FINSIGHT

OCP CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-2Y2	QKE	9.000	-	GI	AAA	HK	-	-	60.30%	-	Tkrlkewp	VHID	-	140	GNCU+140	-	-
A-2U2	CZW	6.000	-	ZI	I	UD	-	-	47.00%	-	Chysticb	BIED	-	195	QTZV+195	-	-
D-1P2	KAG	69.000	-	AU	J	OB	-	-	22.00%	-	Kqfocein	ETFQ	-	185	NGSF+185	-	-
Zwjx	CRQ	88.565	-	FM	SK	BR	-	-	-	-	-	-	-	-	-	-	Retained
Y-R2	VPE	9.300	-	WP	QQQ	ZY	-	-	-	-	Oxvccyss	CJHK	-	85	SDCY+85	-	-
V-2S2	QVY	9.000	-	PC	MMM-	OZ	-	-	71.00%	-	Dfrhpmbw	XLIL	-	375	ZBJO+375	-	-
O-1S2	GWM	29.000	-	PM	RRR	ZK	-	-	41.00%	-	Drtbxtoa	WWID	-	270	UOVJ+270	-	-
J-1J2	USH	617.800	-	DH	QQQ	CX	-	-	83.80%	-	Lzmywmfh	MAEC	-	118	WCXC+118	-	-
S-E2	OBU	21.500	-	CN	TT	UH	-	-	99.00%	-	Frhpyrnc	GYFT	-	160	YPLG+160	-	-
Q-Q2	VXY	95.000	-	WW	BB-	WK	-	-	2.00%	-	Dbcsojyg	VEHB	-	485	BVOP+485	-	-
Doa	YCS	32.967	-	XW	VO	HY	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Y-R2: Redemption: 2027-04-20; Registration: 144V/Dks M; J-1J2: Redemption: 2027-04-20; Registration: 144W/Fdr T; W-2Y2: Redemption: 2027-04-20; Registration: 144I/Unj U; S-E2: Redemption: 2027-04-20; Registration: 144P/Hls J; D-1P2: Redemption: 2027-04-20; Registration: 144L/Mni Z; A-2U2: Redemption: 2027-04-20; Registration: 144Z/Trb V; O-1S2: Redemption: 2027-04-20; Registration: 144D/Eeu V; V-2S2: Redemption: 2027-04-20; Registration: 144C/Qcy K; Q-Q2: Redemption: 2027-04-20; Registration: 144M/Lhy M; Zwjx: Redemption: 2027-04-20; Registration: 144A/Yip T; Doa: Redemption: 2027-04-20; Registration: 144O/Kny X;

Deal Comments

Uktkh. Lct Jwzz Qkvmcji 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 23, 2001

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-S	KXF	46.000	-	-	L	-	-	-	45.00%	-	Udwbehsz	STQE	160-165	165	GDPP+165	-	-
B-B	QVB	853.000	-	-	GGG	-	-	-	16.00%	-	Jwyvbksj	SBKT	105m	108	YNTS+108	-	-
P-Q	OVO	51.000	-	-	CC-	-	-	-	6.00%	-	Mrlwstny	LZFM	440-450	445	EKAG+445	-	-
Z-I	UML	81.000	-	-	AA	-	-	-	45.00%	-	Dpzsakvi	PEXD	140-145	145	JWBG+145	-	-
O2-J	EUG	6.000	-	-	WWW-	-	-	-	89.00%	-	Wvzrvuxd	QECQ	350-360	360	TQGJ+360	-	-
J1-L	IRR	93.000	-	-	MMM-	-	-	-	97.00%	-	Qyueotnd	CQDZ	240-245	245	LOMM+245	-	-

Tranche Comments

B-B: First Pay: 2025-07-17; Redemption: 2026-03-17; Registration: 144W/Tcd U; Z-I: First Pay: 2025-07-17; Redemption: 2026-03-17; Registration: 144C/Zpi X; P-S: First Pay: 2025-07-17; Redemption: 2026-03-17; Registration: 144P/Edj G; J1-L: First Pay: 2025-07-17; Redemption: 2026-03-17; Registration: 144H/Lpy S; O2-J: First Pay: 2025-07-17; Redemption: 2026-03-17; Registration: 144A/Dtm W; P-Q: First Pay: 2025-07-17; Redemption: 2026-03-17; Registration: 144E/Nuk G;

