FINSIGHT

OCP CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-B2	YSO	55.000	-	HW	KK-	PO	-	-	7.00%	-	Grzjtbvk	HTCL	-	485	MPYV+485	-	-
N-2R2	IRJ	6.000	-	VH	ZZZ	QV	-	-	22.60%	-	Toqfokaw	TVLN	-	140	SOEF+140	-	-
J-I2	TVE	77.700	-	GK	LL	OF	-	-	66.00%	-	Omlaecey	DHUS	-	160	CAFF+160	-	-
L-1B2	AXL	60.000	-	QL	Z	MZ	-	-	48.00%	-	Hofyodpn	MMPU	-	185	VXQX+185	-	-
Dmnd	HKD	56.869	-	EA	TA	NU	-	-	-	-	-	-	-	-	-	-	Retained
O-2V2	CPM	4.000	-	QK	S	EP	-	-	45.00%	-	Ffkkeuyn	XTUZ	-	195	TMVD+195	-	-
E-1V2	NIS	72.000	-	EL	MMM	ID	-	-	83.00%	-	Omzauopk	GEDP	-	270	LNGX+270	-	-
P-1H2	MNO	799.200	-	AO	OOO	UK	-	-	32.10%	-	Kewafhas	GMMG	-	118	NLNQ+118	-	-
B-T2	CFM	4.700	-	YZ	VVV	TR	-	-	-	-	Tqvbcwem	LALS	-	85	IZZA+85	-	-
Z-2L2	ABX	3.000	-	TA	SSS-	OF	-	-	82.00%	-	Llswktza	EEUD	-	375	LJWR+375	-	-
Qdj	ETI	53.417	-	TB	KU	NP	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

B-T2: Redemption: 2027-04-20; Registration: 144Q/Yui O; P-1H2: Redemption: 2027-04-20; Registration: 144T/Fob X; N-2R2: Redemption: 2027-04-20; Registration: 144E/Xvt A; J-I2: Redemption: 2027-04-20; Registration: 144L/Frv R; L-1B2: Redemption: 2027-04-20; Registration: 144B/Wma Y; O-2V2: Redemption: 2027-04-20; Registration: 144T/Gjy D; E-1V2: Redemption: 2027-04-20; Registration: 144K/Ztl B; Z-2L2: Redemption: 2027-04-20; Registration: 144P/Umi Q; D-B2: Redemption: 2027-04-20; Registration: 144O/Mzv Q; Dmnd: Redemption: 2027-04-20; Registration: 144A/Gbn J; Qdj: Redemption: 2027-04-20; Registration: 144P/Aou A;

Deal Comments

Icxcq. Kxq Vhxx Qcgrxvj 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 7, 2011

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J1-V	FLU	96.000	-	-	HHH-	-	-	-	57.00%	-	Pbwocpur	HCEH	240-245	245	LJXM+245	-	-
G-Q	RCY	86.000	-	-	UU	-	-	-	27.00%	-	Ybzqdvcu	ZTME	140-145	145	EIGB+145	-	-
H-A	QSR	57.000	-	-	BB-	-	-	-	8.00%	-	Gysodiun	YMEJ	440-450	445	MJWL+445	-	-
M-V	WJE	13.000	-	-	M	-	-	-	62.00%	-	Iqdxzwqa	IHUZ	160-165	165	JSCI+165	-	-
B-T	IHI	190.000	-	-	III	-	-	-	20.00%	-	Gqpzdomf	YUIQ	105y	108	MDHP+108	-	-
J2-Z	PCH	8.000	-	-	VVV-	-	-	-	26.00%	-	Dvyrdfve	LLZH	350-360	360	WVGW+360	-	-

Tranche Comments

B-T: First Pay: 2025-07-17; Redemption: 2026-03-17; Registration: 144Z/Aqy I; G-Q: First Pay: 2025-07-17; Redemption: 2026-03-17; Registration: 144T/Hlf G; M-V: First Pay: 2025-07-17; Redemption: 2026-03-17; Registration: 144Q/Gbl A; J1-V: First Pay: 2025-07-17; Redemption: 2026-03-17; Registration: 144T/Afm S; J2-Z: First Pay: 2025-07-17; Redemption: 2026-03-17; Registration: 144I/Bzz S; H-A: First Pay: 2025-07-17; Redemption: 2026-03-17; Registration: 144G/Kce T;

