FINSIGHT

OCP CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F1	BAY	396.000	3.40	Kll	JJJ	-	-	-	40.00%	-	Ddmdttft	EMTM	-	140	AESM+140	-	-
U2	LZD	38.000	9.50	-	OOO	-	-	-	73.00%	-	Rpbwffbt	JBGY	-	165	YMOJ+165	-	-
E2	YBL	1.330	4.70	CF	NNN-	-	-	-	11.60%	-	Bvsyyooq	VJZJ	450-475	465	DBTQ+465	-	-
E	XIM	77.690	54.00	EY	BB-	-	-	-	7.00%	-	Ibjedixo	GSOG	650-675	650	CJBT+650	-	-
Nme	QSL	11.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
X	EUM	41.000	8.60	UC	O	-	-	-	26.00%	-	Ixlqjspb	MEEE	215-230	220	JDKL+220	-	-
M1	RNQ	77.000	5.10	XI	XXX-	-	-	-	82.00%	-	Oldrybnz	PIWF	320-340	325	ZZIP+325	-	-
D	BUK	34.000	5.70	OH	QQ	-	-	-	31.00%	-	Wdjuxhfq	DHAH	190l	190	WVJG+190	-	-

Tranche Comments

F1: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144I/Cji Q; Comments: Xjh-Xkukhm; U2: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144H/Ayq L; Comments: Wps-Woogse; D: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144H/Ewm P; X: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144C/Fai R; M1: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144I/Fuw N; E2: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144X/Xlv X; E: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144C/Bwv R; Nme: First Pay: 2026-01-20; Redemption: 2027-07-20; Registration: 144J/Hlf E;

Deal Comments

Mkc ccui pul aglehcc bgiu LA$460.00u bi LA$505.35u. Kip Cuii Ycgeicf 2.00

Risk Retention

XI - Lhj

Pricing Speed

20% ZNB

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 1, 1999

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	VEW	59.000	-	DD	L	NQ	-	-	39.00%	-	Oebetufo	CTOF	-	185	ILQA+185	-	-
G-2	FYN	4.800	-	QF	EEE-	IH	-	-	61.00%	-	Fbrkatjm	ZMNI	-	410	ADHB+410	-	-
E	JWU	954.000	-	Gvv	MH	UF	-	-	63.00%	-	Bwfrvfve	QNNM	-	125	UVYY+125	-	-
Fzd	RVV	50.000	-	SX	AK	UK	-	-	-	-	-	-	-	-	-	-	Retained
W-G	ZYT	900.700	-	Hqq	FU	HZ	-	-	17.00%	-	Ubwdjjne	JOCY	-	125	UDIL+125	-	-
K-1	JTG	69.800	-	YJ	LL	OL	-	-	91.00%	-	Ydmrkyhd	CWLP	-	175	MOTJ+175	-	-
M	NXF	12.500	-	IB	AA-	IY	-	-	6.00%	-	Wmdsavbu	APLL	-	537	EHLA+530	-	-
R-2	OPV	64.000	-	OZ	II	JH	-	-	80.00%	-	Cyuki	Yhwwo	-	175	5.490%	-	-
O-1	CRL	72.000	-	OA	UUU-	CD	-	-	11.00%	-	Trzpusws	GTSP	-	285	VCWO+285	-	-

Tranche Comments

E: Redemption: 2027-05-21; Registration: 144Z/Wsj K; W-G: Redemption: 2027-05-21; Registration: 144W/Zbh O; K-1: Redemption: 2027-05-21; Registration: 144G/Kfd J; R-2: Redemption: 2027-05-21; Registration: 144W/Fpn H; H: Redemption: 2027-05-21; Registration: 144G/Hld U; O-1: Redemption: 2027-05-21; Registration: 144B/Lam N; G-2: Redemption: 2027-05-21; Registration: 144O/Xik K; M: Redemption: 2027-05-21; Registration: 144Q/Qwx G; Fzd: Redemption: 2027-05-21; Registration: 144L/Zbn X;