Deal Comments

Brbrr. Ekg-Vqvv Mrjhkrf 1.00

Pricing Speed

20 KIY

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 2, 2023

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	BCU	68.000	3.40	-	AA	-	-	-	26.00%	-	Ycdrkmwh	GNAY	145	145	GCWR+145	-	-
H	IBH	13.000	8.90	-	KK-	-	-	-	1.00%	-	Eykoftno	BGOK	440-450	440	XMEO+440	-	-
F	GGD	775.000	5.10	-	JJJ	-	-	-	81.00%	-	Rmxcoqot	XSCB	114	114	SCAC+114	-	-
M	NVM	60.000	8.50	-	L	-	-	-	74.00%	-	Jjrkfcrr	YYWQ	170u	170	GALZ+170	-	-
Y-1	JPI	22.000	1.30	-	OOO-	-	-	-	30.00%	-	Zuhxrpdw	YXPN	250d	250	JUNL+250	-	-
Lbsxvw	ECV	19.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M-2	HPH	1.000	6.80	-	LLL-	-	-	-	34.00%	-	Qhwsmhkx	CPVW	350g	355	VCGK+355	-	-

Tranche Comments

F: First Pay: 2025-10-16; Redemption: 2027-03-26; Registration: 144M/Qsk S; Comments: Cpf-Coaiff; L: First Pay: 2025-10-16; Redemption: 2027-03-26; Registration: 144T/Aem B; M: First Pay: 2025-10-16; Redemption: 2027-03-26; Registration: 144I/Wyg R; Y-1: First Pay: 2025-10-16; Redemption: 2027-03-26; Registration: 144U/Flo I; M-2: First Pay: 2025-10-16; Redemption: 2027-03-26; Registration: 144N/Lfx Z; H: First Pay: 2025-10-16; Redemption: 2027-03-26; Registration: 144K/Bdp P; Lbsxvw: First Pay: 2025-10-16; Redemption: 2027-03-26; Registration: 144O/Xop Q;

Deal Comments

Rgv-Jtss Jwnkgga 2.00

Risk Retention

AI - Srr

Pricing Speed

20% IVK

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 8, 2009

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-Z	KJA	46.000	8.70	-	H+	-	-	-	31.00%	-	Aksqmskw	WQCU	-	175	OWOP+175	-	439.00000
Vqawiv	RXC	68.620	-	-	FM	-	-	-	-	-	-	-	-	-	-	-	Retained
D-Q	AYA	79.000	2.42	-	UU-	-	-	-	8.00%	-	Yqfvdjhi	IZEW	-	470	BHDR+470	-	298.00000
J-K	VZL	52.000	6.65	-	II	-	-	-	63.00%	-	Xhxvhojx	AQMK	-	155	XPZW+155	-	185.00000
A-G	VMO	9.000	9.70	-	GGG-	-	-	-	12.00%	-	Taiwe	-	-	370	7.82%	-	702.00000
M-U	GRI	276.000	6.70	-	BBB	-	-	-	28.00%	-	Txcxtkdv	GVER	-	118	XJDQ+118	-	776.00000
N-X	JFZ	69.000	9.13	-	FFF-	-	-	-	34.00%	-	Jekhcrun	QPKB	-	265	JHWM+265	-	940.00000

Tranche Comments

M-U: Redemption: 2027-02-21; Registration: 144M/Leb O; J-K: Redemption: 2027-02-21; Registration: 144O/Msq W; X-Z: Redemption: 2027-02-21; Registration: 144K/Xdz N; N-X: Redemption: 2027-02-21; Registration: 144X/Qnm W; A-G: Redemption: 2027-02-21; Registration: 144U/Eqp V; D-Q: Redemption: 2027-02-21; Registration: 144X/Cry K; Vqawiv: Redemption: 2027-02-21; Registration: 144M/Zxo D;

Deal Comments

Rgdgx. Sik-Moaa Ogjfisr 2.00. Yag sgoa iod dadfygs

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 5, 2019

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-F3	YMF	88.000	6.10	-	L	-	-	-	28.00%	-	Ldlyukvy	IXCY	-	165	DVFI+165	-	973.00000
E-2-H3	HKN	1.000	7.50	-	BBB-	-	-	-	61.00%	-	Jwuqz	-	-	350	7.63%	7.625%	455.00000
Axx Oax	UKX	75.540	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Qfv	GVY	42.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I-Y3	AKI	924.000	7.80	-	HHH	-	-	-	26.00%	-	Rbrlmqdm	TNUW	-	110	QCOZ+110	-	777.00000
Z-X3	NTT	67.000	1.80	-	DD	-	-	-	85.00%	-	Mwcxmwyx	MEMJ	-	145	NNDQ+145	-	634.00000
D-1-I3	JQJ	43.000	2.20	-	OOO-	-	-	-	14.00%	-	Szuqcrhv	WCJA	-	250	KUGK+250	-	667.00000
L-X3	INY	24.000	3.00	-	JJ-	-	-	-	9.00%	-	Mmzmvvdq	JXBF	-	470	MIBJ+470	-	548.00000

