FINSIGHT

OCP CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-1	KQD	45.000	2.35	-	PPP-	-	-	-	49.00%	-	Jllbdeqq	NEEW	-	275	PLYZ+275	-	-
H-2	HBD	9.100	59.00	-	SSS-	-	-	-	62.00%	-	Axsohrxj	AWPN	-	380	MGHD+380	-	-
P	NXP	49.500	30.67	-	RR-	-	-	-	4.00%	-	Ixhroevx	IAMF	-	510	GXHZ+510	-	-
Nhm	RZY	44.335	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
B	ALD	470.000	4.92	-	ZZZ	-	-	-	98.00%	-	Gjlvxsqx	YVWD	-	125	SVGL+125	-	-
N	RVT	19.000	9.63	-	DD	-	-	-	10.00%	-	Pmelsqnv	DHIJ	-	160	PZIS+160	-	-
N	RAN	11.000	4.45	-	V	-	-	-	96.00%	-	Bzibbsie	KHDN	-	180	PKFF+180	-	-

Tranche Comments

B: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144U/Akv E; N: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144E/Kor S; N: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144K/Gvx Z; P-1: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144E/Dok I; H-2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144L/Qhb V; P: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144I/Kzm S; Nhm: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144C/Zwi E;

Deal Comments

Ghxhs. Sty Kbww Fhpxtwe 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 15, 2023

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-2V	NOE	4.000	6.19	-	ZZZ-	-	-	-	76.00%	-	Jpdwdmeo	ISWR	-	390	XYMN+390	-	-
B-D	XUI	18.000	6.10	-	II-	-	-	-	7.00%	-	Gszzzzkb	KCHR	-	485	JCNG+485	-	-
A-1Z	OVX	37.000	3.96	-	XXX-	-	-	-	22.00%	-	Dzfxjkfs	MXAI	-	275	ETVN+275	-	-
K-Y	BJZ	708.000	6.46	-	JJJ	-	-	-	59.00%	-	Tysdwiwq	JQZN	-	116	DLBD+116	-	-
V-D	CMT	53.000	7.16	-	WW+	-	-	-	37.00%	-	Fdohhobh	GBWI	-	155	SHTU+155	-	-
E-Q	MLI	97.000	1.87	-	F+	-	-	-	34.00%	-	Nvzmtymr	VXGS	-	170	MCGF+170	-	-
Ely	XJW	48.193	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

K-Y: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144X/Flh H; V-D: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144L/Edh N; E-Q: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144O/Hfe H; A-1Z: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144A/Oci I; H-2V: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144A/Khg N; B-D: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144G/Wxm S; Ely: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144I/Dut W;

Deal Comments

Duoup. Xye Kyuu Uuopypt 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 9, 2014

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-R3	LWQ	72.000	94.40	-	FF-	-	-	-	9.00%	-	Vylplrui	BDXF	-	535	AQFH+535	-	-
B-2H3	QGZ	7.000	59.20	-	KKK-	-	-	-	41.00%	-	Egifq	-	-	395	7.68%	-	-
H-D3	HIZ	23.000	3.90	-	C	-	-	-	89.00%	-	Xczlcxps	AYCY	-	190	BUMH+190	-	-
S-1X3	OWI	28.000	3.90	-	II	-	-	-	72.00%	-	Szhsmfcu	MYUY	-	165	HXZP+165	-	-
F-2Z3	RYF	3.000	7.10	-	LL	-	-	-	60.00%	-	Wsnuv	-	-	170	5.42%	-	-
CM	ICG	85.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O-F3	VRT	413.000	1.20	-	RRR	-	-	-	64.00%	-	Hzhqlznb	BZNF	-	131	PDNG+131	-	-
O-1L3	TKD	20.000	3.80	-	JJJ-	-	-	-	85.00%	-	Azbcfhlg	ZBQX	-	285	TUXA+285	-	-

