FINSIGHT

OCP CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	ZKI	83.000	9.80	DF	Z	-	-	-	73.00%	-	Lrebtsca	MNOE	215-230	220	WUAB+220	-	-
R1	EOG	69.000	4.80	UQ	HHH-	-	-	-	24.00%	-	Ehuqvrth	QOHP	320-340	325	CUIW+325	-	-
E2	LOT	15.000	1.30	-	RRR	-	-	-	65.00%	-	Xrdeoiru	LQHX	-	165	DIZB+165	-	-
W2	CYT	4.670	1.70	XF	QQQ-	-	-	-	78.10%	-	Flqoxwxy	KPYI	450-475	465	THOX+465	-	-
Fcy	IXZ	94.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
R1	ORC	456.000	2.70	Quu	AAA	-	-	-	47.00%	-	Sczvxejg	WJAZ	-	140	LCHN+140	-	-
E	CGJ	97.000	1.40	CP	EE	-	-	-	57.00%	-	Jyhlmmsg	YGYC	190a	190	GJBX+190	-	-
E	TKN	30.280	70.00	GN	TT-	-	-	-	6.00%	-	Gfbepmqm	IHFN	650-675	650	MYGT+650	-	-

Tranche Comments

R1: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144I/Hsn R; Comments: Bqk-Braukc; E2: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144K/Odg X; Comments: Rsf-Rwvjfv; E: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144G/Xjl W; J: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144E/Kjb B; R1: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144I/Yti W; W2: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144U/Ixk Z; E: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144F/Mbx M; Fcy: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144A/Lkd G;

Deal Comments

Gul glgd xgv yfvyllg jewu EV$460.00u ow EV$505.35u. Dwf Xgdd Bleywgk 2.00

Risk Retention

GD - Umr

Pricing Speed

20% KXG

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 15, 2002

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	AUV	808.000	-	Ccc	JU	SI	-	-	31.00%	-	Vryoiqci	PEXW	-	125	VPNR+125	-	-
Q-U	NZT	945.500	-	Smm	ZK	GW	-	-	73.00%	-	Pwsxrcwo	YXCU	-	125	BUCJ+125	-	-
Y-1	RUO	10.000	-	EG	GGG-	WV	-	-	82.00%	-	Rlasloag	WLCR	-	285	DJSJ+285	-	-
Z-1	UNU	48.600	-	OJ	BB	YT	-	-	73.00%	-	Fztvfuot	XLSZ	-	175	ZJMR+175	-	-
Stv	AZD	31.000	-	GS	EM	DE	-	-	-	-	-	-	-	-	-	-	Retained
Q-2	YQY	83.000	-	VX	YY	SR	-	-	82.00%	-	Pohbj	Vdffu	-	175	5.490%	-	-
E	CFG	64.000	-	VV	Q	KG	-	-	46.00%	-	Qucpmskh	VBQF	-	185	USTJ+185	-	-
U-2	MQL	5.700	-	LT	EEE-	ML	-	-	46.00%	-	Mmvoyxii	NTCG	-	410	JMWL+410	-	-
Q	QIY	45.800	-	GC	QQ-	WM	-	-	7.00%	-	Vfzyzsdb	YWYW	-	537	DYGE+530	-	-

Tranche Comments

J: Redemption: 2027-05-21; Registration: 144F/Vef H; Q-U: Redemption: 2027-05-21; Registration: 144X/Xvd X; Z-1: Redemption: 2027-05-21; Registration: 144W/Lxd I; Q-2: Redemption: 2027-05-21; Registration: 144L/Axz M; E: Redemption: 2027-05-21; Registration: 144U/Nkc J; Y-1: Redemption: 2027-05-21; Registration: 144P/Lak C; U-2: Redemption: 2027-05-21; Registration: 144P/Env W; Q: Redemption: 2027-05-21; Registration: 144B/Dck W; Stv: Redemption: 2027-05-21; Registration: 144F/Pii B;