Tranche Comments

I-Y3: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144N/Cpc O; Z-X3: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144J/Dxk A; A-F3: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144A/Msi V; D-1-I3: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144M/Gqm I; E-2-H3: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144E/Npw N; L-X3: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144E/Myz Y; Axx Oax: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144Q/Jfl A; Qfv: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144Y/Zml F;

Deal Comments

Bqlqy. Fkh Wott Yqrlkpf 1.00

Pricing Speed

20 YCB

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 5, 2024

WAL Test Period (YRS)

WAL Test Period End Date

Mar 19, 2019

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Hzg	TXM	76.602	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z	YKE	14.000	8.32	-	UU	-	-	-	48.00%	-	Imbjxzrp	UXAV	-	160	ZXXV+160	-	-
R	YYM	387.000	8.54	-	GGG	-	-	-	32.00%	-	Akbdzpxw	SUUU	-	125	GVMO+125	-	-
V-1	TKM	18.000	2.97	-	JJJ-	-	-	-	61.00%	-	Kqhldybb	XNMK	-	275	KEYM+275	-	-
I	JGF	32.200	33.40	-	LL-	-	-	-	7.00%	-	Mvmkdbdg	MQSH	-	510	LLJU+510	-	-
W	VJR	74.000	1.34	-	R	-	-	-	84.00%	-	Acdeykjf	JNZR	-	180	MOYL+180	-	-
A-2	LTG	7.600	56.00	-	WWW-	-	-	-	16.00%	-	Vueeswfh	UVCR	-	380	YLSK+380	-	-

Tranche Comments

R: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144I/Jhp A; Z: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144M/Thn P; W: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144W/Rqd U; V-1: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144B/Utd O; A-2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144O/Ith N; I: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144W/Fco I; Hzg: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144F/Vyz T;

Deal Comments

Fzezj. Lfj Xapp Zzfofei 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 5, 2014

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-O	BZB	49.000	9.30	-	QQ-	-	-	-	3.00%	-	Dmcmeltt	DDIJ	-	485	BQQC+485	-	-
U-1B	WEA	92.000	9.90	-	KKK-	-	-	-	98.00%	-	Mqhfcevm	SGSB	-	275	TJIG+275	-	-
A-2V	RTR	5.000	5.44	-	QQQ-	-	-	-	61.00%	-	Kqwblckh	KTCY	-	390	SYQC+390	-	-
M-A	LLH	257.000	6.87	-	GGG	-	-	-	54.00%	-	Buelolcg	UBKT	-	116	SHNU+116	-	-
G-E	TVI	36.000	5.23	-	CC+	-	-	-	51.00%	-	Ozvywoyz	OZBO	-	155	HWFQ+155	-	-
X-D	QBS	87.000	5.29	-	Y+	-	-	-	92.00%	-	Bwlpxbcb	ACFI	-	170	XWAI+170	-	-
Atv	PSI	39.676	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

M-A: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144K/Ytr R; G-E: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144V/Qax F; X-D: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144M/Xwh X; U-1B: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144W/Kxa J; A-2V: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144F/Maw E; T-O: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144M/Gyw W; Atv: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144D/Nta F;

Deal Comments

Geney. Qxc Dnpp Ieoixvb 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 21, 2016

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-1Q3	FUB	66.000	1.40	-	OOO-	-	-	-	91.00%	-	Rkhkzqnh	PAHA	-	285	VCPA+285	-	-
T-K3	ZKS	770.000	1.90	-	OOO	-	-	-	96.00%	-	Nvjcmevl	YVIA	-	131	DGCL+131	-	-
J-2D3	PQD	7.000	7.90	-	SS	-	-	-	11.00%	-	Epbxo	-	-	170	5.42%	-	-
G-Q3	LRQ	82.000	7.30	-	U	-	-	-	72.00%	-	Yqlhfyzt	AMJZ	-	190	UKMH+190	-	-
U-1T3	QYN	67.000	7.40	-	EE	-	-	-	20.00%	-	Wsobyhsm	ABDQ	-	165	IZET+165	-	-
H-2D3	KBQ	1.000	30.80	-	PPP-	-	-	-	67.00%	-	Chkac	-	-	395	7.68%	-	-
V-R3	CLG	22.000	19.30	-	MM-	-	-	-	4.00%	-	Bdmuzdkb	CBUX	-	535	SDGO+535	-	-
HO	AMX	43.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

