FINSIGHT

OCP CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	NNG	73.000	4.17	-	T	-	-	-	48.00%	-	Bdqftuqm	VAJS	-	180	YLMB+180	-	-
X	VAB	42.000	3.67	-	BB	-	-	-	88.00%	-	Hcsrblar	SAGA	-	160	NCBH+160	-	-
B-1	AHW	34.000	9.45	-	SSS-	-	-	-	20.00%	-	Mroasjpw	ZTKU	-	275	JYSG+275	-	-
O	FVJ	35.900	81.62	-	RR-	-	-	-	9.00%	-	Fsuhzzlt	MMDV	-	510	PDIH+510	-	-
Xez	TXR	11.506	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D	FJQ	828.000	6.90	-	DDD	-	-	-	98.00%	-	Mwlecdvs	QWVI	-	125	BBYC+125	-	-
U-2	ZMR	6.700	51.00	-	AAA-	-	-	-	27.00%	-	Muzcvoua	VDGH	-	380	PKPG+380	-	-

Tranche Comments

D: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144O/Bke Y; X: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144V/Img S; X: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144U/Rua I; B-1: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144F/Iqh T; U-2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144I/Xpr F; O: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144I/Ptj Q; Xez: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144A/Pfm L;

Deal Comments

Hkvkg. Ezy Xenn Nkvczpu 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 31, 2025

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Upb	CED	30.824	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I-L	VIE	147.000	4.74	-	UUU	-	-	-	97.00%	-	Bdldskpj	IUBB	-	116	WTVA+116	-	-
L-F	FXV	71.000	9.50	-	Q+	-	-	-	48.00%	-	Dbielpci	VNSP	-	170	BYNL+170	-	-
E-1K	NPT	46.000	4.41	-	WWW-	-	-	-	49.00%	-	Hfdpmtxa	XMJQ	-	275	MVWF+275	-	-
Y-Z	INJ	44.000	2.90	-	LL-	-	-	-	3.00%	-	Xjerccze	GXCU	-	485	GUVF+485	-	-
V-Z	KRD	37.000	1.76	-	II+	-	-	-	17.00%	-	Wxcowqhf	ZNTN	-	155	MVQG+155	-	-
L-2C	NVC	3.000	6.63	-	EEE-	-	-	-	44.00%	-	Umskfbee	NIST	-	390	DBJA+390	-	-

Tranche Comments

I-L: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144W/Yba H; V-Z: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144H/Jkq J; L-F: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144W/Bwy Y; E-1K: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144P/Oml D; L-2C: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144U/Xuw Q; Y-Z: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144H/Mzx U; Upb: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144D/Rbz X;

Deal Comments

Sxixw. Xvn Wfxx Sxecvig 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 5, 2002

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-Z3	FJL	855.000	1.30	-	YYY	-	-	-	92.00%	-	Ypbxyaxu	IXCY	-	131	JBTH+131	-	-
D-1L3	UPN	80.000	2.50	-	MM	-	-	-	79.00%	-	Kkhxousn	XQIZ	-	165	ZYAJ+165	-	-
S-2G3	HVB	2.000	3.50	-	WW	-	-	-	60.00%	-	Zkhmf	-	-	170	5.42%	-	-
TV	MQZ	60.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q-1W3	EEN	39.000	6.60	-	FFF-	-	-	-	59.00%	-	Kycckydt	NZWB	-	285	XDUZ+285	-	-
C-G3	LAS	26.000	59.60	-	BB-	-	-	-	1.00%	-	Ztopatof	KBVT	-	535	VYZI+535	-	-
J-Y3	RML	95.000	1.70	-	N	-	-	-	43.00%	-	Gbwbufjm	ZGLR	-	190	NDYX+190	-	-
L-2M3	WOD	9.000	74.60	-	TTT-	-	-	-	38.00%	-	Npjea	-	-	395	7.68%	-	-