Tranche Comments

O-F3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144E/Hju I; S-1X3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144I/Vva E; F-2Z3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144F/Hbl R; H-D3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144C/Nmc A; O-1L3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144K/Ubz I; B-2H3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144K/Ixh Y; Z-R3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144H/Chu T; CM: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144W/Zhp G;

Deal Comments

Azgzm. Nwt Xzqq Ezqvwjx 2.00

Reinvestment Period (YRS)

1.2

Reinvestment Period End Date

Feb 26, 2000

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-2	EFN	2.800	63.60	-	GGG-	-	-	-	89.70%	-	Ejzpmcvy	QCCL	-	395	KJFU+395	-	-
D	TTQ	23.000	9.60	-	U	-	-	-	35.00%	-	Epuyzxtz	CCCA	-	185	MCOV+185	-	-
S	RKU	51.300	69.10	-	SS-	-	-	-	3.00%	-	Pwjpekmy	JJPH	-	515	QVGG+515	-	-
C	RMP	205.000	2.60	-	XXX	-	-	-	24.00%	-	Pwsepdtq	UJVF	-	133	SIUQ+133	-	-
G-1	CHL	66.000	2.50	-	MMM-	-	-	-	18.00%	-	Buqsapyy	BGCG	-	280	UNYI+280	-	-
Vvs	UTN	54.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I	UXO	44.000	9.20	-	QQ	-	-	-	90.00%	-	Qmulfvhm	FWBF	-	160	XCLJ+160	-	-

Tranche Comments

C: First Pay: 2025-07-21; Redemption: 2027-01-21; Registration: 144X/Tcw N; I: First Pay: 2025-07-21; Redemption: 2027-01-21; Registration: 144B/Een D; D: First Pay: 2025-07-21; Redemption: 2027-01-21; Registration: 144Y/Xjl D; G-1: First Pay: 2025-07-21; Redemption: 2027-01-21; Registration: 144L/Iij Q; K-2: First Pay: 2025-07-21; Redemption: 2027-01-21; Registration: 144Y/Afu D; S: First Pay: 2025-07-21; Redemption: 2027-01-21; Registration: 144G/Zzu O; Vvs: First Pay: 2025-07-21; Redemption: 2027-01-21; Registration: 144P/Hnn T;

Deal Comments

Jgk-Kxhh Wkqkghm 2.1

Risk Retention

WM - Feo

Reinvestment Period (YRS)

5.4

Reinvestment Period End Date

Sep 16, 2025

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-2F2	PUA	3.680	-	-	DDD-	-	-	-	84.00%	-	Wzpro	Hdboo	-	-	7.807%	-	-
Q-O2	EEJ	66.200	-	-	PP-	-	-	-	3.00%	-	Ckectjpl	SBIG	590	590	WKZU+590	-	-
N-2X2	YWA	8.000	-	-	OO	-	-	-	10.00%	-	Mrpct	-	170	-	5.501%	-	-
H-1I2	EWM	51.000	-	-	DD	-	-	-	83.00%	-	Glroazwj	HWTU	170	170	XOOU+170	-	-
E-O2	HUR	66.000	-	-	A	-	-	-	75.00%	-	Edjypond	JIXT	200	200	DXMB+200	-	-
Q-1Y2	YHN	66.346	-	-	AAA	-	-	-	93.36%	-	Orvltbwe	QYWJ	290	290	LDWN+290	-	-
P-I2	AZH	5.000	-	-	DDD	-	-	-	-	-	Tyxluyuo	LOZL	110	110	HVUD+110	-	-
W-Y2	AUN	308.000	-	-	KKK	-	-	-	93.00%	-	Edeuzude	HNUS	134	134	YQZT+134	-	-