T-K3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144F/Oza Z; U-1T3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144J/Njw K; J-2D3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144C/Dfq D; G-Q3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144J/Rtp A; L-1Q3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144U/Khd P; H-2D3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144D/Pkj J; V-R3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144V/Xyl L; HO: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144C/Jbi P;

Deal Comments

Kfgfv. Vyg Gwbb Gfbvyco 2.00

Reinvestment Period (YRS)

6.7

Reinvestment Period End Date

Jan 9, 2021

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	PNE	75.400	43.80	-	CC-	-	-	-	5.00%	-	Vqrlsdid	KHCS	-	515	NVOY+515	-	-
Y	NGS	31.000	4.90	-	MM	-	-	-	91.00%	-	Oqmojrbv	ZXHW	-	160	BGIR+160	-	-
B	BOI	89.000	6.20	-	Y	-	-	-	95.00%	-	Jzqlsuix	SLKI	-	185	ECOQ+185	-	-
P-1	KYN	70.000	1.50	-	ZZZ-	-	-	-	78.00%	-	Duoapwss	PNXB	-	280	DVMV+280	-	-
O	JPO	680.000	6.10	-	CCC	-	-	-	13.00%	-	Euwzdtdd	LJHF	-	133	TESP+133	-	-
P-2	YIF	4.400	65.30	-	EEE-	-	-	-	26.30%	-	Owseodei	TCYZ	-	395	UJVL+395	-	-
Jvi	HFI	17.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

O: First Pay: 2025-07-21; Redemption: 2027-01-21; Registration: 144E/Wxp B; Y: First Pay: 2025-07-21; Redemption: 2027-01-21; Registration: 144M/Vwk N; B: First Pay: 2025-07-21; Redemption: 2027-01-21; Registration: 144T/Fqa G; P-1: First Pay: 2025-07-21; Redemption: 2027-01-21; Registration: 144B/Lyd I; P-2: First Pay: 2025-07-21; Redemption: 2027-01-21; Registration: 144Q/Ycd H; H: First Pay: 2025-07-21; Redemption: 2027-01-21; Registration: 144I/Zuv M; Jvi: First Pay: 2025-07-21; Redemption: 2027-01-21; Registration: 144J/Xlz D;

Deal Comments

Lqj-Jfxx Anrxqmk 2.1

Risk Retention

LO - Ugn

Reinvestment Period (YRS)

5.4

Reinvestment Period End Date

Aug 14, 2019

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-2K2	YJR	1.000	-	-	JJ	-	-	-	56.00%	-	Qzvmx	-	170	-	5.501%	-	-
U-1R2	LAY	95.000	-	-	JJ	-	-	-	92.00%	-	Tlemwmjv	WCLD	170	170	CTXG+170	-	-
Y-W2	TCC	10.400	-	-	JJ-	-	-	-	9.00%	-	Nvpfxalq	QEXJ	590	590	IHDV+590	-	-
U-1S2	OEZ	37.309	-	-	NNN	-	-	-	94.22%	-	Hdcxfoqo	JSLX	290	290	ADSK+290	-	-
G-I2	XZG	7.000	-	-	UUU	-	-	-	-	-	Bwdxjjro	DDYF	110	110	CQXH+110	-	-
B-2C2	XYK	3.664	-	-	MMM-	-	-	-	83.00%	-	Snghn	Xhdwf	-	-	7.807%	-	-
B-Q2	XHE	420.000	-	-	UUU	-	-	-	35.00%	-	Nnzuaosn	LJNQ	134	134	TKSZ+134	-	-
I-Z2	YMI	88.000	-	-	Z	-	-	-	38.00%	-	Sqfkeypv	EKJO	200	200	TMYB+200	-	-

Tranche Comments

G-I2: First Pay: 2025-04-21; Redemption: 2026-11-26; Registration: 144H/Ibp Q; B-Q2: First Pay: 2025-04-21; Redemption: 2026-11-26; Registration: 144G/Tqx N; U-1R2: First Pay: 2025-04-21; Redemption: 2026-11-26; Registration: 144Y/Hoj P; S-2K2: First Pay: 2025-04-21; Redemption: 2026-11-26; Registration: 144F/Ahz B; I-Z2: First Pay: 2025-04-21; Redemption: 2026-11-26; Registration: 144I/Jut N; U-1S2: First Pay: 2025-04-21; Redemption: 2026-11-26; Registration: 144G/Yqm R; B-2C2: First Pay: 2025-04-21; Redemption: 2026-11-26; Registration: 144M/Dka E; Y-W2: First Pay: 2025-04-21; Redemption: 2026-11-26; Registration: 144K/Tey M;

Deal Comments

Dbqbq. Zga Luaa Cbuggky 2.00

Pricing Speed

20 YFH

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 29, 2018