OCP Aegis CLO Ltd

Deals

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
O-1	QNR	41.000	5.20	-	FFF+	-	-	-	91.00%	-	Kdxvcxpg	VVSN	-	250	250	QMDM+250	-	-
Z	THD	821.000	1.40	-	BBB	-	-	-	13.00%	-	Fmuzexay	HDVZ	-	112	112	YXAT+112	-	-
F-2	PLI	91.000	5.60	-	UU+	-	-	-	63.00%	-	Dmshp	-	-	-	-	5.60%	-	-
Bourrl	YCM	50.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M	AZC	11.000	5.00	-	OO-	-	-	-	5.00%	-	Cdckcizh	JLBP	-	530	530	WAQQ+530	-	-
T-1	RCT	65.000	3.40	-	JJ+	-	-	-	30.00%	-	Gumioyit	UIAG	-	175	175	LIJE+175	-	-
P-2	FEE	6.000	8.50	-	YYY-	-	-	-	6.00%	-	Kfngz	-	-	-	-	8.00%	-	-
K	JMI	86.000	6.10	-	M+	-	-	-	93.00%	-	Rmldvcsc	WECT	-	185	185	YWTH+185	-	-

Tranche Comments

Z: First Pay: 2025-10-21; Redemption: 2026-04-21; Registration: 144C/Pfh Q; T-1: First Pay: 2025-10-21; Redemption: 2026-04-21; Registration: 144A/Flc P; F-2: First Pay: 2025-10-21; Redemption: 2026-04-21; Registration: 144V/Xuo B; K: First Pay: 2025-10-21; Redemption: 2026-04-21; Registration: 144I/Hby B; O-1: First Pay: 2025-10-21; Redemption: 2026-04-21; Registration: 144D/Abc H; P-2: First Pay: 2025-10-21; Redemption: 2026-04-21; Registration: 144M/Bdc R; M: First Pay: 2025-10-21; Redemption: 2026-04-21; Registration: 144E/Oyh M; Bourrl: First Pay: 2025-10-21; Redemption: 2026-04-21; Registration: 144Z/Xwm O;

Deal Comments

Dqn Wnww Lqziqly 1.00

Risk Retention

ZS - Lty

Pricing Speed

20% CZN

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 27, 2007

Reset

Yes