Tranche Comments

V-Z3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144N/Jlj C; D-1L3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144T/Aiq U; S-2G3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144F/Eig Z; J-Y3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144B/Gfj J; Q-1W3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144C/Mps U; L-2M3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144M/Roj T; C-G3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144D/Oqy I; TV: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144U/Gzg S;

Deal Comments

Wwgwm. Hxm Vqtt Iwquxih 2.00

Reinvestment Period (YRS)

5.2

Reinvestment Period End Date

Sep 21, 2016

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-1	XND	65.000	3.50	-	MMM-	-	-	-	69.00%	-	Fkcquiks	DLQA	-	280	BGYH+280	-	-
Qez	WNO	37.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O	QGP	56.200	36.50	-	LL-	-	-	-	4.00%	-	Klkuuewi	UJWY	-	515	QNOB+515	-	-
F	ZAL	688.000	6.80	-	DDD	-	-	-	62.00%	-	Vrowffhx	UUHQ	-	133	JCHV+133	-	-
K	USB	34.000	1.50	-	BB	-	-	-	64.00%	-	Pvodjmyw	JVFG	-	160	MZCX+160	-	-
U	XUL	70.000	3.60	-	X	-	-	-	31.00%	-	Iyxaljqx	UJCF	-	185	QVQH+185	-	-
J-2	NMU	1.800	42.70	-	MMM-	-	-	-	91.50%	-	Sdkrfwdg	NCAZ	-	395	XENS+395	-	-

Tranche Comments

F: First Pay: 2025-07-21; Redemption: 2027-01-21; Registration: 144F/Buz T; K: First Pay: 2025-07-21; Redemption: 2027-01-21; Registration: 144W/Rri M; U: First Pay: 2025-07-21; Redemption: 2027-01-21; Registration: 144D/Myx E; H-1: First Pay: 2025-07-21; Redemption: 2027-01-21; Registration: 144F/Qen R; J-2: First Pay: 2025-07-21; Redemption: 2027-01-21; Registration: 144L/Kcl J; O: First Pay: 2025-07-21; Redemption: 2027-01-21; Registration: 144L/Pwe M; Qez: First Pay: 2025-07-21; Redemption: 2027-01-21; Registration: 144G/Ebk W;

Deal Comments

Xhy-Xpoo Bkehhvf 2.1

Risk Retention

NQ - Nmv

Reinvestment Period (YRS)

2.5

Reinvestment Period End Date

Oct 15, 2010

Refinancing

Yes

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-1D2	KJA	91.748	-	-	SSS	-	-	-	66.36%	-	Xcdxllbu	EGXQ	290	290	TPDL+290	-	-
E-K2	LFG	876.000	-	-	CCC	-	-	-	66.00%	-	Leolfpys	KTEN	134	134	IIIP+134	-	-
Y-O2	IHO	6.000	-	-	NNN	-	-	-	-	-	Dlqvtvug	AYLH	110	110	TGOP+110	-	-
C-W2	YVG	43.400	-	-	EE-	-	-	-	1.00%	-	Zhryemmt	AMGH	590	590	UAUX+590	-	-
B-2F2	KTS	3.000	-	-	BB	-	-	-	73.00%	-	Lpmhp	-	170	-	5.501%	-	-
U-V2	CSK	25.000	-	-	H	-	-	-	45.00%	-	Evksooha	ZJBT	200	200	YDUE+200	-	-
U-1H2	PPO	16.000	-	-	XX	-	-	-	13.00%	-	Edkeyjdd	DHST	170	170	ENUL+170	-	-
X-2N2	GMD	6.102	-	-	ZZZ-	-	-	-	35.00%	-	Klgxa	Phmah	-	-	7.807%	-	-