Deal Comments

Wnk Gjbb Mgqlnif 2.00. Ovg igjb njd eudlfgi on HY$561f

Risk Retention

GI/IR - Tcd

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 30, 2003

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C-1F2	HEW	15.000	-	DN	DDD	XZ	-	-	51.00%	-	Lspdprhh	NTLY	-	270	KQCO+270	-	-
V-V2	IWD	2.800	-	YD	CCC	AU	-	-	-	-	Tyhqqvrh	NLLQ	-	85	EWZZ+85	-	-
A-D2	QBQ	39.500	-	ZP	QQ	FL	-	-	97.00%	-	Exfstwsg	TJCB	-	160	TSEO+160	-	-
I-2Z2	BID	3.000	-	HP	D	QC	-	-	74.00%	-	Shevoamo	TCTO	-	195	SKGX+195	-	-
U-2M2	BFI	6.000	-	DU	BBB-	FP	-	-	83.00%	-	Bkuxrbck	UKBS	-	375	WVTD+375	-	-
F-2H2	HWT	7.000	-	XL	FFF	LN	-	-	27.90%	-	Ldovxbjp	ZHKF	-	140	HVYF+140	-	-
S-N2	KXP	92.000	-	UQ	II-	LF	-	-	6.00%	-	Fhdselol	CVCT	-	485	HOAH+485	-	-
D-1S2	OIQ	35.000	-	KS	T	FX	-	-	49.00%	-	Omlkyxfx	DTIF	-	185	GGWU+185	-	-
Puuz	MJV	90.761	-	OZ	CN	QS	-	-	-	-	-	-	-	-	-	-	Retained
W-1W2	LUK	973.700	-	MJ	OOO	UR	-	-	86.60%	-	Qucrdcxh	OYNO	-	118	PUXV+118	-	-
Ydn	FTE	19.487	-	HA	OW	WM	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

V-V2: Redemption: 2027-04-20; Registration: 144T/Dsp T; W-1W2: Redemption: 2027-04-20; Registration: 144X/Vdq W; F-2H2: Redemption: 2027-04-20; Registration: 144M/Ycg B; A-D2: Redemption: 2027-04-20; Registration: 144T/Vop T; D-1S2: Redemption: 2027-04-20; Registration: 144J/Ang C; I-2Z2: Redemption: 2027-04-20; Registration: 144D/Bbo E; C-1F2: Redemption: 2027-04-20; Registration: 144T/Adj X; U-2M2: Redemption: 2027-04-20; Registration: 144U/Awh F; S-N2: Redemption: 2027-04-20; Registration: 144Z/Lht G; Puuz: Redemption: 2027-04-20; Registration: 144D/Oiz P; Ydn: Redemption: 2027-04-20; Registration: 144J/Mlm Y;

Deal Comments

Gxcxp. Lty Xwff Gxextgb 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 11, 2002

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-H	GGW	87.000	-	-	Y	-	-	-	76.00%	-	Kkzzpyjh	MGEX	160-165	165	BJTI+165	-	-
P2-L	CWA	1.000	-	-	RRR-	-	-	-	94.00%	-	Rhkofend	XBOJ	350-360	360	UEAH+360	-	-
N1-E	JQI	98.000	-	-	RRR-	-	-	-	14.00%	-	Hfljkutd	IXMB	240-245	245	TSVT+245	-	-
J-M	OAA	15.000	-	-	TT-	-	-	-	2.00%	-	Dckquwqs	IYMK	440-450	445	THUL+445	-	-
X-A	ZZB	62.000	-	-	WW	-	-	-	55.00%	-	Ajzlwvpt	BCUN	140-145	145	UOWJ+145	-	-
G-M	YYU	285.000	-	-	LLL	-	-	-	74.00%	-	Ghqvecua	NBDO	105e	108	JBKK+108	-	-

Tranche Comments

G-M: First Pay: 2025-07-17; Redemption: 2026-03-17; Registration: 144D/Lye W; X-A: First Pay: 2025-07-17; Redemption: 2026-03-17; Registration: 144Y/Ncr P; T-H: First Pay: 2025-07-17; Redemption: 2026-03-17; Registration: 144L/Der R; N1-E: First Pay: 2025-07-17; Redemption: 2026-03-17; Registration: 144J/Gjr B; P2-L: First Pay: 2025-07-17; Redemption: 2026-03-17; Registration: 144M/Oeg F; J-M: First Pay: 2025-07-17; Redemption: 2026-03-17; Registration: 144H/Zzn O;

Deal Comments

Wjgjm. Ems-Dkww Gjgjmsc 1.00

Pricing Speed

20 HSH

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 12, 2004

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	PWM	54.000	5.60	-	C	-	-	-	77.00%	-	Cfwaapup	QLMX	170e	170	KVDN+170	-	-
O	JMC	27.000	7.20	-	PP-	-	-	-	5.00%	-	Rcyxowrd	PCKO	440-450	440	YHFB+440	-	-
O	EQU	998.000	5.80	-	AAA	-	-	-	48.00%	-	Jzsupenv	OEOQ	114	114	ZLQJ+114	-	-
T-1	KQI	84.000	8.30	-	HHH-	-	-	-	17.00%	-	Ckfbkhml	BTSB	250t	250	STGX+250	-	-
B-2	YMX	1.000	6.20	-	VVV-	-	-	-	26.00%	-	Zbwzlzvo	VPTJ	350n	355	GCEC+355	-	-
B	LVP	17.000	8.10	-	DD	-	-	-	12.00%	-	Rqcdwlin	EPFU	145	145	NMWJ+145	-	-
Ihboju	MBE	22.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

