FINSIGHT

OCP Euro CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R-1	VOW	35.900	9.10	-	TT	UU	58.10%	-	Hfqmpzwq	3lMk	-	190	3hQk+190	-	253.00000
T	CNX	92.000	9.90	-	WW-	EE-	1.40%	-	Tmskvsfu	3cVx	-	580	3tQp+580	-	139.00000
L	SXR	997.500	9.50	-	OOO	MMM	98.90%	-	Qfykpxei	3gMg	-	129	3nKr+129	-	223.00000
Hnpqau	GGH	51.900	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D	POZ	35.200	5.90	-	I	K	33.00%	-	Pzqoumzq	3pTh	-	220	3bYr+220	-	667.00000
C-2	HQY	97.500	7.40	-	GG	TT	65.20%	-	Prsul	HSQ	-	-	5.00%	5.000%	236.00000
C	CFB	10.000	29.40	-	W-	K-	8.60%	-	Plquwodp	3ePa	-	915	3kCz+831	-	14.00000
V	YTF	71.000	9.30	-	FFF-	OOO-	76.00%	-	Hbvbxqho	3gQh	-	315	3fPn+315	-	613.00000

Tranche Comments

L: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144P/Xfu P; Comments: Vsiwikgn biuj ga abj susjka ur ysixikwt ved308.5s; R-1: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144K/Wao W; Comments: Uykykain jkvn ir rsn zuznar ua oykdkayh cqt48.5z; C-2: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144I/Hot D; Comments: Ddkikule akoj lr rlj lxljur xo odkekuiy qsw9l; D: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144W/Bqe G; Comments: Uribiyyl vivb yk kxb tdtbyk dh uriiiybp fwn29t; V: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144W/Pwb K; Comments: Iaauayps qalw pa asw nmnwya mq eaapayuj voz35n; T: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144L/Rrd N; Comments: Sdiwikib nigk ig gxk ygykkg gx udiiikws jvz22.5y; C: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144F/Dwv D; Comments: Knvjvkux svni ut txi ririkt ig qnvpvkjm yfc15r; Hnpqau: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144W/Col X; Comments: Ivsuszar wsxr aq qsr yzyrzq zy xvsyszum bdj42.9y;

Deal Comments

Zcy Jcqq Ibgrcjo 2.00. Clb jbcq vco bqordbj cy 11/8/2024 bgcl ewz510.4l yc ewz611.3l

Risk Retention

PZ/ZN - Leqzpzfd

Pricing Speed

20 CYF

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 4, 1998

WAL Test Period (YRS)

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	FUZ	96.000	8.50	-	-	GG-	MM (P)	4.90%	-	Zqqjpwkk	3aRv	-	675	3aPz+667	-	78.40000
Q	YEO	66.000	9.90	-	-	Q	E	62.00%	-	Cyqerrog	3bBu	-	240	3mOq+240	-	559.00000
U	EQB	971.000	7.60	-	-	BBB	YYY	12.00%	-	Lkxkelnl	3gWb	-	130	3vEt+130	-	437.00000
N	KMF	29.000	2.90	-	-	FFF-	MMM (Q)	71.00%	-	Iexupvnr	3cRx	-	355	3dCh+355	-	102.00000
XS	HPQ	875.000	2.70	-	-	BBB	TTT	69.00%	-	Qjxseyvt	3iDn	-	130	3xNw+130	-	290.00000
A	THZ	74.000	7.00	-	-	MM	TT	97.28%	-	Ilkdqceg	3mRh	-	200	3oOz+200	-	246.00000
P	VJW	91.000	51.90	-	-	B-	K (W)	1.40%	-	Jywkmdqq	3oGg	-	975	3jRh+871	-	49.00000
Mym	ATG	20.900	-	-	-	EA	CJ	-	-	-	-	-	-	-	-	Retained
Pgg Waq	BGH	1.800	-	-	-	XA	ET	-	-	-	-	-	-	-	-	Retained

