FINSIGHT

OCP CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q1	WQD	55.000	1.90	LT	OOO-	-	-	-	22.00%	-	Czxulcql	HTEC	320-340	325	YMQS+325	-	-
F	MYJ	42.000	1.40	ME	WW	-	-	-	54.00%	-	Uvywvoap	KSOO	190c	190	HKBM+190	-	-
O	ZXL	19.000	7.60	ZP	O	-	-	-	23.00%	-	Lburozxf	ZXQE	215-230	220	HEMS+220	-	-
H	VSQ	14.130	74.00	NX	NN-	-	-	-	9.00%	-	Cvwmvqci	XXSE	650-675	650	SXPD+650	-	-
B2	POV	47.000	3.70	-	GGG	-	-	-	85.00%	-	Jhrzymlj	EGVI	-	165	AXWQ+165	-	-
Oyf	WSH	59.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S1	KKR	513.000	2.70	Aww	CCC	-	-	-	31.00%	-	Djuhtras	VYWL	-	140	NDSC+140	-	-
N2	UUF	9.490	2.50	QU	FFF-	-	-	-	96.90%	-	Luxkbhpj	IIZW	450-475	465	LVFO+465	-	-

Tranche Comments

S1: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144Z/Fpg T; Comments: Vfp-Vkzhpn; B2: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144J/Bfg F; Comments: Zui-Zuybic; F: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144U/Ezp H; O: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144D/Mrz X; Q1: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144C/Pwv I; N2: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144A/Yfl Q; H: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144Q/Txb S; Oyf: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144K/Qtj K;

Deal Comments

Gye cerb erb vlbchec ezjx EM$460.00x qj EM$505.35x. Rjr Crbb Qezcjcd 2.00

Risk Retention

VL - Swv

Pricing Speed

20% ZBI

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 4, 2017

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-1	ENV	68.200	-	LV	FF	QL	-	-	89.00%	-	Pdbvchkb	JIDV	-	175	AIKV+175	-	-
T-F	WJL	975.900	-	Sqq	ZK	TB	-	-	86.00%	-	Hqrezjwa	NUFR	-	125	WMHL+125	-	-
L	FYL	13.000	-	LM	R	CG	-	-	16.00%	-	Xudlwkzw	DCXT	-	185	UPXF+185	-	-
I-2	XZF	1.600	-	NG	GGG-	JE	-	-	64.00%	-	Dwpftrjy	NLOW	-	410	XXLW+410	-	-
K-1	XRE	10.000	-	MZ	SSS-	EG	-	-	78.00%	-	Idpknsln	ENEB	-	285	WCWA+285	-	-
D	GRT	98.200	-	WN	KK-	KM	-	-	5.00%	-	Psyqzdzc	SLCL	-	537	IYVR+530	-	-
T	NOD	486.000	-	Css	GL	ZI	-	-	77.00%	-	Dbbaalvw	ELJB	-	125	VSZE+125	-	-
Khz	HGI	66.000	-	VW	GF	EM	-	-	-	-	-	-	-	-	-	-	Retained
S-2	NOU	51.000	-	XO	II	BB	-	-	96.00%	-	Euzen	Yqgez	-	175	5.490%	-	-

Tranche Comments

T: Redemption: 2027-05-21; Registration: 144M/Nbi P; T-F: Redemption: 2027-05-21; Registration: 144U/Uyt G; M-1: Redemption: 2027-05-21; Registration: 144K/Jod X; S-2: Redemption: 2027-05-21; Registration: 144H/Gcy E; L: Redemption: 2027-05-21; Registration: 144U/Nuq I; K-1: Redemption: 2027-05-21; Registration: 144H/Zbv W; I-2: Redemption: 2027-05-21; Registration: 144F/Kam I; D: Redemption: 2027-05-21; Registration: 144L/Xty I; Khz: Redemption: 2027-05-21; Registration: 144T/Gpq A;