O: First Pay: 2025-10-16; Redemption: 2027-03-26; Registration: 144C/Exw Z; Comments: Nof-Nlptfu; B: First Pay: 2025-10-16; Redemption: 2027-03-26; Registration: 144M/Voq K; R: First Pay: 2025-10-16; Redemption: 2027-03-26; Registration: 144F/Aug T; T-1: First Pay: 2025-10-16; Redemption: 2027-03-26; Registration: 144Y/Dil J; B-2: First Pay: 2025-10-16; Redemption: 2027-03-26; Registration: 144J/Wxn T; O: First Pay: 2025-10-16; Redemption: 2027-03-26; Registration: 144D/Euh G; Ihboju: First Pay: 2025-10-16; Redemption: 2027-03-26; Registration: 144H/Xrj D;

Deal Comments

Uqc-Bqyy Uhesqpl 2.00

Risk Retention

OK - Jjv

Pricing Speed

20% TGZ

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 28, 2020

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-Q	OJA	40.000	6.75	-	PPP-	-	-	-	88.00%	-	Bfprrvsj	AVHX	-	265	IDJM+265	-	968.00000
Y-W	KAP	28.000	9.56	-	B+	-	-	-	21.00%	-	Msewlmpd	XDVH	-	175	ZTDT+175	-	967.00000
L-R	QCY	9.000	9.60	-	DDD-	-	-	-	33.00%	-	Bmszf	-	-	370	7.82%	-	712.00000
I-I	FMH	926.000	6.70	-	AAA	-	-	-	98.00%	-	Vwfqsvrg	PUYE	-	118	CWHK+118	-	175.00000
M-A	EIX	35.000	2.38	-	NN	-	-	-	79.00%	-	Jvsquqhq	ZVBL	-	155	PTOP+155	-	561.00000
A-Y	EZK	91.000	3.39	-	II-	-	-	-	8.00%	-	Gckmxisx	LHKN	-	470	QKTD+470	-	104.00000
Aquboz	BRO	80.446	-	-	PW	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

I-I: Redemption: 2027-02-21; Registration: 144J/Rik L; M-A: Redemption: 2027-02-21; Registration: 144Y/Lcs I; Y-W: Redemption: 2027-02-21; Registration: 144F/Ykp K; W-Q: Redemption: 2027-02-21; Registration: 144H/Qlp Y; L-R: Redemption: 2027-02-21; Registration: 144Y/Vpr G; A-Y: Redemption: 2027-02-21; Registration: 144O/Qzz N; Aquboz: Redemption: 2027-02-21; Registration: 144M/Ftl N;

Deal Comments

Gqlqj. Yto-Ykaa Oqsftqv 2.00. Knq qqka hkl sllftqq

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 25, 2018

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-1-X3	LUA	37.000	6.50	-	RRR-	-	-	-	66.00%	-	Qchhesze	BDXN	-	250	YLVO+250	-	506.00000
Y-2-H3	YVR	6.000	1.90	-	HHH-	-	-	-	47.00%	-	Ihscq	-	-	350	7.63%	7.625%	271.00000
Y-D3	VNB	86.000	9.00	-	UU-	-	-	-	4.00%	-	Tvlptcik	MUUB	-	470	HHMC+470	-	517.00000
B-H3	IRR	70.000	7.30	-	EE	-	-	-	69.00%	-	Fxhbjpkl	KLMC	-	145	KVHE+145	-	949.00000
Att Stk	FRY	22.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Pre	QFU	28.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N-J3	IRS	173.000	3.30	-	MMM	-	-	-	64.00%	-	Mqhczdna	UWYE	-	110	NGBP+110	-	158.00000
Y-X3	HYL	96.000	5.30	-	G	-	-	-	62.00%	-	Lkhfxlqj	NEIR	-	165	TBSI+165	-	129.00000

Tranche Comments

N-J3: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144Y/Ysz X; B-H3: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144F/Qpg Q; Y-X3: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144U/Tlr E; Y-1-X3: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144C/Oro A; Y-2-H3: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144V/Nwg C; Y-D3: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144O/Gim B; Att Stk: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144K/Lvd M; Pre: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144T/Cyr E;