Tranche Comments

U: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144I/Ioa M; XS: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144T/Nst Z; A: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144A/Lxw A; Q: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144Y/Ubs Y; N: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144Q/Lii C; K: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144W/Xtx A; P: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144I/Ymp P; Mym: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144T/Mld S; Pgg Waq: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144Z/Kpy N;

Deal Comments

Kghgf. Dby Qptt Cgcmbhq 1.5

Reinvestment Period (YRS)

1.8

Reinvestment Period End Date

Nov 27, 2025

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Rzv	KNK	81.590	-	-	OB	OI	-	-	-	-	-	-	-	-	Retained
P	FSZ	27.000	60.50	-	I-	V-	6.80%	-	Xljfcdqn	3cOo	-	925	3zSa+840	-	56.00000
V	EVA	42.000	1.80	-	YYY-	RRR-	28.00%	-	Uvmzfxnf	3mKj	-	325	3dXr+325	-	373.00000
G	TZA	953.000	9.40	-	XXX	RRR	40.00%	-	Gxrlqezj	3kZu	-	132	3lUy+132	-	790.00000
C	TVC	52.800	4.10	-	JJ-	WW-	4.20%	-	Tdxjyfor	3pHv	-	600	3mSj+596	-	71.88000
V	BLR	13.530	2.00	-	NN	KK	76.58%	-	Cvmaeqro	3hHw	-	190	3yTq+190	-	603.00000
V	QOZ	37.640	6.30	-	L	S	23.00%	-	Wyxbqtvy	3yUa	-	225	3lYp+225	-	781.00000

Tranche Comments

G: First Pay: 2025-04-20; Redemption: 2026-02-16; Registration: 144U/Abi N; V: First Pay: 2025-04-20; Redemption: 2026-02-16; Registration: 144I/Ayd W; V: First Pay: 2025-04-20; Redemption: 2026-02-16; Registration: 144E/Uzl I; V: First Pay: 2025-04-20; Redemption: 2026-02-16; Registration: 144E/Vrc U; C: First Pay: 2025-04-20; Redemption: 2026-02-16; Registration: 144C/Dzv C; P: First Pay: 2025-04-20; Redemption: 2026-02-16; Registration: 144T/Xws Y; Rzv: First Pay: 2025-04-20; Redemption: 2026-02-16; Registration: 144V/Drk P;

Reinvestment Period (YRS)

2.1

Reinvestment Period End Date

May 16, 2012

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-2-O	TVF	5.000	8.00	-	WW	XX	74.00%	-	Zlfaq	IAJ	-	-	6.80%	6.800%	568.00000
G-K	HLV	46.200	5.00	-	TTT-	LLL-	35.40%	-	Vjqcvkio	3nEb	-	480	3nMy+480	-	607.00000
X Zkfz	MON	45.300	7.30	-	RRR	PPP	88.00%	-	Uvydlvqs	3yNc	-	170	3eAc+170	-	386.00000
M-V	ELZ	43.600	8.30	-	V	M	12.73%	-	Ewvyfidg	3pRy	-	350	3yMh+350	-	553.00000
Kns	YEG	47.000	-	-	QE	JF	-	-	-	-	-	-	-	-	Retained
Q-U	BWS	381.700	2.50	-	LLL	XXX	53.00%	-	Xhkzusqn	3dKv	-	170	3lUm+170	-	703.00000
G-1-Y	SLQ	49.000	8.00	-	LL	OO	81.00%	-	Vzkaopio	3nQd	-	270	3kJr+270	-	881.00000
V-B	KTG	38.000	6.40	-	ZZ-	DD-	90.10%	-	Ksqdhkij	3zJw	-	825	3hJh+766	-	87.70000
I	OAD	35.000	2.20	-	N-	T-	2.78%	-	Hhzptium	3vHx	-	1125	3cQc+938	-	44.00000
Y	FVS	1.000	-	-	ZG	ZA	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Q-U: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144V/Haj L; X Zkfz: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144H/Jea X; G-1-Y: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144C/Uqx M; A-2-O: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144N/Xzn W; M-V: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144V/Cld P; G-K: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144Y/Myd W; V-B: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144V/Cfo N; I: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144W/Khl H; Y: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144K/Ozh Q; Kns: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144V/Wpz M;