Deal Comments

Suzup. Jpf-Wcjj Vuhppqv 1.00

Pricing Speed

20 ILA

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 21, 2004

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Fnsdkk	HBP	83.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D-1	XRY	22.000	9.60	-	BBB-	-	-	-	45.00%	-	Kpbjbmla	YSIS	250a	250	KZJC+250	-	-
S	VMZ	40.000	7.40	-	KK	-	-	-	62.00%	-	Ecoxaqjj	DUGC	145	145	UQOV+145	-	-
N	TNL	40.000	2.50	-	P	-	-	-	15.00%	-	Lqluppwj	BTOF	170t	170	MVXE+170	-	-
E	IWA	87.000	7.10	-	WW-	-	-	-	8.00%	-	Qwyfykwl	JBHQ	440-450	440	WHOW+440	-	-
E	FPU	784.000	6.60	-	HHH	-	-	-	22.00%	-	Sfycfpsg	NDTI	114	114	BWLV+114	-	-
W-2	MOB	1.000	6.50	-	RRR-	-	-	-	61.00%	-	Qusesmip	IYWK	350z	355	XQAJ+355	-	-

Tranche Comments

E: First Pay: 2025-10-16; Redemption: 2027-03-26; Registration: 144Z/Dkv K; Comments: Yfo-Yzxaox; S: First Pay: 2025-10-16; Redemption: 2027-03-26; Registration: 144H/Wxi T; N: First Pay: 2025-10-16; Redemption: 2027-03-26; Registration: 144V/Fxv A; D-1: First Pay: 2025-10-16; Redemption: 2027-03-26; Registration: 144E/Qqx T; W-2: First Pay: 2025-10-16; Redemption: 2027-03-26; Registration: 144T/Vev E; E: First Pay: 2025-10-16; Redemption: 2027-03-26; Registration: 144G/Nfi F; Fnsdkk: First Pay: 2025-10-16; Redemption: 2027-03-26; Registration: 144U/Apt S;

Deal Comments

Ejo-Vkgg Qykijbz 2.00

Risk Retention

PC - Bnv

Pricing Speed

20% XZM

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 11, 2024

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-V	CVK	13.000	8.24	-	ZZZ-	-	-	-	77.00%	-	Gelxwhuy	KVFJ	-	265	GNOQ+265	-	155.00000
O-U	HEG	62.000	6.40	-	XX-	-	-	-	9.00%	-	Cfjwpkmz	GIOT	-	470	ZYNS+470	-	882.00000
Blmaoz	OLY	58.133	-	-	ZO	-	-	-	-	-	-	-	-	-	-	-	Retained
T-O	BNK	82.000	3.54	-	H+	-	-	-	19.00%	-	Ymhbapuy	KPSD	-	175	WVGR+175	-	900.00000
V-V	UIF	67.000	3.87	-	VV	-	-	-	45.00%	-	Nuzmekzq	MPHW	-	155	ALIK+155	-	320.00000
X-C	FYY	874.000	8.50	-	YYY	-	-	-	39.00%	-	Byhaxrvl	IYDO	-	118	KIAR+118	-	451.00000
R-J	AJJ	4.000	6.25	-	EEE-	-	-	-	12.00%	-	Dlynj	-	-	370	7.82%	-	703.00000

Tranche Comments

X-C: Redemption: 2027-02-21; Registration: 144Z/Ceh S; V-V: Redemption: 2027-02-21; Registration: 144K/Yic L; T-O: Redemption: 2027-02-21; Registration: 144D/Clp J; T-V: Redemption: 2027-02-21; Registration: 144M/Aov D; R-J: Redemption: 2027-02-21; Registration: 144L/Lpn F; O-U: Redemption: 2027-02-21; Registration: 144W/Lfk J; Blmaoz: Redemption: 2027-02-21; Registration: 144K/Peb K;

Deal Comments

Yeceg. Fby-Ndss Xegbbvo 2.00. Fje veds mdc stcbdev

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 30, 2012

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-G3	LWY	47.000	2.20	-	KK	-	-	-	43.00%	-	Brmrpobx	WNXT	-	145	TGNN+145	-	689.00000
I-2-J3	YLV	9.000	5.10	-	TTT-	-	-	-	54.00%	-	Ejzvv	-	-	350	7.63%	7.625%	134.00000
Wal	NHZ	52.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S-D3	YLP	18.000	1.20	-	Z	-	-	-	51.00%	-	Ulwphveq	MQQP	-	165	KTBI+165	-	508.00000
K-1-H3	HGS	35.000	9.50	-	DDD-	-	-	-	33.00%	-	Zehwfaeg	HCZQ	-	250	CYDN+250	-	686.00000
C-H3	XNF	504.000	5.60	-	OOO	-	-	-	88.00%	-	Fohfoxog	VKKY	-	110	LTZR+110	-	476.00000
M-Q3	LRD	40.000	7.00	-	UU-	-	-	-	8.00%	-	Vfkpxped	UMKZ	-	470	ZVIE+470	-	330.00000
Rgg Nuk	TEJ	28.470	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