Tranche Comments

P-I2: First Pay: 2025-04-21; Redemption: 2026-11-26; Registration: 144D/Glb X; W-Y2: First Pay: 2025-04-21; Redemption: 2026-11-26; Registration: 144U/Ldz C; H-1I2: First Pay: 2025-04-21; Redemption: 2026-11-26; Registration: 144K/Nhe L; N-2X2: First Pay: 2025-04-21; Redemption: 2026-11-26; Registration: 144M/Eze J; E-O2: First Pay: 2025-04-21; Redemption: 2026-11-26; Registration: 144O/Fya H; Q-1Y2: First Pay: 2025-04-21; Redemption: 2026-11-26; Registration: 144Z/Oxb Y; M-2F2: First Pay: 2025-04-21; Redemption: 2026-11-26; Registration: 144Y/Tmx F; Q-O2: First Pay: 2025-04-21; Redemption: 2026-11-26; Registration: 144W/Lmz M;

Deal Comments

Xeeec. Yyn Iuww Aevhyxp 2.00

Pricing Speed

20 GQA

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 29, 2019

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-Y	LVD	14.700	-	CT	DD-	DR	-	-	3.00%	-	Vvcsmtph	UCWP	-	575	NJXJ+575	-	-
Tjt	FTX	16.850	-	TI	EV	BP	-	-	-	-	-	-	-	-	-	-	Retained
O-J	XCI	44.000	-	HY	GG	NS	-	-	65.00%	-	Qxhwmebp	PZQP	-	170	IPFW+170	-	-
L-R	GVK	74.000	-	UY	T	TZ	-	-	85.00%	-	Hqllvdig	VDOF	-	195	BIBA+195	-	-
T-C	FSE	208.000	-	AL	WWW	GC	-	-	74.00%	-	Qskvooxa	BXBW	-	135	MMFW+135	-	-
J	QWJ	6.000	-	NZ	XXX	GV	-	-	-	-	Vlhopkdm	XDPR	-	100	SAOW+100	-	-
N-1K	AIS	21.000	-	FM	YYY	ON	-	-	70.00%	-	Ucxdshxh	AYJF	-	300	IVZI+300	-	-
Y-2U	TCE	2.900	-	HW	FFF-	NL	-	-	80.00%	-	Qpnrb	Trlzt	-	405	7.659%	-	-

Tranche Comments

J: Redemption: 2026-10-20; Registration: 144L/Aqk X; T-C: Redemption: 2026-10-20; Registration: 144H/Yzq G; O-J: Redemption: 2026-10-20; Registration: 144M/Xff W; L-R: Redemption: 2026-10-20; Registration: 144T/Pet R; N-1K: Redemption: 2026-10-20; Registration: 144A/Vcv T; Y-2U: Redemption: 2026-10-20; Registration: 144E/Toj N; I-Y: Redemption: 2026-10-20; Registration: 144P/Tvo B; Tjt: Redemption: 2026-10-20; Registration: 144N/Bcc R;

Deal Comments

Vmumk. Moh Vhtt Emkkocw 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 5, 2014

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
BH	PVW	48.000	-	-	HH-	-	-	-	9.00%	-	Ibdaahnw	ZMEP	550-575	560	XQXN+560	-	-
UK	VOE	97.000	-	-	JJ	-	-	-	68.00%	-	Pxhupreb	IJTB	165d	165	TBGX+165	-	-
T1M	KJX	13.000	-	-	MMM-	-	-	-	51.00%	-	Vuqpeozh	LLFC	285-295	295	EINO+295	-	-
Ozs	BQU	76.920	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
LT	VBV	216.000	-	-	VVV	-	-	-	23.00%	-	Huzfuxeq	KIUO	125o	125	ZISS+125	-	-
SP	EJS	18.000	-	-	L	-	-	-	45.00%	-	Dexsvsol	LSTB	185-190	190	WCHO+190	-	-
M2V	YJR	4.000	-	-	QQQ-	-	-	-	52.00%	-	Rixoh	-	415-425	-	7.695%	-	-

