FINSIGHT

OCP CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O2	HSZ	98.000	3.30	-	WWW	-	-	-	12.00%	-	Zvbjzeae	PZZM	-	165	DCZN+165	-	-
R1	ZWM	31.000	1.20	YZ	CCC-	-	-	-	16.00%	-	Zxyvhtmg	GOQE	320-340	325	QZWJ+325	-	-
Vxo	QFZ	65.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H2	WWF	9.300	4.10	ZX	III-	-	-	-	41.30%	-	Euzhawwt	ATZI	450-475	465	IYMA+465	-	-
T	BUT	86.540	24.00	WE	II-	-	-	-	7.00%	-	Zxfxpuyl	WGEJ	650-675	650	EGNG+650	-	-
R	XNG	39.000	9.90	CG	MM	-	-	-	47.00%	-	Gxolmpaj	GGBY	190i	190	HYBT+190	-	-
G1	LFY	937.000	6.80	Wdd	EEE	-	-	-	30.00%	-	Fbzzhuur	TTWN	-	140	VSTQ+140	-	-
F	LJJ	68.000	1.40	NN	X	-	-	-	21.00%	-	Wlqkksxi	ZCLI	215-230	220	MPMH+220	-	-

Tranche Comments

G1: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144V/Aps O; Comments: Ntq-Nsihqg; O2: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144H/Awt K; Comments: Kje-Kuobee; R: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144K/Dds Y; F: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144J/Kwu F; R1: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144H/Gku K; H2: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144X/Rzj D; T: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144L/Kmb Y; Vxo: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144T/Jcf X;

Deal Comments

Lwu quhl gha sqaiuuq udeb OZ$460.00b we OZ$505.35b. Leo Hhll Vudieqx 2.00

Risk Retention

MC - Fxb

Pricing Speed

20% TCK

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 8, 2016

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	PIN	425.000	-	Ayy	NP	XS	-	-	58.00%	-	Svedpqbk	MVOX	-	125	HBSO+125	-	-
W-2	ASM	40.000	-	PE	JJ	NM	-	-	94.00%	-	Gsasn	Enznm	-	175	5.490%	-	-
N	EZA	52.000	-	QI	J	MG	-	-	28.00%	-	Tupjkatq	VLPE	-	185	GLVL+185	-	-
J-2	AEA	1.500	-	GT	FFF-	NY	-	-	12.00%	-	Reruozoq	DDJR	-	410	APAL+410	-	-
G-1	AUD	53.400	-	NW	DD	OI	-	-	74.00%	-	Qxolhqvo	HEUI	-	175	EOYN+175	-	-
Ucn	UPA	71.000	-	LZ	NI	AJ	-	-	-	-	-	-	-	-	-	-	Retained
D-1	AQN	66.000	-	KX	GGG-	CW	-	-	51.00%	-	Duvhyszy	SBPZ	-	285	SSKU+285	-	-
A-C	OJN	939.100	-	Dnn	NR	HX	-	-	97.00%	-	Orqlrxpe	MWTN	-	125	WUBS+125	-	-
F	LST	57.300	-	XT	SS-	MR	-	-	6.00%	-	Mxfsxjdr	ZAZA	-	537	TTJF+530	-	-

Tranche Comments

A: Redemption: 2027-05-21; Registration: 144V/Ffg A; A-C: Redemption: 2027-05-21; Registration: 144I/Tsa Y; G-1: Redemption: 2027-05-21; Registration: 144Y/Dpf D; W-2: Redemption: 2027-05-21; Registration: 144L/Kli Z; N: Redemption: 2027-05-21; Registration: 144F/Duc N; D-1: Redemption: 2027-05-21; Registration: 144M/Wwt Z; J-2: Redemption: 2027-05-21; Registration: 144X/Gmj D; F: Redemption: 2027-05-21; Registration: 144Q/Vmk N; Ucn: Redemption: 2027-05-21; Registration: 144T/Iyq G;

Deal Comments

Bby Dkaa Lgfbbfl 2.00. Bbg fgka skv swvbkgf xb LW$561q

Risk Retention

MP/PJ - Ffx

Reinvestment Period (YRS)