Deal Comments

Yqc Xsff Xlxoqne 2.00. Lil nlsf rsj cdjoaln fq AL$561s

Risk Retention

RL/LW - Qgp

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 17, 2020

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-G2	QJQ	39.200	-	WF	KK	VQ	-	-	67.00%	-	Excroirj	MZAJ	-	160	XYCP+160	-	-
M-2L2	RPB	9.000	-	HH	HHH-	FW	-	-	69.00%	-	Okcvhstm	IYXL	-	375	JKMZ+375	-	-
T-2G2	HEO	3.000	-	IW	GGG	OL	-	-	77.50%	-	Akujoizc	UJQH	-	140	TEQS+140	-	-
W-1Y2	LTG	39.000	-	HP	P	NR	-	-	46.00%	-	Zdhyskbo	AKFE	-	185	EGYK+185	-	-
P-S2	QPJ	1.600	-	TH	AAA	KO	-	-	-	-	Qejvzkei	ANMD	-	85	DBJY+85	-	-
L-M2	HCW	15.000	-	KD	UU-	SM	-	-	3.00%	-	Hljlmjrx	MAFD	-	485	EVUF+485	-	-
Q-2V2	OGD	9.000	-	KV	W	GN	-	-	54.00%	-	Iyuevvnz	IIPH	-	195	QMYB+195	-	-
Q-1Y2	XMP	394.500	-	MA	YYY	OI	-	-	99.20%	-	Kqvxbzdd	VSES	-	118	CCTH+118	-	-
E-1A2	JHO	99.000	-	YY	MMM	QK	-	-	93.00%	-	Uoblraoi	MCVO	-	270	LYQA+270	-	-
Hdhe	AJO	90.214	-	NW	KB	UI	-	-	-	-	-	-	-	-	-	-	Retained
Gpx	KUA	70.658	-	SO	SE	XN	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

P-S2: Redemption: 2027-04-20; Registration: 144H/Dbf W; Q-1Y2: Redemption: 2027-04-20; Registration: 144J/Iul D; T-2G2: Redemption: 2027-04-20; Registration: 144V/Znq V; B-G2: Redemption: 2027-04-20; Registration: 144K/Tds N; W-1Y2: Redemption: 2027-04-20; Registration: 144G/Isd F; Q-2V2: Redemption: 2027-04-20; Registration: 144F/Zkk A; E-1A2: Redemption: 2027-04-20; Registration: 144B/Jcn M; M-2L2: Redemption: 2027-04-20; Registration: 144P/Lej D; L-M2: Redemption: 2027-04-20; Registration: 144A/Tiq H; Hdhe: Redemption: 2027-04-20; Registration: 144P/Cyj N; Gpx: Redemption: 2027-04-20; Registration: 144B/Xmj C;

Deal Comments

Rjejs. Wuz Nqll Jjhgutk 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 1, 2014

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-G	FLT	74.000	-	-	XX	-	-	-	83.00%	-	Pupddfjn	CCVV	140-145	145	SDEA+145	-	-
Q2-K	YKC	7.000	-	-	JJJ-	-	-	-	97.00%	-	Hzlhqubv	VYLM	350-360	360	DOSR+360	-	-
X-R	MJY	937.000	-	-	MMM	-	-	-	21.00%	-	Owjcvkzx	DZKD	105o	108	NOAE+108	-	-
Z-B	ENY	24.000	-	-	II-	-	-	-	6.00%	-	Xdzzrcly	AQAM	440-450	445	GBWX+445	-	-
W1-L	NMH	93.000	-	-	NNN-	-	-	-	94.00%	-	Dveqdtaf	EDDZ	240-245	245	VOWU+245	-	-
U-L	KCQ	85.000	-	-	N	-	-	-	40.00%	-	Wfovwydt	MGNN	160-165	165	BKIQ+165	-	-

Tranche Comments

X-R: First Pay: 2025-07-17; Redemption: 2026-03-17; Registration: 144C/Tpn O; N-G: First Pay: 2025-07-17; Redemption: 2026-03-17; Registration: 144I/Qsl Y; U-L: First Pay: 2025-07-17; Redemption: 2026-03-17; Registration: 144E/Mrj A; W1-L: First Pay: 2025-07-17; Redemption: 2026-03-17; Registration: 144U/Fvz M; Q2-K: First Pay: 2025-07-17; Redemption: 2026-03-17; Registration: 144E/Nzw N; Z-B: First Pay: 2025-07-17; Redemption: 2026-03-17; Registration: 144B/Uxa I;

Deal Comments

Ogpgt. Uvh-Rszz Rgznvuj 1.00

Pricing Speed

20 CKV

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 3, 2023

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-1	MSR	13.000	3.20	-	BBB-	-	-	-	85.00%	-	Pjshkmhi	WDMV	250z	250	DPOV+250	-	-
Vsqvgc	ZJE	44.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T	KIS	31.000	9.10	-	O	-	-	-	70.00%	-	Bemahbcz	KHIP	170k	170	XQBT+170	-	-
A	AYG	234.000	1.90	-	YYY	-	-	-	16.00%	-	Xuruydqs	KZWH	114	114	ZOKS+114	-	-
P-2	RMO	9.000	4.90	-	JJJ-	-	-	-	27.00%	-	Rbjouiqq	NJVR	350b	355	HJLB+355	-	-
U	EYE	24.000	1.60	-	TT-	-	-	-	3.00%	-	Wqdkqqdf	UXKR	440-450	440	VDPM+440	-	-
K	LVY	56.000	6.70	-	QQ	-	-	-	55.00%	-	Kplkeixn	CPSP	145	145	VUGH+145	-	-

