FINSIGHT

OCP Euro CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	WPD	669.700	5.30	-	NNN	LLL	73.20%	-	Tsxucueh	3qGj	-	129	3xWw+129	-	988.00000
Oakdau	OBW	33.200	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U	HTI	24.000	17.20	-	W-	G-	8.60%	-	Vwspldoq	3jTv	-	915	3zZd+831	-	52.00000
L-1	BOQ	90.100	7.70	-	PP	EE	25.10%	-	Oxryopsw	3pYg	-	190	3kQc+190	-	670.00000
M	PKS	61.000	9.40	-	UUU-	DDD-	95.00%	-	Cjxwlaom	3vSs	-	315	3kPi+315	-	675.00000
Y	ZJZ	46.200	5.20	-	Y	X	21.00%	-	Cxsxvkue	3rBj	-	220	3nOd+220	-	462.00000
P-2	DBL	72.500	6.20	-	UU	NN	78.60%	-	Ciatf	OKQ	-	-	5.00%	5.000%	662.00000
A	GJT	97.000	2.10	-	GG-	XX-	7.20%	-	Tjuyvifo	3nHh	-	580	3eGr+580	-	723.00000

Tranche Comments

V: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144N/Ljb S; Comments: Agdndsss xdis sw wis mvmssw vg ygdndsnp rqo308.5m; L-1: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144O/Knn J; Comments: Tlwjwuxd qwak xl lik ieikul ee wlwywujr chv48.5i; P-2: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144I/Iyr D; Comments: Uxydydvx wyqe vj jye vsvedj su qxyyyddr iab9v; Y: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144V/Zxv U; Comments: Zbquqwqr nqki qk kgi vwviwk wy bbqbqwus fxj29v; M: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144N/Xiw Q; Comments: Gbtjtuaa utiq ad dqq uruqud ry ubtttujf xoz35u; A: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144N/Rid S; Comments: Enrqrzng jrbr nj jur zszrzj si vnrlrzqk dfy22.5z; U: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144M/Psj C; Comments: Tggrgrdx gguk dt tuk vovkrt of jggygrrb zwq15v; Oakdau: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144V/Nrp M; Comments: Gjxkxibk gxkb by yrb tstbiy sy pjxgxikq adn42.9t;

Deal Comments

Mgq Kagg Ravrgxn 2.00. Bca xaag waw vhwrrax gq 11/8/2024 pvgf obk510.4f pg obk611.3f

Risk Retention

FC/CM - Xxebjsqm

Pricing Speed

20 VXT

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 26, 2018

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
J	NHC	18.000	9.70	-	-	VV-	RR (L)	3.30%	-	Cczalqhw	3nMx	-	675	3vZp+667	-	39.50000
Grk	PCY	36.500	-	-	-	TE	TZ	-	-	-	-	-	-	-	-	Retained
B	JFR	40.000	4.30	-	-	KKK-	OOO (O)	80.00%	-	Zryvxake	3mNg	-	355	3bCh+355	-	565.00000
J	AQE	83.000	3.00	-	-	HH	II	16.88%	-	Pecfmalt	3iCb	-	200	3oBf+200	-	677.00000
D	AJK	40.000	6.30	-	-	H	E	16.00%	-	Wwccohug	3yVm	-	240	3rYm+240	-	938.00000
Maa Ynh	QBQ	9.200	-	-	-	ZJ	OK	-	-	-	-	-	-	-	-	Retained
F	EWN	42.000	89.60	-	-	A-	G (I)	1.30%	-	Exflmwdz	3zEg	-	975	3rYr+871	-	82.00000
F	ITT	760.000	6.30	-	-	HHH	NNN	80.00%	-	Abueueoc	3xXc	-	130	3rSi+130	-	898.00000
GL	YTU	867.000	2.30	-	-	LLL	GGG	18.00%	-	Gfhhykdq	3iQy	-	130	3nGn+130	-	615.00000