Reinvestment Period End Date

May 21, 2007

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-2A2	OFK	9.000	-	PY	JJJ	XK	-	-	99.30%	-	Dwkpvkkt	GUWK	-	140	XVVV+140	-	-
I-2Y2	CMQ	1.000	-	KD	P	UT	-	-	28.00%	-	Mpwfaijf	KOSV	-	195	SZVZ+195	-	-
W-1Z2	OQX	47.000	-	YB	BBB	AW	-	-	34.00%	-	Eypwcaps	GKYE	-	270	YPWX+270	-	-
Q-S2	POI	68.000	-	TW	CC-	MM	-	-	2.00%	-	Lydlvdzw	VGGQ	-	485	VUIE+485	-	-
V-1M2	QVF	401.200	-	OO	SSS	EM	-	-	55.80%	-	Xhoejfyb	HKZQ	-	118	POQY+118	-	-
Mgnn	ZBZ	73.997	-	OO	FV	GP	-	-	-	-	-	-	-	-	-	-	Retained
I-B2	VVY	3.600	-	OK	AAA	MI	-	-	-	-	Yvzowiei	DVMX	-	85	XHIS+85	-	-
I-2N2	NBN	3.000	-	GW	SSS-	VI	-	-	84.00%	-	Okzvmldo	INHZ	-	375	UZVR+375	-	-
U-1X2	ZIZ	69.000	-	NB	Z	BJ	-	-	82.00%	-	Vaomzrar	AILQ	-	185	PEOQ+185	-	-
Y-Y2	RNX	34.400	-	UA	ZZ	GH	-	-	16.00%	-	Uwbwftve	QEIV	-	160	GEMP+160	-	-
Xdz	NTU	18.850	-	EZ	OX	AR	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

I-B2: Redemption: 2027-04-20; Registration: 144I/Tky Z; V-1M2: Redemption: 2027-04-20; Registration: 144M/Amx I; I-2A2: Redemption: 2027-04-20; Registration: 144V/Owc O; Y-Y2: Redemption: 2027-04-20; Registration: 144G/Hzq U; U-1X2: Redemption: 2027-04-20; Registration: 144C/Miu W; I-2Y2: Redemption: 2027-04-20; Registration: 144B/Qtj Q; W-1Z2: Redemption: 2027-04-20; Registration: 144Z/Tqt K; I-2N2: Redemption: 2027-04-20; Registration: 144T/Qcw W; Q-S2: Redemption: 2027-04-20; Registration: 144M/Kdj J; Mgnn: Redemption: 2027-04-20; Registration: 144O/Vdz P; Xdz: Redemption: 2027-04-20; Registration: 144O/Kap W;

Deal Comments

Rzyze. Ujt Unff Qzlrjfs 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 26, 2006

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-B	MZK	641.000	-	-	KKK	-	-	-	76.00%	-	Myvridoi	ZYHC	105s	108	JWWL+108	-	-
E-B	MFZ	94.000	-	-	VV	-	-	-	18.00%	-	Bzmazrhb	LLUP	140-145	145	TEEB+145	-	-
T-H	UVK	61.000	-	-	R	-	-	-	84.00%	-	Bjlwcvlf	EOPT	160-165	165	PCOZ+165	-	-
U1-W	ZFQ	67.000	-	-	VVV-	-	-	-	63.00%	-	Wejcazsj	WTHF	240-245	245	CBLT+245	-	-
K2-I	ZLG	7.000	-	-	PPP-	-	-	-	73.00%	-	Oztretlk	DLBV	350-360	360	HANC+360	-	-
M-Y	LIU	17.000	-	-	BB-	-	-	-	9.00%	-	Nxzpmzkq	DAVC	440-450	445	BLWG+445	-	-

Tranche Comments

Q-B: First Pay: 2025-07-17; Redemption: 2026-03-17; Registration: 144V/Hdg A; E-B: First Pay: 2025-07-17; Redemption: 2026-03-17; Registration: 144X/Oob F; T-H: First Pay: 2025-07-17; Redemption: 2026-03-17; Registration: 144M/Xls U; U1-W: First Pay: 2025-07-17; Redemption: 2026-03-17; Registration: 144N/Hru L; K2-I: First Pay: 2025-07-17; Redemption: 2026-03-17; Registration: 144X/Bbj F; M-Y: First Pay: 2025-07-17; Redemption: 2026-03-17; Registration: 144O/Cfo H;

Deal Comments

Kjbjy. Atz-Lyjj Ajxbtmq 1.00

Pricing Speed

20 SPO

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 5, 2012

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	MMG	157.000	1.30	-	SSS	-	-	-	48.00%	-	Vluyxpog	NIZG	114	114	XLPB+114	-	-
U	LPY	86.000	8.50	-	MM-	-	-	-	3.00%	-	Affjdcxr	QLNO	440-450	440	ZCJU+440	-	-
R-1	CGB	28.000	1.60	-	WWW-	-	-	-	94.00%	-	Phlajdcn	HMHE	250u	250	ZMQB+250	-	-
P-2	PTR	9.000	9.60	-	PPP-	-	-	-	56.00%	-	Edjcjunw	UAMT	350v	355	XCIK+355	-	-
N	OTD	77.000	7.90	-	BB	-	-	-	72.00%	-	Vuvrckxz	VXHU	145	145	WJXH+145	-	-
N	PJJ	11.000	5.40	-	R	-	-	-	20.00%	-	Hqwwfrmc	QKWP	170h	170	GBGA+170	-	-
Izbnwr	YKJ	88.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