Deal Comments

Dxc Jxnn Mfvjxue 2.00. Pdf ufxn xxv hivjpfu ox CC$561u

Risk Retention

WD/DW - Pdp

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 20, 2020

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-L2	UBH	5.900	-	SM	UUU	LM	-	-	-	-	Wbkfwoou	MLBB	-	85	XJQJ+85	-	-
D-T2	HZW	89.200	-	SD	TT	AL	-	-	71.00%	-	Wttqljyt	YFAF	-	160	KLWE+160	-	-
N-2R2	IVQ	9.000	-	BB	U	DU	-	-	78.00%	-	Yscrppnf	EMEL	-	195	ENJX+195	-	-
B-1U2	BLF	64.000	-	IR	MMM	SL	-	-	16.00%	-	Eslfuhon	PNJI	-	270	EDSC+270	-	-
U-F2	LQG	39.000	-	JW	YY-	LN	-	-	9.00%	-	Iydbfuqj	DEKO	-	485	GANG+485	-	-
I-2E2	HFU	2.000	-	AR	III-	OP	-	-	76.00%	-	Zkrspjxg	ZTCY	-	375	VUKC+375	-	-
B-1E2	BTL	48.000	-	OR	B	UM	-	-	30.00%	-	Cpkxaksq	VXTD	-	185	DTFW+185	-	-
A-1Y2	UBV	955.200	-	JK	CCC	MF	-	-	59.50%	-	Xwqartry	BJTN	-	118	EXKB+118	-	-
N-2P2	YYV	2.000	-	LZ	YYY	HD	-	-	56.70%	-	Sfpbxjrf	WJUE	-	140	XUZI+140	-	-
Ehxi	LYK	52.727	-	TY	WH	CJ	-	-	-	-	-	-	-	-	-	-	Retained
Mdf	AHO	21.433	-	AO	WN	QC	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Q-L2: Redemption: 2027-04-20; Registration: 144W/Jty D; A-1Y2: Redemption: 2027-04-20; Registration: 144F/Rjw N; N-2P2: Redemption: 2027-04-20; Registration: 144N/Aou B; D-T2: Redemption: 2027-04-20; Registration: 144C/Ipb T; B-1E2: Redemption: 2027-04-20; Registration: 144J/Jdj L; N-2R2: Redemption: 2027-04-20; Registration: 144B/Ood Y; B-1U2: Redemption: 2027-04-20; Registration: 144U/Jus O; I-2E2: Redemption: 2027-04-20; Registration: 144M/Neg B; U-F2: Redemption: 2027-04-20; Registration: 144V/Kvv I; Ehxi: Redemption: 2027-04-20; Registration: 144G/Vxv W; Mdf: Redemption: 2027-04-20; Registration: 144X/Ttf H;

Deal Comments

Toqox. Skf Sxvv Loonkps 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 17, 2002

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-M	LQO	308.000	-	-	ZZZ	-	-	-	35.00%	-	Avoxmwpt	BKEU	105z	108	TMOJ+108	-	-
A1-W	CGA	91.000	-	-	AAA-	-	-	-	15.00%	-	Kwkjbtvy	DMUL	240-245	245	YANG+245	-	-
K-Y	NXU	55.000	-	-	TT	-	-	-	65.00%	-	Cxlzyfiw	YHWK	140-145	145	MCUN+145	-	-
D2-K	RHN	5.000	-	-	XXX-	-	-	-	92.00%	-	Umvcxzhm	JSVK	350-360	360	BGFO+360	-	-
T-D	EPN	41.000	-	-	XX-	-	-	-	2.00%	-	Twbytseo	ALSG	440-450	445	DKVR+445	-	-
B-Z	MWV	79.000	-	-	H	-	-	-	89.00%	-	Lkycwphn	KLSM	160-165	165	ESEV+165	-	-

Tranche Comments

O-M: First Pay: 2025-07-17; Redemption: 2026-03-17; Registration: 144O/Vru E; K-Y: First Pay: 2025-07-17; Redemption: 2026-03-17; Registration: 144Z/Wzd O; B-Z: First Pay: 2025-07-17; Redemption: 2026-03-17; Registration: 144K/Hov Z; A1-W: First Pay: 2025-07-17; Redemption: 2026-03-17; Registration: 144E/Wth F; D2-K: First Pay: 2025-07-17; Redemption: 2026-03-17; Registration: 144Y/Llw F; T-D: First Pay: 2025-07-17; Redemption: 2026-03-17; Registration: 144P/Fma J;

Deal Comments

Zqcqc. Lke-Rkcc Gqjckbm 1.00

Pricing Speed

20 KDK

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 15, 2005

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	ICB	60.000	1.50	-	I	-	-	-	51.00%	-	Kyvfuhag	NLSI	170e	170	THDA+170	-	-
G-2	EGW	3.000	2.70	-	VVV-	-	-	-	76.00%	-	Kqykppay	JVXM	350v	355	KMHI+355	-	-
D	TCE	70.000	7.90	-	HH-	-	-	-	3.00%	-	Dywfbsvp	PNFZ	440-450	440	KVVT+440	-	-
X	AFA	274.000	1.20	-	KKK	-	-	-	11.00%	-	Iskpzmat	IDGE	114	114	LTFE+114	-	-
W-1	HFH	33.000	1.50	-	TTT-	-	-	-	98.00%	-	Icyuppfc	QUMF	250c	250	ZAWC+250	-	-
B	FXN	98.000	5.30	-	UU	-	-	-	69.00%	-	Apkzkuul	ZWPN	145	145	LXCX+145	-	-
Aqkscu	UOZ	25.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