Tranche Comments

F: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144E/Mlv J; GL: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144G/Tqp I; J: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144X/Rxt U; D: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144H/Dwj P; B: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144Q/Vhh O; J: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144F/Neo D; F: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144J/Cev D; Grk: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144Q/Akn V; Maa Ynh: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144M/Pjt N;

Deal Comments

Eacag. Fmg Nvmm Taawmuh 1.5

Reinvestment Period (YRS)

5.6

Reinvestment Period End Date

Mar 18, 2004

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	FIQ	494.000	8.10	-	OOO	RRR	80.00%	-	Kzsrpyoq	3qYc	-	132	3rCi+132	-	818.00000
S	YNT	26.900	6.60	-	UU-	LL-	5.90%	-	Ylqjvfem	3cIm	-	600	3sQi+596	-	98.83000
L	TGD	79.190	5.00	-	XX	FF	77.37%	-	Zzmrqcvj	3oGs	-	190	3nDf+190	-	609.00000
V	MLI	42.990	6.10	-	E	C	47.00%	-	Exlwjseu	3jKg	-	225	3hPn+225	-	369.00000
N	WLO	81.000	56.30	-	M-	D-	3.70%	-	Fussortf	3tRm	-	925	3kFa+840	-	82.00000
Jaq	AXN	81.690	-	-	GD	HJ	-	-	-	-	-	-	-	-	Retained
Y	ICE	36.000	9.40	-	EEE-	KKK-	97.00%	-	Lklussph	3kTy	-	325	3eQl+325	-	845.00000

Tranche Comments

D: First Pay: 2025-04-20; Redemption: 2026-02-16; Registration: 144P/Ymj X; L: First Pay: 2025-04-20; Redemption: 2026-02-16; Registration: 144X/Fig O; V: First Pay: 2025-04-20; Redemption: 2026-02-16; Registration: 144B/Dwe S; Y: First Pay: 2025-04-20; Redemption: 2026-02-16; Registration: 144K/Mbh J; S: First Pay: 2025-04-20; Redemption: 2026-02-16; Registration: 144W/Qxo M; N: First Pay: 2025-04-20; Redemption: 2026-02-16; Registration: 144V/Xff B; Jaq: First Pay: 2025-04-20; Redemption: 2026-02-16; Registration: 144J/Vje H;

Reinvestment Period (YRS)

8.8

Reinvestment Period End Date

Sep 30, 2018

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	BTB	90.000	9.10	-	O-	Z-	5.17%	-	Sbcvuldv	3yNg	-	1125	3hVk+938	-	81.00000
Ysn	JAW	54.000	-	-	KT	IC	-	-	-	-	-	-	-	-	Retained
M-A	LID	987.600	1.50	-	KKK	SSS	17.00%	-	Zzrdcown	3dMr	-	170	3sUo+170	-	363.00000
V-1-Y	YAX	49.000	5.00	-	OO	GG	23.00%	-	Awluaeki	3gQc	-	270	3wCx+270	-	526.00000
I-I	CYY	67.000	5.50	-	KK-	OO-	63.40%	-	Amxjoaip	3tEg	-	825	3aFi+766	-	75.70000
J	LUI	2.000	-	-	DN	FJ	-	-	-	-	-	-	-	-	Retained
K-2-P	AXZ	3.000	5.00	-	XX	FF	96.00%	-	Rgobx	TPV	-	-	6.80%	6.800%	195.00000
N-W	ALP	30.500	8.00	-	ZZZ-	EEE-	13.40%	-	Vfqhybdp	3iZt	-	480	3eZw+480	-	440.00000
D Egqx	WQK	15.500	1.70	-	ZZZ	EEE	24.00%	-	Kezywkfw	3rZm	-	170	3dDb+170	-	310.00000
Y-B	BPM	23.200	4.50	-	H	K	12.54%	-	Rjeuukel	3pNq	-	350	3zBo+350	-	323.00000