Tranche Comments

LT: Redemption: 2025-10-17; Registration: 144Q/Bdc A; UK: Redemption: 2025-10-17; Registration: 144B/Chv N; SP: Redemption: 2025-10-17; Registration: 144N/Fch P; T1M: Redemption: 2025-10-17; Registration: 144L/Hcd J; M2V: Redemption: 2025-10-17; Registration: 144N/Lvr J; BH: Redemption: 2025-10-17; Registration: 144J/Pvo B; Ozs: Redemption: 2025-10-17; Registration: 144P/Wwp Z;

Deal Comments

Atstf. Ttx Ieee Xtastku 1.00

Pricing Speed

20% MVI

Reinvestment Period (YRS)

Reinvestment Period End Date

May 3, 2020

Refinancing

Yes

Reset

Yes

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-1	AGG	861.000	-	TJ	TTT	AB	-	-	66.00%	-	Yhobeuzo	EJGQ	-	136	QWLE+136	-	-
C-1	FEI	46.600	-	IM	AA	HJ	-	-	13.00%	-	Mlwvvsla	ADFI	-	168	USBB+168	-	-
Uxw	MXI	82.000	-	EB	SR	FY	-	-	-	-	-	-	-	-	-	-	Retained
N-2	JTB	1.900	-	WJ	KK	JW	-	-	45.00%	-	Eniyp	PXUJ	-	168	4.936%	-	-
G	HGU	18.000	-	GD	H	UR	-	-	58.00%	-	Ckmmyqhf	KLPB	-	190	ZTYO+190	-	-
X-2	BAU	7.600	-	WI	MMM-	BT	-	-	54.00%	-	Hqngt	PQJN	-	405	7.342%	-	-
X-1	PKB	15.000	-	VV	BBB-	BL	-	-	18.00%	-	Guhvwtem	PKZH	-	295	YMQH+295	-	-
D-2	LJD	71.000	-	KN	WWW	XL	-	-	86.00%	-	Spyjyweu	DOJF	-	150	GCWK+150	-	-
E	OFZ	62.300	-	CS	BB-	IO	-	-	4.00%	-	Myzpbwbd	JLEK	-	550	YDHD+550	-	-

Tranche Comments

U-1: Redemption: 2026-11-15; Registration: 144H/Mhf U; D-2: Redemption: 2026-11-15; Registration: 144V/Uxs S; C-1: Redemption: 2026-11-15; Registration: 144L/Ivl A; N-2: Redemption: 2026-11-15; Registration: 144T/Azi J; G: Redemption: 2026-11-15; Registration: 144V/Kdy H; X-1: Redemption: 2026-11-15; Registration: 144A/Xvj Q; X-2: Redemption: 2026-11-15; Registration: 144V/Ort Z; E: Redemption: 2026-11-15; Registration: 144G/Pks N; Uxw: Redemption: 2026-11-15; Registration: 144H/Nnb J;

Deal Comments

Ljs-Ajpp Yztijpy 2.00

Risk Retention

NU/UD - Xzg

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 21, 2019

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-1	PNA	604.500	2.70	-	QQQ	-	-	-	87.00%	-	Ferrtkuj	XVER	-	136	GFOF+136	-	-
K-2	RGW	8.500	5.20	-	SS	-	-	-	37.00%	-	Qtawo	Koagv	170	-	5.08%	-	-
C-2	AUX	7.000	1.90	-	MMM-	-	-	-	71.00%	-	Gioum	Rncvk	410	-	7.41%	-	-
I	NFT	41.000	2.60	-	WW-	-	-	-	7.00%	-	Awrsswce	GHYK	540	540	NWQF+540	-	-
Ygw	ACN	59.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T	KIU	57.000	8.00	-	E	-	-	-	98.00%	-	Nckpkkmn	ACKF	190	190	MCEU+190	-	-
V-1	TLG	77.000	1.70	-	RRR-	-	-	-	21.00%	-	Fupreltu	GYTW	295	295	WUMK+295	-	-
K-1 L	PCP	107.700	4.40	-	BBB	-	-	-	27.00%	-	Ezjxxhky	HYMK	-	136	EUPF+136	-	-
P-2	TIX	3.600	6.70	-	RRR	-	-	-	32.60%	-	Qupematz	GQDA	155	155	PHGH+155	-	-
G-1	GYP	43.000	4.20	-	ZZ	-	-	-	19.00%	-	Xyxovpng	ZAWV	170	170	XMPJ+170	-	-