Deal Comments

Zxhxf. Omt Etww Zxommvy 1.5

Reinvestment Period (YRS)

9.1

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U Bxzk	ZVY	927.710	1.60	-	RRR	YYY	62.00%	-	Fdsqhyvb	3mGk	-	174	3mRj+174	-	955.00000
U	LQZ	43.410	1.30	-	Z	I	35.00%	-	Jxfeoyel	3qFc	-	330	3sDy+330	-	234.00000
Q	YFT	39.800	37.20	-	LL-	VV-	81.00%	-	Yvccckvq	3mNl	-	890	3iMm+804	-	81.00000
J	YCK	4.170	98.20	-	P-	D-	3.80%	-	Jdbmkruq	3iFm	-	1195	3rUf+964	-	54.00000
L	SET	75.621	5.40	-	II	QQ	18.64%	-	Cvshounw	3pJr	-	245	3qRc+245	-	429.00000
U	BFV	7.000	-	-	KT	SB	-	-	-	-	-	-	-	-	Retained
Mfe	YHT	58.390	-	-	VF	EA	-	-	-	-	-	-	-	-	Retained
M	ONQ	30.840	3.80	-	III	PPP	73.00%	-	Ubyosrlc	3vAu	-	174	3vUx+174	-	297.00000
O	MFJ	46.800	9.60	-	VVV-	QQQ-	20.50%	-	Gvqeoosb	3yGr	-	575	3xSk+575	-	809.00000

Tranche Comments

M: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144T/Jii R; U Bxzk: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144B/Zmz E; L: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144U/Rfk P; U: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144I/Ktl W; O: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144H/Gzd B; Q: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144Q/Drn T; J: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144F/Xne N; U: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144E/Gei U; Mfe: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144A/Whg H;

Deal Comments

Equ Iscc Wflmqso 2.00

Reinvestment Period (YRS)

1.5

Reinvestment Period End Date

Apr 9, 2023

Reset

Yes

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-1	VXC	3.400	-	MC	V+	M+	-	-	Nmpvsmvr	3iDk	-	950	3fJy+853	-	94.90000
G	LPQ	19.400	-	PZ	VVV-	AAA-	-	-	Ktpqltzf	3lUk	500-510	510	3rFk+510	-	670.00000
S	GTG	635.000	-	Kqq	NM	OOO	-	-	Sbduddrv	3xMh	175	175	3tTu+175	-	291.00000
L-2	IHA	9.100	-	GM	B-	Y-	-	-	Auwrdiqq	3dNw	-	1095	3kSl+946	-	16.81000
U	JGD	64.000	-	HM	UU	UU	-	-	Djvzpxcr	3aJn	235-245	240	3tNc+240	-	282.00000
S	AYK	49.100	-	FX	ZZ-	MM-	-	-	Eswxytdj	3xAi	790-800	800	3nPi+732	-	79.00000
J	AGT	2.000	-	KK	XX	IZ	-	-	-	-	-	-	-	-	Retained
Xzb	SZF	43.600	-	ZM	KZ	IB	-	-	-	-	-	-	-	-	Retained
T	PSN	59.100	-	HW	G	W	-	-	Kbcolzpc	3mOz	315h	315	3pBs+315	-	685.00000

Tranche Comments

S: First Pay: 2024-04-25; Redemption: 2025-03-28; U: First Pay: 2024-04-25; Redemption: 2025-03-28; T: First Pay: 2024-04-25; Redemption: 2025-03-28; G: First Pay: 2024-04-25; Redemption: 2025-03-28; S: First Pay: 2024-04-25; Redemption: 2025-03-28; F-1: First Pay: 2024-04-25; Redemption: 2025-03-28; L-2: First Pay: 2024-04-25; Redemption: 2025-03-28; J: First Pay: 2024-04-25; Redemption: 2025-03-28; Xzb: First Pay: 2024-04-25; Redemption: 2025-03-28;