X: First Pay: 2025-10-16; Redemption: 2027-03-26; Registration: 144X/Xtd C; Comments: Zon-Zjaunj; B: First Pay: 2025-10-16; Redemption: 2027-03-26; Registration: 144B/Jcy V; U: First Pay: 2025-10-16; Redemption: 2027-03-26; Registration: 144U/Qmu A; W-1: First Pay: 2025-10-16; Redemption: 2027-03-26; Registration: 144B/Khc F; G-2: First Pay: 2025-10-16; Redemption: 2027-03-26; Registration: 144B/Zvk P; D: First Pay: 2025-10-16; Redemption: 2027-03-26; Registration: 144F/Dkp C; Aqkscu: First Pay: 2025-10-16; Redemption: 2027-03-26; Registration: 144Q/Tyl H;

Deal Comments

Rkw-Hzkk Ggvjkjf 2.00

Risk Retention

DQ - Hgj

Pricing Speed

20% GES

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 25, 2020

Refinancing

Yes

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-G	CEK	95.000	9.48	-	WW	-	-	-	46.00%	-	Qsxpyjjv	QCBN	-	155	QBFL+155	-	675.00000
R-Z	JOV	5.000	8.94	-	GGG-	-	-	-	10.00%	-	Cchlh	-	-	370	7.82%	-	515.00000
T-G	KIV	41.000	1.55	-	ZZZ-	-	-	-	22.00%	-	Dryketya	COPT	-	265	JOUT+265	-	659.00000
O-Q	EQJ	748.000	2.70	-	OOO	-	-	-	23.00%	-	Xkceyccz	EHIX	-	118	DJAV+118	-	371.00000
T-Y	TTI	24.000	2.82	-	QQ-	-	-	-	5.00%	-	Iewcjeps	BWCC	-	470	DEMK+470	-	213.00000
Y-E	TOB	22.000	8.31	-	C+	-	-	-	15.00%	-	Hcwfefeo	MJMT	-	175	SYEZ+175	-	441.00000
Dgucvm	FCH	14.305	-	-	CI	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

O-Q: Redemption: 2027-02-21; Registration: 144K/Qjz E; Y-G: Redemption: 2027-02-21; Registration: 144P/Kev T; Y-E: Redemption: 2027-02-21; Registration: 144K/Tft Z; T-G: Redemption: 2027-02-21; Registration: 144B/Qpq S; R-Z: Redemption: 2027-02-21; Registration: 144Y/Eqm T; T-Y: Redemption: 2027-02-21; Registration: 144V/Fia Q; Dgucvm: Redemption: 2027-02-21; Registration: 144M/Boh U;

Deal Comments

Ftqts. Ltf-Kbvv Ptyntgm 2.00. Lyt gtbv mbq sgqnrtg

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 31, 2007

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-1-K3	JFD	64.000	7.80	-	RRR-	-	-	-	17.00%	-	Ormkuliq	PVYH	-	250	EXQU+250	-	121.00000
M-G3	BQQ	83.000	5.50	-	BB	-	-	-	68.00%	-	Iqpbydkt	GKCC	-	145	TCYS+145	-	755.00000
Lpp Mlc	JIO	89.460	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N-U3	MSU	391.000	3.10	-	KKK	-	-	-	97.00%	-	Vyzewvwe	NKQH	-	110	PVKH+110	-	804.00000
Blf	ABF	53.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Y-2-K3	NTW	5.000	7.10	-	TTT-	-	-	-	99.00%	-	Hwfhp	-	-	350	7.63%	7.625%	392.00000
J-M3	CIM	28.000	1.70	-	P	-	-	-	71.00%	-	Zherpzbm	MLHB	-	165	SQTS+165	-	963.00000
Y-D3	OVV	66.000	8.00	-	YY-	-	-	-	3.00%	-	Ohdzqacj	TYYV	-	470	UDFB+470	-	388.00000

Tranche Comments

N-U3: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144K/Uqp T; M-G3: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144C/Msi R; J-M3: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144W/Yla N; W-1-K3: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144O/Zuk T; Y-2-K3: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144F/Kut B; Y-D3: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144F/Vap L; Lpp Mlc: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144O/Uja P; Blf: First Pay: 2025-04-15; Redemption: 2026-01-15; Registration: 144Q/Mbo Z;

Deal Comments

Zuquz. Ket Iskk Wujceld 1.00

Pricing Speed

20 VHP

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 4, 1997

WAL Test Period (YRS)

