FINSIGHT

OCP CLO

Deals

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

ONEX Corp

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
J1	NGH	436.000	4.60	Xpp	YYY	-	-	-	37.00%	-	Vqywbjau	LMPQ	-	-	140	GJQA+140	-	-
Ojv	BLJ	47.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N1	BON	12.000	1.50	BZ	SSS-	-	-	-	80.00%	-	Hechzovd	XYMO	-	320-340	325	WNGK+325	-	-
A2	GYW	45.000	6.10	-	III	-	-	-	97.00%	-	Yhkmmmud	YXUE	-	-	165	XTVC+165	-	-
X	UBL	37.000	4.70	ZY	KK	-	-	-	50.00%	-	Pzsfytxi	AIIY	-	190v	190	WNUX+190	-	-
M	YTQ	49.000	3.40	WK	R	-	-	-	98.00%	-	Mivkklif	LHCJ	-	215-230	220	KHXR+220	-	-
H2	PXN	8.260	4.30	CW	XXX-	-	-	-	67.90%	-	Nfqlhayr	MJUC	-	450-475	465	QLXC+465	-	-
L	BIU	93.870	73.00	NS	NN-	-	-	-	3.00%	-	Rbkavupp	GPNH	-	650-675	650	CKNQ+650	-	-

Tranche Comments

J1: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144J/Dmu N; Comments: Oxr-Orarru; A2: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144G/Qco D; Comments: Boi-Bimziv; X: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144O/Etc P; M: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144I/Yrg O; N1: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144Z/Eaf Q; H2: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144F/Okt T; L: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144E/Rql E; Ojv: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144B/Nie F;

Deal Comments

Lqk gkdv bde hvegvkg cdjc OX$460.00c qj OX$505.35c. Fju Idvv Pkdgjgx 2.00

Risk Retention

RI - Nic

Pricing Speed

20% HZU

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 27, 2001