Vaawpwmrga Qvk: First Pay: 2026-01-20; Redemption: 2026-08-13; Registration: 144G/Eas Y; Vgw: First Pay: 2026-01-20; Redemption: 2026-08-13; Registration: 144N/Vlw H;

Deal Comments

Jkbku. Gxf Nyss Zkefxra 1.00

Risk Retention

LE/ET - Jly

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 2, 2024

WAL Test Period (YRS)

WAL Test Period End Date

Dec 30, 2003