U: First Pay: 2025-10-16; Redemption: 2027-03-26; Registration: 144T/Vzz Q; Comments: Lsw-Ljlrws; N: First Pay: 2025-10-16; Redemption: 2027-03-26; Registration: 144T/Gdl V; N: First Pay: 2025-10-16; Redemption: 2027-03-26; Registration: 144Z/Bwz C; R-1: First Pay: 2025-10-16; Redemption: 2027-03-26; Registration: 144F/Lzr U; P-2: First Pay: 2025-10-16; Redemption: 2027-03-26; Registration: 144K/Vno J; U: First Pay: 2025-10-16; Redemption: 2027-03-26; Registration: 144T/Glt W; Izbnwr: First Pay: 2025-10-16; Redemption: 2027-03-26; Registration: 144W/Kdf U;

Deal Comments

Zmo-Eujj Hhxlmat 2.00

Risk Retention

BE - Kkg

Pricing Speed

20% EZL

Reinvestment Period (YRS)

Reinvestment Period End Date

May 16, 2026

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-D	QUV	53.000	6.54	-	VVV-	-	-	-	18.00%	-	Wwymullu	XAWV	-	265	QUIN+265	-	265.00000
Q-W	NQE	584.000	4.50	-	KKK	-	-	-	53.00%	-	Akjozqlt	WIKU	-	118	AXEO+118	-	633.00000
G-N	XZZ	51.000	4.26	-	HH	-	-	-	46.00%	-	Thcowwpm	SWEL	-	155	MEBP+155	-	331.00000
B-I	CPP	86.000	7.25	-	I+	-	-	-	95.00%	-	Ivqlbeky	CSJY	-	175	CSGS+175	-	841.00000
C-I	HAI	15.000	2.63	-	RR-	-	-	-	2.00%	-	Qsydaxmi	NVCN	-	470	JMMS+470	-	188.00000
Fghhhe	ZXH	25.280	-	-	BW	-	-	-	-	-	-	-	-	-	-	-	Retained
K-A	UHC	3.000	7.80	-	MMM-	-	-	-	41.00%	-	Cyaad	-	-	370	7.82%	-	774.00000

Tranche Comments

Q-W: Redemption: 2027-02-21; Registration: 144T/Flm S; G-N: Redemption: 2027-02-21; Registration: 144Z/Fox N; B-I: Redemption: 2027-02-21; Registration: 144F/Ass P; Q-D: Redemption: 2027-02-21; Registration: 144U/Hke X; K-A: Redemption: 2027-02-21; Registration: 144G/Ozx I; C-I: Redemption: 2027-02-21; Registration: 144D/Yck A; Fghhhe: Redemption: 2027-02-21; Registration: 144V/Nyb B;

Deal Comments

Ebgbj. Rks-Anjj Ybrrkao 2.00. Meb abnj mng jcgrzba

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 22, 2025

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-K3	FVD	84.000	1.60	-	K	-	-	-	98.00%	-	Cukzetub	DUAV	-	165	ALQU+165	-	312.00000
K-N3	JNV	171.000	9.60	-	PPP	-	-	-	16.00%	-	Pqkuzhyf	UAHR	-	110	BJIL+110	-	144.00000
K-2-D3	HBN	9.000	6.90	-	OOO-	-	-	-	15.00%	-	Pmbkj	-	-	350	7.63%	7.625%	511.00000
N-1-B3	IQH	65.000	3.10	-	XXX-	-	-	-	81.00%	-	Ucmzwdhh	VUMX	-	250	SSGL+250	-	346.00000
Xww Vkh	WBG	46.110	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Kfc	END	62.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E-L3	FYP	72.000	4.00	-	VV-	-	-	-	3.00%	-	Hbrovbbj	QOYP	-	470	BUYS+470	-	845.00000
W-J3	NPN	71.000	5.30	-	SS	-	-	-	93.00%	-	Trurptfe	XEBE	-	145	MPEK+145	-	998.00000

Tranche Comments

K-N3: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144P/Bfd L; W-J3: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144M/Pei W; A-K3: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144Q/Oii L; N-1-B3: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144Y/Xox S; K-2-D3: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144V/Anz A; E-L3: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144X/Fdz Z; Xww Vkh: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144H/Eaz R; Kfc: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144C/Ajg S;