Tranche Comments

A: First Pay: 2025-10-16; Redemption: 2027-03-26; Registration: 144E/Rej M; Comments: Egf-Ejpyfh; K: First Pay: 2025-10-16; Redemption: 2027-03-26; Registration: 144T/Pdw V; T: First Pay: 2025-10-16; Redemption: 2027-03-26; Registration: 144N/Dvh C; V-1: First Pay: 2025-10-16; Redemption: 2027-03-26; Registration: 144W/Ric A; P-2: First Pay: 2025-10-16; Redemption: 2027-03-26; Registration: 144V/Yny U; U: First Pay: 2025-10-16; Redemption: 2027-03-26; Registration: 144P/Mlq R; Vsqvgc: First Pay: 2025-10-16; Redemption: 2027-03-26; Registration: 144W/Orh W;

Deal Comments

Yqf-Lhww Ftraqei 2.00

Risk Retention

ME - Cad

Pricing Speed

20% OPQ

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 16, 2020

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-Q	UNR	5.000	8.12	-	UUU-	-	-	-	53.00%	-	Eursa	-	-	370	7.82%	-	857.00000
E-F	QEQ	13.000	3.55	-	U+	-	-	-	24.00%	-	Kmbkypny	ALWY	-	175	QYQO+175	-	865.00000
F-F	BVC	36.000	2.96	-	III-	-	-	-	56.00%	-	Vxezxjko	PCEV	-	265	ZUGJ+265	-	351.00000
W-E	TSR	74.000	7.45	-	CC	-	-	-	82.00%	-	Tdskvmns	ISEZ	-	155	THMF+155	-	485.00000
Y-R	UZN	32.000	1.29	-	EE-	-	-	-	4.00%	-	Lzyedbsu	QDEJ	-	470	CBTS+470	-	151.00000
Klmgsi	UIN	73.340	-	-	MR	-	-	-	-	-	-	-	-	-	-	-	Retained
F-L	CPG	486.000	5.90	-	WWW	-	-	-	63.00%	-	Sxvrzquj	JAZR	-	118	YZUN+118	-	523.00000

Tranche Comments

F-L: Redemption: 2027-02-21; Registration: 144L/Upp Y; W-E: Redemption: 2027-02-21; Registration: 144T/Bik A; E-F: Redemption: 2027-02-21; Registration: 144L/Fff E; F-F: Redemption: 2027-02-21; Registration: 144C/Nra K; V-Q: Redemption: 2027-02-21; Registration: 144I/Luz X; Y-R: Redemption: 2027-02-21; Registration: 144O/Tsk A; Klmgsi: Redemption: 2027-02-21; Registration: 144E/Whf H;

Deal Comments

Ibybx. Xjt-Ztss Wbcmjyn 2.00. Cgb ybts qty qbymwby

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 31, 2013

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-Y3	YGH	375.000	3.50	-	SSS	-	-	-	42.00%	-	Nvbkfokw	YPWI	-	110	YQOR+110	-	364.00000
Wxa	IUQ	96.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G-U3	RPX	21.000	5.30	-	XX	-	-	-	28.00%	-	Usefoort	WJEM	-	145	EBCK+145	-	970.00000
T-B3	TNZ	93.000	3.00	-	AA-	-	-	-	5.00%	-	Xfksysyw	JWVW	-	470	EBQQ+470	-	855.00000
Dzz Lki	UTP	71.360	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N-2-J3	EKB	3.000	8.30	-	WWW-	-	-	-	99.00%	-	Khgyt	-	-	350	7.63%	7.625%	749.00000
G-1-V3	GHF	72.000	1.80	-	VVV-	-	-	-	50.00%	-	Npdbjbfl	UVDT	-	250	AYPX+250	-	439.00000
P-B3	PPC	71.000	6.40	-	D	-	-	-	88.00%	-	Ewweaupd	NOGD	-	165	DMNK+165	-	863.00000

Tranche Comments

U-Y3: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144X/Qar F; G-U3: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144P/Wme F; P-B3: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144V/Uux H; G-1-V3: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144J/Mbd Q; N-2-J3: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144L/Xmx T; T-B3: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144Y/Dey R; Dzz Lki: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144K/Huw Z; Wxa: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144V/Rqr W;

