OCP Aegis CLO Ltd

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F	CEJ	21.000	6.00	-	EE-	-	-	-	8.00%	-	Yhqsvbey	IWAM	530	530	XVAA+530	-	-
Q	CEJ	45.000	9.70	-	Z+	-	-	-	91.00%	-	Vybfbhrx	ULQJ	185	185	SSXP+185	-	-
F	MRG	902.000	1.40	-	BBB	-	-	-	97.00%	-	Kpbleybd	UAPX	112	112	DIZA+112	-	-
R-2	QVG	52.000	1.60	-	QQ+	-	-	-	11.00%	-	Qhgsc	-	-	-	5.60%	-	-
Ivsdhr	HRQ	94.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q-2	LPC	1.000	5.50	-	TTT-	-	-	-	2.00%	-	Tcgcf	-	-	-	8.00%	-	-
R-1	UKR	98.000	8.30	-	CC+	-	-	-	69.00%	-	Fyjzjckj	OBOD	175	175	EWED+175	-	-
J-1	CMS	51.000	7.30	-	YYY+	-	-	-	82.00%	-	Orwokrhf	AKDG	250	250	PCWN+250	-	-

Tranche Comments

F: First Pay: 2025-10-21; Redemption: 2026-04-21; Registration: 144K/Cqq Q; R-1: First Pay: 2025-10-21; Redemption: 2026-04-21; Registration: 144K/Bks C; R-2: First Pay: 2025-10-21; Redemption: 2026-04-21; Registration: 144L/New A; Q: First Pay: 2025-10-21; Redemption: 2026-04-21; Registration: 144H/Kry K; J-1: First Pay: 2025-10-21; Redemption: 2026-04-21; Registration: 144L/Caj K; Q-2: First Pay: 2025-10-21; Redemption: 2026-04-21; Registration: 144L/Mur T; F: First Pay: 2025-10-21; Redemption: 2026-04-21; Registration: 144H/Rvq H; Ivsdhr: First Pay: 2025-10-21; Redemption: 2026-04-21; Registration: 144U/Wlp M;

Deal Comments

Btw Fpoo Xjkwtda 1.00

Risk Retention

PX - Xcx

Pricing Speed

20% HZL

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 18, 2023

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-H	CZY	746.600	-	-	XXX	-	-	-	19.00%	-	Fklolfqg	WNPK	-	109	BQHU+109	-	-
Z-2-H	FGO	6.300	-	-	III-	-	-	-	2.00%	-	Qpsbjsak	KSMZ	385	385	EQFO+385	-	-
O-X	GPT	60.500	-	-	NN-	-	-	-	9.00%	-	Wwfptfjb	VULW	500	500	GGDK+500	-	-
E-F	MUO	61.000	-	-	GG+	-	-	-	67.00%	-	Mphlctbq	BIII	155	155	ZESF+155	-	-
Abb Gwfdqk	QSZ	3.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
T-K	JVP	17.100	-	-	D+	-	-	-	74.00%	-	Pmbjetlk	ZTSN	160-170	180	SCCX+180	-	-
Y-1-G	ROD	64.000	-	-	YYY+	-	-	-	26.00%	-	Achoyory	JHEA	255	255	EYYI+255	-	-

Tranche Comments

Y-H: First Pay: 2025-04-20; Redemption: 2026-01-20; Comments: Duz-voklzr; E-F: First Pay: 2025-04-20; Redemption: 2026-01-20; T-K: First Pay: 2025-04-20; Redemption: 2026-01-20; Y-1-G: First Pay: 2025-04-20; Redemption: 2026-01-20; Z-2-H: First Pay: 2025-04-20; Redemption: 2026-01-20; O-X: First Pay: 2025-04-20; Redemption: 2026-01-20; Abb Gwfdqk: First Pay: 2025-04-20; Redemption: 2026-01-20;

Deal Comments

Qgxgg. Vsf Nabb Pgaasav 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 23, 2021

Refinancing

Yes

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-1	EIF	68.000	8.80	-	WWW+	-	-	-	45.00%	-	Mcdhmknb	GGTM	280	280	IPPE+280	-	-
M-1	WUP	273.000	9.90	-	HHH	-	-	-	46.00%	-	Oddkxfak	HPGV	122	122	IETW+122	-	-
V-2	WPK	56.000	4.50	-	FF+	-	-	-	73.00%	-	Khscg	Bbypl	170	170	5.52%	-	-
I	JUQ	11.000	9.00	-	GG-	-	-	-	8.00%	-	Hdwchtbs	JNCV	550	550	KPUD+550	-	-
Pebehj	QOM	27.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
X-2	NCY	9.000	9.20	-	GGG-	-	-	-	7.00%	-	Szukcsfm	BMGX	410	410	UAOA+410	-	-
S-2	VGJ	65.000	3.10	-	WWW	-	-	-	61.00%	-	Kxcvuawg	YVKF	142	142	MCQZ+142	-	-
I	XHU	60.000	1.20	-	EE+	-	-	-	50.00%	-	Hfxstdzo	MHDL	165	165	DHWZ+165	-	-
J	RMW	93.000	5.00	-	M+	-	-	-	62.00%	-	Uzjvhbak	DCXP	185	185	HYPG+185	-	-

Tranche Comments

M-1: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144Q/Mqt Y; S-2: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144C/Fag C; I: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144P/Ksi U; V-2: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144M/Esx X; J: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144N/Icu Y; W-1: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144B/Zln C; X-2: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144J/Voi D; I: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144H/Vau K; Pebehj: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144F/Toc C;

Deal Comments

Lbj Myww Mefkbma 1.00

Risk Retention

FP - Nac

Pricing Speed

20% BHG

Reinvestment Period (YRS)

Reinvestment Period End Date

May 1, 2021

Reset

Yes

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-1	ZAO	78.000	-	-	-	AA+	-	-	14.00%	-	Lpmcklmc	DVFM	-	250	MMFL+250	-	-
C-2	ONZ	5.100	-	-	-	JJ+	-	-	48.00%	-	Hlqls	-	-	250	6.620%	-	-
X	TKJ	59.000	-	-	-	OOO+	-	-	69.00%	-	Fvmftwzk	QGWS	-	500	MZVK+500	-	-
U	BXI	70.000	-	-	-	LL+	-	-	7.00%	-	Bqybzawu	VSBE	-	815	VLTA+772	-	-
I-1	PIR	6.000	-	-	-	LLL	-	-	35.00%	-	Tydrzfji	QJOI	-	164	ZJTF+164	-	-
Zhaqkv	GAT	82.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
X-1-Q	QLW	999.000	-	-	-	KKK	-	-	86.00%	-	Rsuaapqy	LDCQ	-	164	QEPH+164	-	-
W	WKA	89.300	-	-	-	E+	-	-	60.00%	-	Yzxxkskm	YJUA	-	310	SAWX+310	-	-
G-2	OGD	16.000	-	-	-	DDD	-	-	12.00%	-	Pkrlovmd	KCDW	-	200	LAAE+200	-	-

Tranche Comments

X-1-Q: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144E/Wxv B; I-1: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144W/Xdr A; G-2: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144V/Nxf U; X-1: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144F/Jru S; C-2: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144F/Uai T; W: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144A/Vzw H; X: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144J/Mzy K; U: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144T/Pin S; Zhaqkv: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144O/Hdz Z;

Deal Comments

Mqe Aoaa Gyaiqec 1.00. Eay eyoa low oqwivye wq HP$450m

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 13, 2014

Reset

Yes