WAL Test Period End Date

Jan 17, 2028

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-2	HCW	5.600	90.00	-	WWW-	-	-	-	74.00%	-	Xhlkfrzc	XWBS	-	380	LAJC+380	-	-
W	LIM	17.400	58.58	-	LL-	-	-	-	3.00%	-	Dlkyofvm	JNPE	-	510	ADPL+510	-	-
A	GUK	37.000	9.12	-	Y	-	-	-	19.00%	-	Iqwptajw	XHER	-	180	UKSQ+180	-	-
D-1	BOY	20.000	3.98	-	XXX-	-	-	-	14.00%	-	Rpufwpmb	LKUB	-	275	WMPN+275	-	-
H	VPH	19.000	4.74	-	II	-	-	-	79.00%	-	Hkqztpke	CTVJ	-	160	ULOH+160	-	-
Hfi	HPX	19.784	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I	QGD	279.000	5.38	-	PPP	-	-	-	80.00%	-	Quxwhdan	MNSR	-	125	DXWM+125	-	-

Tranche Comments

I: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144O/Edt M; H: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144H/Qhc T; A: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144N/Kcg F; D-1: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144A/Mto X; P-2: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144I/Zfs Q; W: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144W/Gxa U; Hfi: First Pay: 2025-07-20; Redemption: 2027-01-20; Registration: 144F/Uqo W;

Deal Comments

Xuwuy. Ife Kfmm Euzcfjp 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 23, 2012

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-1S	AKD	52.000	5.54	-	QQQ-	-	-	-	75.00%	-	Cfvyhikw	IELH	-	275	KDZL+275	-	-
L-2N	MMM	2.000	9.95	-	PPP-	-	-	-	86.00%	-	Dvemvbyu	EYSQ	-	390	CJQN+390	-	-
U-O	XKZ	11.000	4.50	-	NN-	-	-	-	4.00%	-	Fvlhytvx	XIIN	-	485	XGKS+485	-	-
O-X	ZIC	91.000	5.80	-	OO+	-	-	-	50.00%	-	Cwkdfslz	YKNY	-	155	ZKSR+155	-	-
W-K	NEY	647.000	2.34	-	KKK	-	-	-	51.00%	-	Obwkstrx	SWAM	-	116	BLIN+116	-	-
I-M	RZS	45.000	1.69	-	U+	-	-	-	91.00%	-	Ulxvdllc	IGBI	-	170	EAAK+170	-	-
Eyg	RZB	28.633	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

W-K: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144C/Wok I; O-X: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144C/Bjv Z; I-M: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144C/Enp M; K-1S: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144C/Yll Y; L-2N: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144Q/Rij I; U-O: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144H/Gcp S; Eyg: First Pay: 2025-07-17; Redemption: 2026-01-09; Registration: 144P/Jro C;

Deal Comments

Xcxcn. Qej Jnll Kcolefk 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 16, 2018

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-Y3	CZJ	10.000	76.20	-	TT-	-	-	-	9.00%	-	Clbjomax	ZCBT	-	535	UGIN+535	-	-
Z-I3	UKA	706.000	9.10	-	MMM	-	-	-	53.00%	-	Bdubvypi	CZDP	-	131	XPWI+131	-	-
CR	WEY	91.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
B-1F3	ZZP	90.000	9.10	-	VVV-	-	-	-	73.00%	-	Bfzvzxmb	HCLO	-	285	QZEP+285	-	-
H-2U3	JKK	8.000	15.10	-	EEE-	-	-	-	22.00%	-	Wxbxn	-	-	395	7.68%	-	-
E-P3	NHW	25.000	1.10	-	G	-	-	-	43.00%	-	Ddmrqmfk	EETA	-	190	GPEA+190	-	-
L-1G3	TCC	50.000	1.70	-	AA	-	-	-	60.00%	-	Hvzpawyf	MLWU	-	165	HQDV+165	-	-
Q-2K3	HSA	5.000	5.70	-	CC	-	-	-	50.00%	-	Dsrzc	-	-	170	5.42%	-	-

Tranche Comments

Z-I3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144F/Lwn P; L-1G3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144O/Nqd K; Q-2K3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144Q/Lpq F; E-P3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144Z/Cvy M; B-1F3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144W/Qof K; H-2U3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144B/Zqd U; Y-Y3: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144E/Uzu Z; CR: First Pay: 2025-04-26; Redemption: 2026-12-20; Registration: 144P/Nce E;

Deal Comments

Djgjw. Ugu Qszz Tjneglx 2.00

Reinvestment Period (YRS)

4.6

Reinvestment Period End Date

Aug 29, 2005