FINSIGHT

OCP Euro CLO DAC

Deals

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
X	SKD	58.000	-	-	A-	O-	-	-	Ybeatmlm	3tHf	-	-	880	3oPg+862	-	29.00000
H	MXK	23.000	-	-	F	U	-	-	Obmkdsnc	3mJr	-	-	225	3fPl+225	-	328.00000
Yddsqsdsaa Njh	ZCA	52.600	-	-	IX	XR	-	-	-	-	-	-	-	-	-	Retained
R	GYM	510.000	-	-	BBB	RRR	-	-	Ckwhltth	3pZo	-	-	123	3dIk+123	-	200.00000
A	ZTY	98.000	-	-	LL-	LL-	-	-	Bqrdxkoi	3ePh	-	-	560	3jLw+560	-	725.00000
Mwq	SBB	57.000	-	-	PE	DC	-	-	-	-	-	-	-	-	-	Retained
Z	GAP	79.000	-	-	LLL-	QQQ-	-	-	Kiwkcsiu	3kEt	-	-	325	3vHa+325	-	994.00000
R	KBB	40.000	-	-	SS	SS	-	-	Mlrkxqlj	3yUw	-	-	195	3tGq+195	-	123.00000

Tranche Comments

R: First Pay: 2026-01-20; Redemption: 2026-08-13; Registration: 144U/Jrn P; R: First Pay: 2026-01-20; Redemption: 2026-08-13; Registration: 144I/Bro U; H: First Pay: 2026-01-20; Redemption: 2026-08-13; Registration: 144O/Xop Z; Z: First Pay: 2026-01-20; Redemption: 2026-08-13; Registration: 144H/Tkl Q; A: First Pay: 2026-01-20; Redemption: 2026-08-13; Registration: 144Z/Dmw I; X: First Pay: 2026-01-20; Redemption: 2026-08-13; Registration: 144P/Kfw T; Yddsqsdsaa Njh: First Pay: 2026-01-20; Redemption: 2026-08-13; Registration: 144F/Dne B; Mwq: First Pay: 2026-01-20; Redemption: 2026-08-13; Registration: 144Z/Bqq X;

Deal Comments

Mbhbu. Ieu Ezpp Ybvjecl 1.00

Risk Retention

LA/AF - Gvf

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 13, 2010

WAL Test Period (YRS)

WAL Test Period End Date

Jun 30, 2023