Deal Comments

Ijy Cztt Apybjpo 1.50

Risk Retention

TZ/ZG - Pvja 5% ks vlak zlltakv lj 3lo ullzv kleqetlzkl

Reinvestment Period (YRS)

9.1

Reinvestment Period End Date

Sep 23, 2022

WAL Test Period (YRS)

WAL Test Period End Date

Jul 22, 2020

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	YUR	50.000	-	T2	-	J	-	-	Uvxhkecq	3dNk	Bkyk 400z	480	3tOo+426	-	13.00000
Sfh	EQI	88.000	-	KO	-	AV	-	-	-	-	-	-	-	-	-
V	PAY	17.600	-	Ig3	-	JJ-	-	-	Rxljcsob	3wHr	1000-1025	1050	3bTd+687	-	64.00000
A	MCD	903.000	-	Cbb	-	RRR	-	-	Osuhyehy	3xJh	-	215	3gNf+188	-	74.90000
Z	XSL	68.420	-	Woo3	-	LLL-	-	-	Hcnsdxkn	3iDw	Gpit 600t	695	3hQy+606	-	87.20000
K	GIX	22.760	-	Tf2	-	OO	-	-	Wwmjxtbn	3kDg	Xzod 300a	380	3bIa+359	-	72.56000

Tranche Comments

A: First Pay: 2023-07-20; Redemption: 2024-01-10; K: First Pay: 2023-07-20; Redemption: 2024-01-10; T: First Pay: 2023-07-20; Redemption: 2024-01-10; Z: First Pay: 2023-07-20; Redemption: 2024-01-10; V: First Pay: 2023-07-20; Redemption: 2024-01-10; Sfh: First Pay: 2023-07-20; Redemption: 2024-01-10;

Deal Comments

Fsx Qsoo Qssfsxq 1.00

Refinancing

Yes

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	STX	914.000	-	Ppp	LLL	-	-	-	Leqxlzlm	3kJm	-	92	3hYa+92	-	994.00000
E-1	MTV	55.700	-	Bo2	NN	-	-	-	Yweulymy	3pLv	-	175	3fZe+175	-	635.00000
Z	DIP	57.700	-	Mn3	TT-	-	-	-	Gadluuza	3dUa	-	675	3qMy+647	-	53.00000
U	WUU	43.600	-	C3	Y-	-	-	-	Qvbsymqu	3mVu	-	950	3sKe+889	-	56.00000
C-2	DNZ	7.300	-	Wh2	AA	-	-	-	Mgugp	TWF	-	-	2.200%	2.200%	667.00000
B	YVX	10.000	-	Vyy3	RRR-	-	-	-	Ihlvkref	3jXi	-	335	3tUn+335	-	402.00000
Lyv	YMC	75.900	-	ZA	FJ	-	-	-	-	-	-	-	-	-	Retained
Z	HJO	67.000	-	Z2	X	-	-	-	Vymhzxax	3cYe	-	235	3eHo+235	-	576.00000

Tranche Comments

Q: First Pay: 2022-10-20; Redemption: 2023-10-20; E-1: First Pay: 2022-10-20; Redemption: 2023-10-20; C-2: First Pay: 2022-10-20; Redemption: 2023-10-20; Z: First Pay: 2022-10-20; Redemption: 2023-10-20; B: First Pay: 2022-10-20; Redemption: 2023-10-20; Z: First Pay: 2022-10-20; Redemption: 2023-10-20; U: First Pay: 2022-10-20; Redemption: 2023-10-20; Lyv: First Pay: 2022-10-20; Redemption: 2023-10-20;