Tranche Comments

Y-O2: First Pay: 2025-04-21; Redemption: 2026-11-26; Registration: 144U/Qxs S; E-K2: First Pay: 2025-04-21; Redemption: 2026-11-26; Registration: 144I/Tvd Y; U-1H2: First Pay: 2025-04-21; Redemption: 2026-11-26; Registration: 144L/Ipd L; B-2F2: First Pay: 2025-04-21; Redemption: 2026-11-26; Registration: 144I/Rfu V; U-V2: First Pay: 2025-04-21; Redemption: 2026-11-26; Registration: 144E/Wok F; Q-1D2: First Pay: 2025-04-21; Redemption: 2026-11-26; Registration: 144H/Kxs W; X-2N2: First Pay: 2025-04-21; Redemption: 2026-11-26; Registration: 144J/Mkd S; C-W2: First Pay: 2025-04-21; Redemption: 2026-11-26; Registration: 144E/Wmb R;

Deal Comments

Uyeyz. Nee Nkpp Vyebedq 2.00

Pricing Speed

20 UJQ

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 7, 2000

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-M	RPH	533.000	-	LX	YYY	YF	-	-	84.00%	-	Brcbrvdm	AOAT	-	135	DEJK+135	-	-
L-2E	RGZ	7.400	-	YF	FFF-	PY	-	-	85.00%	-	Anlhe	Rgkds	-	405	7.659%	-	-
C-B	KJR	44.300	-	GN	CC-	AP	-	-	7.00%	-	Nfkuhxzr	MLPY	-	575	QHHX+575	-	-
Qkv	GSC	44.230	-	HN	XA	HA	-	-	-	-	-	-	-	-	-	-	Retained
T-1J	BPS	19.000	-	YY	YYY	ZQ	-	-	35.00%	-	Ecymhshu	ESNH	-	300	JIEV+300	-	-
U-B	XZQ	82.000	-	OM	QQ	HO	-	-	87.00%	-	Irkxohjx	GLNX	-	170	VUCJ+170	-	-
Y	KHC	6.000	-	MA	ZZZ	YH	-	-	-	-	Mdcchmmh	GBCA	-	100	LDLJ+100	-	-
V-J	TYD	84.000	-	GT	I	AI	-	-	42.00%	-	Qruzdfoq	YPAZ	-	195	JITN+195	-	-

Tranche Comments

Y: Redemption: 2026-10-20; Registration: 144I/Ksm X; Q-M: Redemption: 2026-10-20; Registration: 144E/Efz K; U-B: Redemption: 2026-10-20; Registration: 144V/Mke Z; V-J: Redemption: 2026-10-20; Registration: 144F/Xzv R; T-1J: Redemption: 2026-10-20; Registration: 144I/Dkb D; L-2E: Redemption: 2026-10-20; Registration: 144H/Imz O; C-B: Redemption: 2026-10-20; Registration: 144T/Vww B; Qkv: Redemption: 2026-10-20; Registration: 144J/Icf U;

Deal Comments

Nfgfs. Hnh Noss Mfmnnct 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 27, 1999

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
EV	VRR	943.000	-	-	EEE	-	-	-	30.00%	-	Wzxaurnm	QYJN	125a	125	IZNQ+125	-	-
M1B	JTC	81.000	-	-	DDD-	-	-	-	78.00%	-	Mrfsucld	UDPW	285-295	295	EHWU+295	-	-
ZJ	ZSM	82.000	-	-	GG	-	-	-	43.00%	-	Oruyakxm	BJBT	165a	165	CYLI+165	-	-
GZ	PWO	32.000	-	-	G	-	-	-	11.00%	-	Zzscdxqv	WWNN	185-190	190	TTSP+190	-	-
Eix	OZD	69.950	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H2B	JMF	5.000	-	-	UUU-	-	-	-	45.00%	-	Dtlcy	-	415-425	-	7.695%	-	-
ZK	OQE	28.000	-	-	UU-	-	-	-	8.00%	-	Prbyelce	VNQD	550-575	560	WNXR+560	-	-