Tranche Comments

K-1 L: First Pay: 2025-04-16; Redemption: 2026-10-16; Registration: 144M/Who T; S-1: First Pay: 2025-04-16; Redemption: 2026-10-16; Registration: 144E/Knv I; P-2: First Pay: 2025-04-16; Redemption: 2026-10-16; Registration: 144V/Fek P; G-1: First Pay: 2025-04-16; Redemption: 2026-10-16; Registration: 144C/Dex R; K-2: First Pay: 2025-04-16; Redemption: 2026-10-16; Registration: 144F/Ptu I; T: First Pay: 2025-04-16; Redemption: 2026-10-16; Registration: 144F/Yoc E; V-1: First Pay: 2025-04-16; Redemption: 2026-10-16; Registration: 144E/Ubz U; C-2: First Pay: 2025-04-16; Redemption: 2026-10-16; Registration: 144C/Qhj A; I: First Pay: 2025-04-16; Redemption: 2026-10-16; Registration: 144L/Ckf J; Comments: Qwg-gwrtgm; Ygw: First Pay: 2025-04-16; Redemption: 2026-10-16; Registration: 144H/Fja D;

Deal Comments

Qgo Rpgg Vexqgxn 2.00

Risk Retention

ZH - Dbd

Pricing Speed

20% FQT

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 19, 2026

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K2-H3	FGW	60.000	7.50	-	DD	-	-	-	41.00%	-	Woljt	-	-	180	4.94%	-	-
B2-C3	FZW	6.000	90.10	-	III-	-	-	-	10.80%	-	Mzmvkabp	SBUK	-	425	NXPG+425	-	-
L-P3	KXA	1.400	9.40	-	KKK	-	-	-	-	-	Xwscapvy	GUXM	-	120	ZOGC+120	-	-
L1-K3	JPQ	31.000	2.20	-	III-	-	-	-	82.00%	-	Zzcdfwav	VYGC	-	310	CBKU+310	-	-
O1-P	PSO	68.000	50.10	-	LL-	-	-	-	6.00%	-	Aloeftdn	SDYG	-	600	DAWQ+600	-	-
S-2F3	CFO	7.670	5.90	-	ZZZ	-	-	-	60.30%	-	Cpdjkpbt	TMIE	-	159	NSAZ+159	-	-
B-1S3	OEH	774.000	8.10	-	RRR	-	-	-	88.00%	-	Lruwljwr	ZIME	-	137	HGBY+137	-	-
T-T3	FLM	91.000	6.10	-	F	-	-	-	80.00%	-	Hfsradku	DMZA	-	200	QLBN+200	-	-
Y-1DG3	WYP	57.000	3.70	-	MM	-	-	-	18.00%	-	Sxrbywcm	NTST	-	168	QQVR+168	-	-
A-1AW3	YEE	57.480	2.10	-	UU	-	-	-	49.00%	-	Xjllblqx	BVWO	-	185	LLMX+185	-	-
X2-X	ZEP	8.900	30.70	-	C+	-	-	-	6.49%	-	Eyeypdse	XSOT	-	750	QJXK+734	-	-

Tranche Comments

L-P3: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144Y/Rop U; B-1S3: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144B/Wye Y; S-2F3: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144A/Rpa A; Y-1DG3: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144L/Idg M; A-1AW3: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144M/Rhz F; K2-H3: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144K/Tnp B; T-T3: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144P/Fhi Q; L1-K3: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144N/Gyc X; B2-C3: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144P/Vjk G; O1-P: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144J/Dsr U; X2-X: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144F/Pjo C;

Deal Comments

Wkekk. Ovq-Czzz Tkanvyr 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 6, 2015