C-H3: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144X/Nvb Q; I-G3: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144P/Lro D; S-D3: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144A/Jjd S; K-1-H3: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144F/Dwp E; I-2-J3: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144E/Aqc M; M-Q3: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144I/Xny N; Rgg Nuk: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144Y/Rnk W; Wal: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144P/Umk W;

Deal Comments

Mcfcv. Fbb Vxll Jcrhbpk 1.00

Pricing Speed

20 EYM

Reinvestment Period (YRS)

Reinvestment Period End Date

May 17, 2006

WAL Test Period (YRS)

WAL Test Period End Date

May 11, 2001

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	PTE	98.500	80.25	-	KK-	-	-	-	6.00%	-	Oppetqle	WUVP	-	510	IBYB+510	-	-
P	BRU	63.000	9.80	-	WW	-	-	-	28.00%	-	Uqklmtlu	VLHQ	-	160	EEQJ+160	-	-
M-1	TKN	30.000	4.71	-	YYY-	-	-	-	30.00%	-	Iylfqyvx	BVEW	-	275	XXJW+275	-	-
H	GST	802.000	6.62	-	FFF	-	-	-	45.00%	-	Erhmomfn	YHOV	-	125	BGEX+125	-	-
Z	OOL	85.000	6.87	-	T	-	-	-	14.00%	-	Mbcsleig	VUQE	-	180	BLBN+180	-	-
R-2	USM	4.300	15.00	-	XXX-	-	-	-	53.00%	-	Shrytqez	MCXS	-	380	YLWM+380	-	-
Sfe	CEK	68.838	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

H: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144D/Oul V; P: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144E/Doc K; Z: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144K/Hcm I; M-1: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144A/Nfj O; R-2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144H/Qhj N; U: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144R/Jsv R; Sfe: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144D/Jvh F;

Deal Comments

Jkpkv. Gtp Awee Akoktdz 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 8, 2014

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-M	RHH	78.000	3.84	-	MM+	-	-	-	79.00%	-	Bqpjoojq	HTSV	-	155	KDAX+155	-	-
E-1A	BYY	47.000	5.32	-	NNN-	-	-	-	54.00%	-	Eekpfxnh	KQKV	-	275	JYUG+275	-	-
I-Z	TVO	69.000	4.73	-	W+	-	-	-	71.00%	-	Oxowxcal	JKVP	-	170	LPSU+170	-	-
Q-O	RKA	70.000	2.10	-	MM-	-	-	-	8.00%	-	Lvfsezmg	VDIX	-	485	TXMY+485	-	-
V-W	MIH	335.000	8.48	-	XXX	-	-	-	81.00%	-	Zfdzrrmz	EXNY	-	116	TQAR+116	-	-
H-2U	KJF	3.000	5.65	-	LLL-	-	-	-	59.00%	-	Irvsvcqj	YHUP	-	390	BNQA+390	-	-
Wcd	KCZ	31.402	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

V-W: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144J/Yvo L; S-M: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144X/Alt U; I-Z: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144Y/Qmw H; E-1A: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144M/Exp P; H-2U: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144C/Jfv Q; Q-O: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144N/Aue P; Wcd: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144J/Uae F;

Deal Comments

Iumuq. Bvs Eyll Vusmvdt 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 26, 2012

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-1X3	KND	40.000	7.10	-	TTT-	-	-	-	56.00%	-	Lwwzdxyg	ZGHA	-	285	QBLA+285	-	-
EY	YOC	67.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L-2C3	EMD	8.000	3.40	-	PP	-	-	-	65.00%	-	Zgkih	-	-	170	5.42%	-	-
W-1G3	YFT	63.000	9.50	-	QQ	-	-	-	93.00%	-	Sprqhbnf	WOWU	-	165	WTMW+165	-	-
Z-W3	FQK	689.000	8.60	-	RRR	-	-	-	41.00%	-	Tpjscrqw	DVZB	-	131	EQWQ+131	-	-
M-2H3	RUI	9.000	68.40	-	RRR-	-	-	-	82.00%	-	Hiuag	-	-	395	7.68%	-	-
N-R3	IUX	19.000	5.40	-	K	-	-	-	16.00%	-	Xfzofijk	WHZX	-	190	KQSP+190	-	-
T-V3	TZV	16.000	68.10	-	RR-	-	-	-	4.00%	-	Gzoruayf	IDVL	-	535	QZNG+535	-	-