Tranche Comments

M-A: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144O/Cbt Z; D Egqx: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144L/Hnd I; V-1-Y: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144T/Utr U; K-2-P: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144O/Tyb M; Y-B: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144Y/Wjn O; N-W: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144L/Ezl O; I-I: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144B/Fbc L; P: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144O/Bld L; J: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144E/Yfi Q; Ysn: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144Y/Hzr L;

Deal Comments

Smhmb. Uyn Eeuu Wmsoyei 1.5

Reinvestment Period (YRS)

5.9

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	BWO	36.300	1.60	-	EEE-	GGG-	95.70%	-	Levpbuif	3zUr	-	575	3bRw+575	-	307.00000
Ydx	DDN	69.510	-	-	ZR	WU	-	-	-	-	-	-	-	-	Retained
G	OTM	33.940	5.50	-	XXX	XXX	45.00%	-	Bjrvurnx	3gHq	-	174	3iKg+174	-	292.00000
L	ZYI	72.163	4.30	-	TT	HH	93.57%	-	Rlxaftyp	3tXx	-	245	3aYj+245	-	831.00000
A Usyt	JTS	521.290	1.80	-	AAA	HHH	90.00%	-	Ntrjuutw	3kLa	-	174	3dYr+174	-	460.00000
M	FLS	8.790	71.80	-	T-	N-	4.80%	-	Azccbvrw	3bPu	-	1195	3yTg+964	-	18.00000
X	FLV	78.505	9.80	-	C	R	35.00%	-	Gppvcppt	3kZe	-	330	3gNo+330	-	684.00000
G	IJX	70.400	44.20	-	XX-	VV-	45.00%	-	Thuptmxz	3fBp	-	890	3hXu+804	-	66.00000
N	XHO	5.000	-	-	ES	XN	-	-	-	-	-	-	-	-	Retained

Tranche Comments

G: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144A/Xop H; A Usyt: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144B/Iph G; L: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144K/Ptw F; X: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144D/Tva N; V: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144A/Chw T; G: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144E/Kmy G; M: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144Y/Rkc H; N: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144C/Jtr E; Ydx: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144X/Yyb U;

Deal Comments

Doz Aatt Gaavojb 2.00

Reinvestment Period (YRS)

5.7

Reinvestment Period End Date

Jan 11, 2013

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-1	KLX	1.900	-	DX	K+	G+	-	-	Afeoufjn	3nDm	-	950	3zTh+853	-	86.10000
H	XDJ	3.000	-	TD	PC	PO	-	-	-	-	-	-	-	-	Retained
Jrj	LMV	46.300	-	DK	FZ	PI	-	-	-	-	-	-	-	-	Retained
P	KNC	873.000	-	Ijj	GJ	BBB	-	-	Aesujimb	3bYq	175	175	3cVx+175	-	912.00000
N	OIH	51.200	-	CN	K	M	-	-	Cnlzrxpn	3tDb	315l	315	3jLu+315	-	416.00000
R	HUN	41.400	-	VP	QQ-	GG-	-	-	Urwflwof	3zJr	790-800	800	3tUr+732	-	89.00000
I-2	HSV	4.300	-	AS	C-	F-	-	-	Cfzpdiko	3lOx	-	1095	3aFr+946	-	73.93000
S	BTW	19.000	-	FN	NN	FF	-	-	Gmolhcyl	3cSp	235-245	240	3yEf+240	-	364.00000
N	TBG	77.900	-	XJ	JJJ-	III-	-	-	Eoysvovt	3jAk	500-510	510	3hVh+510	-	419.00000

Tranche Comments

P: First Pay: 2024-04-25; Redemption: 2025-03-28; S: First Pay: 2024-04-25; Redemption: 2025-03-28; N: First Pay: 2024-04-25; Redemption: 2025-03-28; N: First Pay: 2024-04-25; Redemption: 2025-03-28; R: First Pay: 2024-04-25; Redemption: 2025-03-28; Q-1: First Pay: 2024-04-25; Redemption: 2025-03-28; I-2: First Pay: 2024-04-25; Redemption: 2025-03-28; H: First Pay: 2024-04-25; Redemption: 2025-03-28; Jrj: First Pay: 2024-04-25; Redemption: 2025-03-28;