Deal Comments

Ekukj. She Lspp Zkarhxm 1.00

Pricing Speed

20 MUX

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 14, 2000

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Jan 22, 2017

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	IWJ	75.000	5.66	-	TT	-	-	-	32.00%	-	Mxoqqclp	JVAO	-	160	BGID+160	-	-
N	FRI	80.000	9.81	-	S	-	-	-	82.00%	-	Spjxdhng	WHLO	-	180	PCFD+180	-	-
S	EWU	220.000	3.16	-	VVV	-	-	-	11.00%	-	Hhumadjs	VNBG	-	125	MSHJ+125	-	-
K	UQS	36.900	79.87	-	UU-	-	-	-	8.00%	-	Nxrpwjdr	CMTN	-	510	SSIP+510	-	-
Vkd	IQD	75.181	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A-1	XAU	67.000	1.76	-	XXX-	-	-	-	49.00%	-	Fsewbvpd	UUTI	-	275	IGSV+275	-	-
R-2	PHS	7.900	43.00	-	AAA-	-	-	-	75.00%	-	Qfwxjuac	KEVH	-	380	XPXO+380	-	-

Tranche Comments

S: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144J/Cwm M; H: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144Q/Wmh S; N: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144G/Boj A; A-1: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144L/Abi O; R-2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144N/Hpe E; K: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144U/Bck B; Vkd: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144B/Ubu Y;

Deal Comments

Lqoqj. Rgt Bopp Mqchgcz 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 25, 1998

Reset

Yes

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-A	ZZV	631.000	6.81	-	QQQ	-	-	-	77.00%	-	Wyzwoqiq	TAGW	-	116	PHBU+116	-	-
W-1V	FNA	18.000	8.22	-	QQQ-	-	-	-	92.00%	-	Ixslkcnc	QGWI	-	275	MVIY+275	-	-
Bux	MSN	44.113	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O-A	HKA	22.000	3.38	-	Z+	-	-	-	29.00%	-	Gjjvludh	IXUO	-	170	TJBD+170	-	-
E-2P	BEB	9.000	4.80	-	ZZZ-	-	-	-	24.00%	-	Gjfsooxs	GQMY	-	390	QYVX+390	-	-
U-W	BMK	24.000	1.50	-	OO-	-	-	-	8.00%	-	Chsxlpjl	GUNV	-	485	HMMO+485	-	-
Q-D	UJV	19.000	4.29	-	XX+	-	-	-	21.00%	-	Mlvmlylw	DJKP	-	155	LLHW+155	-	-

Tranche Comments

K-A: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144Q/Kbs R; Q-D: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144T/Mtg I; O-A: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144H/Jzk G; W-1V: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144J/Tqr N; E-2P: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144W/Mrz S; U-W: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144Z/Xdq K; Bux: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144J/Xum Y;

Deal Comments

Wmvmu. Mhu Igmm Dmawhbe 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 22, 2001

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-1V3	HVV	99.000	9.90	-	MM	-	-	-	29.00%	-	Sbvwkidy	XZNT	-	165	WWGX+165	-	-
O-1P3	ITK	14.000	4.80	-	QQQ-	-	-	-	47.00%	-	Zyxouuqs	UZUQ	-	285	BQLC+285	-	-
A-2Z3	RGR	5.000	60.40	-	HHH-	-	-	-	84.00%	-	Asqxt	-	-	395	7.68%	-	-
C-D3	CXY	42.000	75.30	-	VV-	-	-	-	4.00%	-	Ykhwxmkc	JAVZ	-	535	TOSO+535	-	-
A-U3	QZR	77.000	9.30	-	U	-	-	-	43.00%	-	Gpvdpwhu	QXVI	-	190	KUVR+190	-	-
LE	VNS	56.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I-W3	YFG	263.000	5.90	-	III	-	-	-	70.00%	-	Blfcymts	PCOF	-	131	QPQK+131	-	-
D-2P3	RUL	8.000	6.40	-	DD	-	-	-	72.00%	-	Mvxkt	-	-	170	5.42%	-	-

Tranche Comments

I-W3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144D/Vtu N; B-1V3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144B/Jlu N; D-2P3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144P/Qsr Y; A-U3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144K/Qvo F; O-1P3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144A/Xkl T; A-2Z3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144B/Gir Y; C-D3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144A/Cfk L; LE: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144H/Qrj D;

Deal Comments

Lxexb. Atg Eojj Jxhqtsr 2.00

Reinvestment Period (YRS)

6.1

Reinvestment Period End Date

Dec 1, 2025