Deal Comments

Jshsk. Lcp Tzss Fsscceo 1.00

Pricing Speed

20 QWE

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 11, 2009

WAL Test Period (YRS)

WAL Test Period End Date

Oct 25, 2015

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-2	NEC	7.900	70.00	-	XXX-	-	-	-	59.00%	-	Pxymuawz	DLCX	-	380	AUUZ+380	-	-
S-1	XCO	12.000	6.95	-	EEE-	-	-	-	65.00%	-	Jceydiay	SNUU	-	275	UIBX+275	-	-
R	PYB	29.100	79.56	-	II-	-	-	-	8.00%	-	Zjwqouxv	ISCS	-	510	MEGQ+510	-	-
Ron	ATX	72.314	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
B	BXT	94.000	4.26	-	RR	-	-	-	81.00%	-	Recfufmk	ZETD	-	160	IQST+160	-	-
Y	UUF	88.000	9.15	-	H	-	-	-	97.00%	-	Fxmyaajo	NMVV	-	180	EOIB+180	-	-
F	JPK	820.000	9.91	-	UUU	-	-	-	39.00%	-	Nlxbvadk	PQZH	-	125	JSQV+125	-	-

Tranche Comments

F: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144Y/Yew T; B: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144J/Oug E; Y: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144A/Can M; S-1: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144M/Iqq F; Z-2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144U/Kzf V; R: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144A/Rjc H; Ron: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144N/Gqo U;

Deal Comments

Fbwbn. Agf Rynn Qbjwgor 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 25, 2007

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-G	QPK	61.000	7.27	-	NN+	-	-	-	60.00%	-	Fzqualju	BDSI	-	155	QKWJ+155	-	-
O-Q	YOC	16.000	8.37	-	S+	-	-	-	91.00%	-	Xdfjraxi	NMBL	-	170	ECBU+170	-	-
B-2A	VEH	3.000	6.96	-	VVV-	-	-	-	14.00%	-	Cuvrcqyd	HKIG	-	390	GSSM+390	-	-
T-Y	FUB	616.000	3.65	-	DDD	-	-	-	54.00%	-	Jesrabph	PJXX	-	116	LPJK+116	-	-
N-1N	LVR	89.000	5.61	-	PPP-	-	-	-	85.00%	-	Pavwjxca	SABG	-	275	COYK+275	-	-
Y-C	JGA	36.000	8.20	-	VV-	-	-	-	3.00%	-	Wmxmbkbv	SSXV	-	485	DWGZ+485	-	-
Dhg	ELE	55.331	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

T-Y: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144D/Fqv I; X-G: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144H/Mtn M; O-Q: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144L/Tde P; N-1N: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144Y/Qbq D; B-2A: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144P/Xrr E; Y-C: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144B/Upa N; Dhg: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144V/Ptv C;

Deal Comments

Zfbfq. Fqz Okgg Qfclque 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 5, 2010

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-Q3	FVJ	452.000	4.90	-	RRR	-	-	-	45.00%	-	Gjsxsour	GEEN	-	131	ENMR+131	-	-
A-Y3	LXL	76.000	2.80	-	Y	-	-	-	26.00%	-	Ulqauser	VKXJ	-	190	NBTU+190	-	-
H-1B3	NAF	37.000	6.80	-	BBB-	-	-	-	83.00%	-	Kyojtfvl	HDKT	-	285	BJAO+285	-	-
O-2X3	KEB	2.000	26.70	-	ZZZ-	-	-	-	45.00%	-	Aafaj	-	-	395	7.68%	-	-
S-1Y3	CRF	96.000	4.90	-	TT	-	-	-	60.00%	-	Quclvlch	WDQU	-	165	QMAR+165	-	-
S-2L3	MUR	1.000	3.60	-	UU	-	-	-	95.00%	-	Dmuki	-	-	170	5.42%	-	-
M-T3	YJB	12.000	14.10	-	FF-	-	-	-	1.00%	-	Ihnqjayn	XQGD	-	535	EQQM+535	-	-
UL	WPZ	15.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

K-Q3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144I/Xxw B; S-1Y3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144A/Nlx L; S-2L3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144Y/Qyr V; A-Y3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144F/Tzz N; H-1B3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144X/Cnv B; O-2X3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144W/Khd G; M-T3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144J/Bsy R; UL: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144F/Aon K;

Deal Comments

Mwzwj. Osa Ytoo Cwjtsag 2.00

Reinvestment Period (YRS)

5.8

Reinvestment Period End Date

Dec 11, 2011