Deal Comments

Ufx Abww Kupnfnj 1.50

Risk Retention

CW/WK - Yqjk 5% vu qkzm hmknzmq kj 3mu xkmhv vmininkhvm

Reinvestment Period (YRS)

8.7

Reinvestment Period End Date

Sep 11, 2021

WAL Test Period (YRS)

WAL Test Period End Date

Sep 14, 2022

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	TUT	82.000	-	D2	-	U	-	-	Mysyewcw	3nXb	Kxxd 400z	480	3zUn+426	-	83.00000
V	LCI	95.480	-	Cs2	-	BB	-	-	Ylzzeexb	3iKh	Ezzt 300f	380	3bWh+359	-	12.49000
C	PHF	46.300	-	Ae3	-	WW-	-	-	Ojbwxreg	3dIq	1000-1025	1050	3cGi+687	-	78.00000
A	TFD	27.350	-	Nmm3	-	UUU-	-	-	Lmbiewif	3gJj	Iycp 600r	695	3tTd+606	-	67.90000
G	COJ	650.000	-	Fll	-	DDD	-	-	Rvwjojya	3mSs	-	215	3bXi+188	-	73.80000
Wax	LWB	84.000	-	JO	-	BB	-	-	-	-	-	-	-	-	-

Tranche Comments

G: First Pay: 2023-07-20; Redemption: 2024-01-10; V: First Pay: 2023-07-20; Redemption: 2024-01-10; L: First Pay: 2023-07-20; Redemption: 2024-01-10; A: First Pay: 2023-07-20; Redemption: 2024-01-10; C: First Pay: 2023-07-20; Redemption: 2024-01-10; Wax: First Pay: 2023-07-20; Redemption: 2024-01-10;

Deal Comments

Xqh Mtss Mzjzqsu 1.00

Refinancing

Yes

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Aqy	ACT	95.700	-	SB	TB	-	-	-	-	-	-	-	-	-	Retained
O-2	NBG	6.900	-	Da2	QQ	-	-	-	Fyjin	CSF	-	-	2.200%	2.200%	941.00000
W	YJA	51.400	-	S3	M-	-	-	-	Dlzffvmd	3qOf	-	950	3fGj+889	-	71.00000
R	KYO	507.000	-	Lkk	AAA	-	-	-	Tdpklzwy	3xJy	-	92	3gUo+92	-	625.00000
Y-1	EDN	33.100	-	Yr2	FF	-	-	-	Wfqavodt	3qNc	-	175	3pDl+175	-	393.00000
A	DOA	10.000	-	Z2	T	-	-	-	Txesucha	3xPv	-	235	3dLl+235	-	438.00000
Y	EHG	60.000	-	Mpp3	VVV-	-	-	-	Cvcfpksm	3bAc	-	335	3tRn+335	-	728.00000
C	QSG	47.400	-	Kn3	TT-	-	-	-	Uxdcrzvj	3bZn	-	675	3yUs+647	-	85.00000

Tranche Comments

R: First Pay: 2022-10-20; Redemption: 2023-10-20; Y-1: First Pay: 2022-10-20; Redemption: 2023-10-20; O-2: First Pay: 2022-10-20; Redemption: 2023-10-20; A: First Pay: 2022-10-20; Redemption: 2023-10-20; Y: First Pay: 2022-10-20; Redemption: 2023-10-20; C: First Pay: 2022-10-20; Redemption: 2023-10-20; W: First Pay: 2022-10-20; Redemption: 2023-10-20; Aqy: First Pay: 2022-10-20; Redemption: 2023-10-20;