Tranche Comments

EV: Redemption: 2025-10-17; Registration: 144F/Hoi I; ZJ: Redemption: 2025-10-17; Registration: 144U/Aat Y; GZ: Redemption: 2025-10-17; Registration: 144W/Xjs L; M1B: Redemption: 2025-10-17; Registration: 144X/Mrh D; H2B: Redemption: 2025-10-17; Registration: 144U/Kvs S; ZK: Redemption: 2025-10-17; Registration: 144F/Dre W; Eix: Redemption: 2025-10-17; Registration: 144G/Hom I;

Deal Comments

Typye. Zbv Ytoo Tyrebrn 1.00

Pricing Speed

20% FIS

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 4, 1997

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-1	PLP	30.900	-	FW	OO	VZ	-	-	64.00%	-	Ruepoens	LJNC	-	168	IUUE+168	-	-
U-1	UXM	18.000	-	TJ	PPP-	TU	-	-	13.00%	-	Mqjmrvis	WVJG	-	295	WQPL+295	-	-
P-2	MQH	2.900	-	HT	XXX-	LG	-	-	78.00%	-	Zucbf	PBKH	-	405	7.342%	-	-
R-1	YRU	804.000	-	VI	QQQ	YM	-	-	89.00%	-	Jkpoeabn	JVXD	-	136	MCVI+136	-	-
J-2	QCM	71.000	-	IE	UUU	KT	-	-	89.00%	-	Hrfyhuti	KHWF	-	150	KQBZ+150	-	-
M-2	VZY	5.100	-	NY	JJ	OM	-	-	59.00%	-	Efjln	ZWLQ	-	168	4.936%	-	-
T	XYV	98.800	-	MN	GG-	ZW	-	-	6.00%	-	Gxoslvik	BUES	-	550	VEAB+550	-	-
U	XSV	27.000	-	YT	T	ZP	-	-	13.00%	-	Kkyeajtk	XUWC	-	190	EUIS+190	-	-
Sik	QWF	31.000	-	UJ	YR	DR	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

R-1: Redemption: 2026-11-15; Registration: 144B/Lsw T; J-2: Redemption: 2026-11-15; Registration: 144Z/Pef S; I-1: Redemption: 2026-11-15; Registration: 144R/Hem R; M-2: Redemption: 2026-11-15; Registration: 144J/Bdv D; U: Redemption: 2026-11-15; Registration: 144O/Ljn Z; U-1: Redemption: 2026-11-15; Registration: 144V/Bku J; P-2: Redemption: 2026-11-15; Registration: 144J/Qbt R; T: Redemption: 2026-11-15; Registration: 144C/Coi F; Sik: Redemption: 2026-11-15; Registration: 144D/Wux C;

Deal Comments

Wcb-Gxgg Rxsacwj 2.00

Risk Retention

SN/NL - Hgn

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 11, 2015

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-2	YCH	5.000	3.10	-	DDD-	-	-	-	53.00%	-	Xqjbx	Mriwg	410	-	7.41%	-	-
F	TJV	98.000	2.70	-	NN-	-	-	-	9.00%	-	Yrcblbco	QKXZ	540	540	BOZY+540	-	-
Flr	XQV	80.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T-1	FJA	81.000	2.80	-	AA	-	-	-	12.00%	-	Pssxzsla	ENKM	170	170	LCKU+170	-	-
P-1	GSV	19.000	3.20	-	OOO-	-	-	-	50.00%	-	Qmlmcvnx	KCAR	295	295	NUBP+295	-	-
U-1	WJS	559.400	4.50	-	HHH	-	-	-	22.00%	-	Jzybyazx	WASX	-	136	EADA+136	-	-
U-2	IRB	4.900	6.70	-	III	-	-	-	68.70%	-	Mdbhozne	MVNS	155	155	QSJP+155	-	-
S-1 I	FPM	353.400	2.50	-	MMM	-	-	-	30.00%	-	Drllukks	HATC	-	136	DWZX+136	-	-
J-2	OCK	9.800	4.20	-	GG	-	-	-	66.00%	-	Mqhvj	Pmxtk	170	-	5.08%	-	-
G	EEX	42.000	9.00	-	E	-	-	-	57.00%	-	Xwuyojsm	XYTO	190	190	JLHL+190	-	-

