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
Phhlvh	PST	87.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N	XKW	89.000	1.90	-	S+	-	-	-	38.00%	-	Lqmjhtuw	ISHM	-	185	185	PNDD+185	-	-
F-1	XUH	14.000	2.30	-	XXX+	-	-	-	55.00%	-	Zzyspanh	GEUM	-	250	250	SZEW+250	-	-
V-1	YFG	20.000	2.40	-	NN+	-	-	-	73.00%	-	Dlptethp	IAFD	-	175	175	CXVJ+175	-	-
E-2	AXB	5.000	8.70	-	MMM-	-	-	-	6.00%	-	Wnzcv	-	-	-	-	8.00%	-	-
G	BOX	62.000	9.00	-	MM-	-	-	-	7.00%	-	Hjjswkuf	CJOB	-	530	530	GQVT+530	-	-
S	FYJ	453.000	3.90	-	WWW	-	-	-	79.00%	-	Xdpbqiua	BDGD	-	112	112	WYHW+112	-	-
A-2	YXN	24.000	6.90	-	NN+	-	-	-	62.00%	-	Wwzfh	-	-	-	-	5.60%	-	-

Tranche Comments

S: First Pay: 2025-10-21; Redemption: 2026-04-21; Registration: 144N/Pxt V; V-1: First Pay: 2025-10-21; Redemption: 2026-04-21; Registration: 144I/Zke T; A-2: First Pay: 2025-10-21; Redemption: 2026-04-21; Registration: 144P/Qvx V; N: First Pay: 2025-10-21; Redemption: 2026-04-21; Registration: 144D/Oqe B; F-1: First Pay: 2025-10-21; Redemption: 2026-04-21; Registration: 144U/Jny K; E-2: First Pay: 2025-10-21; Redemption: 2026-04-21; Registration: 144F/Bqi A; G: First Pay: 2025-10-21; Redemption: 2026-04-21; Registration: 144F/Njh S; Phhlvh: First Pay: 2025-10-21; Redemption: 2026-04-21; Registration: 144M/Ujc M;

Deal Comments

Gpz Oazz Ozgfpxb 1.00

Risk Retention

IC - Zbf

Pricing Speed

20% UKX

Reinvestment Period (YRS)

Reinvestment Period End Date

May 29, 2008