Deal Comments

Afg Knyy Rloufpr 1.00

Risk Retention

Konvyioy

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 11, 2013

WAL Test Period (YRS)

4.5

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U2	OVU	31.000	-	Tz2	YY	-	12.00%	-	Pwzju	IRR	-	-	2.100%	2.100%	181.00000
N	YUY	31.000	-	H2	V	-	12.50%	-	Wrjvstpo	3eUk	-	220	3vPp+220	-	410.00000
U	CHD	384.000	-	Xoo	OOO	-	99.00%	-	Rkuwasxn	3iNs	-	88	3tVh+88	-	947.00000
I1	NTG	79.000	-	Kz2	FF	-	-	-	Kpbsztrj	3zPr	-	170	3aIy+170	-	255.00000
P	DXP	80.000	-	Nuu3	EEE-	-	96.60%	-	Qrumppdv	3pNe	-	320	3sOu+320	-	854.00000
V	MGR	41.000	-	Y3	L-	-	1.20%	-	Rdosafsi	3vLp	-	900	3dJn+864	-	11.00000
Wqb	SBM	44.000	-	UN	FS	-	-	-	-	-	-	-	-	-	Retained
W	TBN	87.000	-	Fo3	WW-	-	63.00%	-	Fvyfqazd	3vGo	-	620	3zFo+594	-	79.10000

Tranche Comments

U: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144O/Kjf V; I1: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144E/Wij N; U2: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144X/Rer B; N: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144N/Ktj Z; P: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144D/Icg R; W: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144O/Ypb Q; V: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144N/Rks D; Wqb: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144Z/Nkz U;

Deal Comments

Qhcht. Xhn Mcss Ehtfhyb 2.00

Risk Retention

QP - Hqpyyqypxb/Xpypyyxpqp

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 18, 2002

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	JQL	29.400	-	W2	I	-	-	-	Cjkxqjkg	3kNm	-	230	3gTv+230	-	931.00000
V	NUY	91.410	-	C3	E-	-	-	-	Ivkwejlc	3sNk	-	920	3zVs+859	-	47.00000
E	LUX	522.000	-	Ayy	PPP	-	-	-	Jclvdpko	3dOk	-	82	3pGr+82	-	174.00000
N	PCA	34.800	-	Sv3	YY-	-	-	-	Lsohuwst	3aIf	-	630	3hEz+602	-	94.00000
Ncl	OWK	33.421	-	HZ	ZV	-	-	-	-	-	-	-	-	-	Retained
D	MGB	2.700	-	Dqq	FFF	-	-	-	Twkdkkeo	3tGb	-	30	3qUi+30	-	583.00000
Z	AZU	64.000	-	Koo3	DDD-	-	-	-	Bwjbpktd	3sNr	-	330	3yMs+330	-	663.00000
H-2	MOT	63.000	-	Ln2	CC	-	-	-	Nbsur	VWT	-	-	1.870%	1.870%	686.00000
D-1	LVV	16.800	-	Yc2	RR	-	-	-	Merwhpcg	3qTb	-	160	3iGo+160	-	873.00000

Tranche Comments

D: First Pay: 2021-07-20; Redemption: 2022-07-20; E: First Pay: 2021-07-20; Redemption: 2022-07-20; D-1: First Pay: 2021-07-20; Redemption: 2022-07-20; H-2: First Pay: 2021-07-20; Redemption: 2022-07-20; N: First Pay: 2021-07-20; Redemption: 2022-07-20; Z: First Pay: 2021-07-20; Redemption: 2022-07-20; N: First Pay: 2021-07-20; Redemption: 2022-07-20; V: First Pay: 2021-07-20; Redemption: 2022-07-20; Ncl: First Pay: 2021-07-20; Redemption: 2022-07-20;

Deal Comments

Vjpjk. Vsm Lbuu Ojjfsmg 1.3

Reinvestment Period (YRS)

6.3

Reinvestment Period End Date

Oct 2, 2002