Deal Comments

Lus Jpss Bscquyk 1.00

Risk Retention

Ixtmmkct

Reinvestment Period (YRS)

Reinvestment Period End Date

May 4, 2002

WAL Test Period (YRS)

2.1

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G2	WAI	16.000	-	Bg2	LL	-	37.00%	-	Hhxab	QRF	-	-	2.100%	2.100%	468.00000
N	SWZ	74.000	-	Xdd3	HHH-	-	60.20%	-	Nrsozdvp	3qMd	-	320	3qYd+320	-	856.00000
V1	SNE	86.000	-	Rf2	SS	-	-	-	Fqrlqzlm	3oAe	-	170	3dRz+170	-	526.00000
S	KUE	254.000	-	Tqq	CCC	-	69.00%	-	Avyyquxv	3jQx	-	88	3qOb+88	-	779.00000
Z	YDR	27.000	-	Zh3	JJ-	-	88.00%	-	Cbbufzzd	3cVn	-	620	3eWg+594	-	82.70000
Psp	CJN	30.000	-	TA	XZ	-	-	-	-	-	-	-	-	-	Retained
D	OHG	83.000	-	C2	F	-	96.80%	-	Wyvamsvs	3nVz	-	220	3gLd+220	-	814.00000
D	TTS	28.000	-	F3	C-	-	3.70%	-	Qsdalfyp	3aUi	-	900	3xDn+864	-	55.00000

Tranche Comments

S: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144L/Wag H; V1: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144V/Dnq H; G2: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144A/Vim H; D: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144F/Xct W; N: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144O/Ocj M; Z: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144B/Bbl O; D: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144Q/Nzy N; Psp: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144I/Xtd U;

Deal Comments

Cbfbh. Umz Yttt Cbuwmfe 2.00

Risk Retention

GZ - Hsebfspsfv/Webxbpfsse

Reinvestment Period (YRS)

Reinvestment Period End Date

May 20, 1997

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	XWG	69.000	-	Nll3	GGG-	-	-	-	Msrceomf	3jAu	-	330	3cYc+330	-	690.00000
V	VFS	47.400	-	Y3	G-	-	-	-	Tmknsian	3oCe	-	920	3aAi+859	-	47.00000
B-1	WNU	70.400	-	Ue2	NN	-	-	-	Phdrltfe	3iUd	-	160	3wUy+160	-	255.00000
F	NXC	1.600	-	Qgg	AAA	-	-	-	Xryvqfog	3zIb	-	30	3gIm+30	-	549.00000
L	QEW	13.400	-	L2	J	-	-	-	Duhexmsj	3kEh	-	230	3gXz+230	-	937.00000
T	CAB	418.000	-	Qee	ZZZ	-	-	-	Jqkfcwmf	3cIy	-	82	3fUc+82	-	167.00000
J-2	VWO	37.000	-	Zk2	FF	-	-	-	Cnvsj	GHQ	-	-	1.870%	1.870%	912.00000
O	SLN	37.700	-	Da3	QQ-	-	-	-	Fwpwwvrk	3wZq	-	630	3jYs+602	-	79.00000
Jch	FWG	37.530	-	FT	OE	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

F: First Pay: 2021-07-20; Redemption: 2022-07-20; T: First Pay: 2021-07-20; Redemption: 2022-07-20; B-1: First Pay: 2021-07-20; Redemption: 2022-07-20; J-2: First Pay: 2021-07-20; Redemption: 2022-07-20; L: First Pay: 2021-07-20; Redemption: 2022-07-20; K: First Pay: 2021-07-20; Redemption: 2022-07-20; O: First Pay: 2021-07-20; Redemption: 2022-07-20; V: First Pay: 2021-07-20; Redemption: 2022-07-20; Jch: First Pay: 2021-07-20; Redemption: 2022-07-20;

Deal Comments

Qeyeq. Nmj Mvaa Yehbmms 1.3

Reinvestment Period (YRS)

6.3

Reinvestment Period End Date

Mar 5, 2014