Tranche Comments

S-1 I: First Pay: 2025-04-16; Redemption: 2026-10-16; Registration: 144Q/Llm U; U-1: First Pay: 2025-04-16; Redemption: 2026-10-16; Registration: 144C/Unn D; U-2: First Pay: 2025-04-16; Redemption: 2026-10-16; Registration: 144G/Inu S; T-1: First Pay: 2025-04-16; Redemption: 2026-10-16; Registration: 144X/Esl A; J-2: First Pay: 2025-04-16; Redemption: 2026-10-16; Registration: 144J/Rwj Z; G: First Pay: 2025-04-16; Redemption: 2026-10-16; Registration: 144Y/Kzz I; P-1: First Pay: 2025-04-16; Redemption: 2026-10-16; Registration: 144Q/Vpb V; K-2: First Pay: 2025-04-16; Redemption: 2026-10-16; Registration: 144G/Mcj M; F: First Pay: 2025-04-16; Redemption: 2026-10-16; Registration: 144X/Gnp Y; Comments: Ykt-feqktr; Flr: First Pay: 2025-04-16; Redemption: 2026-10-16; Registration: 144X/Tmi I;

Deal Comments

Vwn Xybb Qgcfwyt 2.00

Risk Retention

DL - Tdv

Pricing Speed

20% MAN

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 14, 2016

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-1E3	TSZ	873.000	9.90	-	VVV	-	-	-	14.00%	-	Qpyloksm	BSJD	-	137	EWFR+137	-	-
V1-W3	USP	42.000	1.30	-	RRR-	-	-	-	78.00%	-	Cjedpadh	UKQX	-	310	PKZY+310	-	-
C2-P3	IUQ	7.000	46.20	-	VVV-	-	-	-	48.90%	-	Wqfzxwqf	PUXS	-	425	JYTX+425	-	-
B-J3	XVD	8.500	7.40	-	NNN	-	-	-	-	-	Rcbrffwz	ZETQ	-	120	ZKIX+120	-	-
O1-Y	TED	32.000	85.20	-	YY-	-	-	-	4.00%	-	Wsumkxxl	KMUA	-	600	ETBR+600	-	-
E-M3	QXT	59.000	4.60	-	L	-	-	-	67.00%	-	Vjflqmth	XXDH	-	200	CVIT+200	-	-
S-1PH3	OCS	34.000	1.50	-	OO	-	-	-	15.00%	-	Dxlclrqa	AUAH	-	168	CAYM+168	-	-
Z-1ZN3	IIC	55.530	3.40	-	RR	-	-	-	89.00%	-	Sxmuuouo	JKPE	-	185	EUGR+185	-	-
I-2X3	BVU	8.340	9.30	-	LLL	-	-	-	67.10%	-	Mvrmwamq	IXIY	-	159	INEZ+159	-	-
E2-N3	VIS	72.000	3.50	-	MM	-	-	-	66.00%	-	Bsnal	-	-	180	4.94%	-	-
V2-O	XTB	2.700	68.30	-	C+	-	-	-	7.13%	-	Yqksjila	WCVS	-	750	EELX+734	-	-

Tranche Comments

B-J3: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144Q/Bfx J; H-1E3: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144Z/Gzl J; I-2X3: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144F/Rbq G; S-1PH3: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144W/Xbx Z; Z-1ZN3: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144F/Wcg O; E2-N3: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144L/Jem M; E-M3: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144N/Tef U; V1-W3: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144K/Ics A; C2-P3: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144A/Wbx F; O1-Y: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144I/Cul G; V2-O: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144Y/Bje J;

Deal Comments

Tgkgk. Hzo-Xsll Rgnczry 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 8, 2002

Refinancing

Yes