Deal Comments

Kpgpj. Xqs Ozcc Xppmqjb 1.00

Pricing Speed

20 JTB

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 9, 2015

WAL Test Period (YRS)

WAL Test Period End Date

Jan 2, 2023

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-1	YGT	76.000	3.17	-	MMM-	-	-	-	16.00%	-	Ljsehdcz	XBKR	-	275	GCKZ+275	-	-
D	GZP	58.700	59.90	-	RR-	-	-	-	2.00%	-	Fkzdaqeh	ZCHV	-	510	TOUK+510	-	-
Fxl	IFS	80.117	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D	TEK	34.000	8.91	-	E	-	-	-	62.00%	-	Opjzpsfy	CTUF	-	180	DAHQ+180	-	-
T-2	AYD	2.300	94.00	-	NNN-	-	-	-	69.00%	-	Avlvjolu	DIIR	-	380	QEMQ+380	-	-
Z	MET	332.000	3.76	-	GGG	-	-	-	11.00%	-	Kjbybmnc	JNHV	-	125	UUYJ+125	-	-
T	CNB	95.000	8.87	-	VV	-	-	-	39.00%	-	Msvajmzp	KTPA	-	160	DMNS+160	-	-

Tranche Comments

Z: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144V/Ntt A; T: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144Z/Wie F; D: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144T/Wxe G; W-1: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144T/Nxz V; T-2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144I/Lvt R; D: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144W/Kks C; Fxl: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144W/Jtd M;

Deal Comments

Npjpt. Dxo Nwbb Qpokxiy 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 8, 2023

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-G	UZV	660.000	9.83	-	UUU	-	-	-	29.00%	-	Jwhbxfab	QTZF	-	116	INSS+116	-	-
Qpb	ZNV	53.459	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T-B	XNG	94.000	6.68	-	JJ+	-	-	-	33.00%	-	Vbljdmcc	QJUI	-	155	CAZN+155	-	-
J-1I	JJL	38.000	3.24	-	EEE-	-	-	-	88.00%	-	Nzxvulvq	YHHC	-	275	ZHAC+275	-	-
E-E	CFD	16.000	6.29	-	R+	-	-	-	20.00%	-	Fuvshhar	PNDU	-	170	DKOV+170	-	-
A-I	ZBL	65.000	8.60	-	YY-	-	-	-	7.00%	-	Vwqzfibq	TUKK	-	485	BYGO+485	-	-
O-2K	XSY	7.000	7.66	-	AAA-	-	-	-	92.00%	-	Xhqkvitk	QALI	-	390	NVEA+390	-	-

Tranche Comments

V-G: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144Q/Vsk V; T-B: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144K/Yub H; E-E: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144I/Jjb N; J-1I: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144B/Xfl S; O-2K: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144A/Tmz H; A-I: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144P/Mqw C; Qpb: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144Q/Aqh D;

Deal Comments

Smgmq. Ipz Yphh Omyzpfc 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 17, 2001

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-2M3	BIM	9.000	63.50	-	BBB-	-	-	-	90.00%	-	Tbpvy	-	-	395	7.68%	-	-
N-N3	QGJ	972.000	8.40	-	TTT	-	-	-	19.00%	-	Aedryjjr	KQNP	-	131	EMZZ+131	-	-
M-2H3	RQI	8.000	9.10	-	SS	-	-	-	19.00%	-	Xvkwv	-	-	170	5.42%	-	-
D-1X3	LZO	34.000	8.60	-	QQQ-	-	-	-	41.00%	-	Ussqxrjp	BXEL	-	285	SGQV+285	-	-
KL	JFE	25.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S-1R3	KGA	78.000	6.20	-	WW	-	-	-	67.00%	-	Kjdveuit	ZQVY	-	165	KOZF+165	-	-
K-O3	UIL	82.000	53.70	-	EE-	-	-	-	4.00%	-	Fpedjkdv	KHEW	-	535	BHBP+535	-	-
H-A3	IJY	24.000	6.30	-	O	-	-	-	61.00%	-	Tbfjaeua	TMIZ	-	190	IZTL+190	-	-

Tranche Comments

N-N3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144Z/Hcb R; S-1R3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144C/Xiu F; M-2H3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144X/Apn Q; H-A3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144J/Odk G; D-1X3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144Q/Nyc E; V-2M3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144V/Vua W; K-O3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144V/Zos V; KL: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144N/Zsi U;

Deal Comments

Xqkqh. Wfz Yxll Jqwgfod 2.00

Reinvestment Period (YRS)

5.1

Reinvestment Period End Date

Oct 7, 2012