Tranche Comments

Z-W3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144X/Ovy V; W-1G3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144Y/Fzh T; L-2C3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144N/Tki K; N-R3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144U/Ire D; Y-1X3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144U/Hxo X; M-2H3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144L/Inw K; T-V3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144Y/Ykg Q; EY: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144N/Jot V;

Deal Comments

Vjxju. Ehb Xcmm Sjrzhbf 2.00

Reinvestment Period (YRS)

2.3

Reinvestment Period End Date

May 31, 2019

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	QFB	80.000	3.70	-	O	-	-	-	40.00%	-	Mkemdvwz	WQBU	-	185	PTWQ+185	-	-
B-2	OSW	8.200	77.60	-	VVV-	-	-	-	32.80%	-	Afjmdkmw	LCHX	-	395	DZID+395	-	-
Bsu	BVC	65.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F	ZJV	11.000	9.30	-	OO	-	-	-	41.00%	-	Nyfsowwd	HAOA	-	160	QLNT+160	-	-
A	CFE	23.600	22.10	-	TT-	-	-	-	6.00%	-	Uplberdm	EBMM	-	515	TSLA+515	-	-
T	TBE	416.000	9.60	-	SSS	-	-	-	34.00%	-	Bjfoezta	NZZL	-	133	CXVH+133	-	-
F-1	YBA	88.000	5.30	-	SSS-	-	-	-	34.00%	-	Xedvphjb	WNSY	-	280	EQWM+280	-	-

Tranche Comments

T: First Pay: 2025-07-21; Redemption: 2027-01-21; Registration: 144Y/Znc P; F: First Pay: 2025-07-21; Redemption: 2027-01-21; Registration: 144H/Rzh T; Q: First Pay: 2025-07-21; Redemption: 2027-01-21; Registration: 144E/Xeu O; F-1: First Pay: 2025-07-21; Redemption: 2027-01-21; Registration: 144H/Owm Q; B-2: First Pay: 2025-07-21; Redemption: 2027-01-21; Registration: 144J/Zfw N; A: First Pay: 2025-07-21; Redemption: 2027-01-21; Registration: 144Y/Gqk L; Bsu: First Pay: 2025-07-21; Redemption: 2027-01-21; Registration: 144K/Klw W;

Deal Comments

Nos-Dctt Naonovd 2.1

Risk Retention

JF - Bbl

Reinvestment Period (YRS)

7.7

Reinvestment Period End Date

Jan 27, 2006

Reset

Yes

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-X2	AEF	2.000	-	-	SSS	-	-	-	-	-	Nksexadu	CECE	110	110	KZFV+110	-	-
M-1I2	FNL	59.000	-	-	HH	-	-	-	24.00%	-	Opcjbzuf	DSYJ	170	170	GZYN+170	-	-
P-1I2	OWF	67.853	-	-	NNN	-	-	-	54.63%	-	Wpdkyvux	NSIQ	290	290	PMBM+290	-	-
Z-2K2	AUV	5.000	-	-	QQ	-	-	-	49.00%	-	Lvpin	-	170	-	5.501%	-	-
L-U2	KBD	331.000	-	-	UUU	-	-	-	21.00%	-	Fwmsmynn	DKWP	134	134	COVC+134	-	-
H-2H2	UYJ	6.545	-	-	RRR-	-	-	-	38.00%	-	Kmfkv	Wozzb	-	-	7.807%	-	-
U-W2	EML	50.000	-	-	T	-	-	-	23.00%	-	Weqfzmfu	GTCJ	200	200	YMBH+200	-	-
N-P2	IGD	57.900	-	-	WW-	-	-	-	4.00%	-	Wczokwuf	NMWC	590	590	KAUD+590	-	-

Tranche Comments

N-X2: First Pay: 2025-04-21; Redemption: 2026-11-26; Registration: 144K/Gtg I; L-U2: First Pay: 2025-04-21; Redemption: 2026-11-26; Registration: 144H/Hqs G; M-1I2: First Pay: 2025-04-21; Redemption: 2026-11-26; Registration: 144Y/Rxw L; Z-2K2: First Pay: 2025-04-21; Redemption: 2026-11-26; Registration: 144B/Ati H; U-W2: First Pay: 2025-04-21; Redemption: 2026-11-26; Registration: 144R/Lyo R; P-1I2: First Pay: 2025-04-21; Redemption: 2026-11-26; Registration: 144G/Nio G; H-2H2: First Pay: 2025-04-21; Redemption: 2026-11-26; Registration: 144V/Zda K; N-P2: First Pay: 2025-04-21; Redemption: 2026-11-26; Registration: 144X/Dwi W;

Deal Comments

Wjkjf. Kzw Knmm Zjxmzzg 2.00

Pricing Speed

20 MVV

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 18, 2014