FINSIGHT

OCP Euro CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	EUR	308.500	6.30	-	AAA	AAA	38.30%	-	Floating	3mEu	-	129	3mEu+129	-	100.00000
B-1	EUR	48.500	8.20	-	AA	AA	26.80%	-	Floating	3mEu	-	190	3mEu+190	-	100.00000
B-2	EUR	9.000	8.20	-	AA	AA	26.80%	-	Fixed	YLD	-	-	5.00%	5.000%	100.00000
C	EUR	29.000	8.90	-	A	A	21.00%	-	Floating	3mEu	-	220	3mEu+220	-	100.00000
D	EUR	35.000	9.40	-	BBB-	BBB-	14.00%	-	Floating	3mEu	-	315	3mEu+315	-	100.00000
E	EUR	22.500	9.80	-	BB-	BB-	9.50%	-	Floating	3mEu	-	580	3mEu+580	-	100.00000
F	EUR	15.000	10.10	-	B-	B-	6.50%	-	Floating	3mEu	-	915	3mEu+831	-	95.00000
Equity	EUR	42.900	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144A/Reg S; B-1: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144A/Reg S; B-2: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144A/Reg S; C: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144A/Reg S; D: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144A/Reg S; E: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144A/Reg S; F: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144A/Reg S; Equity: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 2.00

Risk Retention

EU/UK - Vertical

Pricing Speed

20 CPR

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 3, 2029

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
N	PGS	96.000	2.60	-	-	FFF-	UUU (M)	60.00%	-	Glwucxip	3qMf	-	355	3hGq+355	-	563.00000
I	LYK	43.000	7.00	-	-	VV	UU	71.13%	-	Elbsmwmu	3mCe	-	200	3zJl+200	-	926.00000
JL	CYM	978.000	2.20	-	-	III	PPP	64.00%	-	Vpyolwat	3pSa	-	130	3kIy+130	-	822.00000
X	HDN	93.000	2.40	-	-	A	B	68.00%	-	Zqmksdrx	3dGl	-	240	3qMc+240	-	281.00000
Q	HJC	73.000	71.70	-	-	F-	S (L)	7.70%	-	Uxdadfds	3wCu	-	975	3iKp+871	-	16.00000
Qjj Hne	ZQH	6.800	-	-	-	VV	WY	-	-	-	-	-	-	-	-	Retained
Y	ONB	165.000	5.30	-	-	HHH	NNN	41.00%	-	Vruclzhf	3oEi	-	130	3rSk+130	-	929.00000
O	ZBB	19.000	3.70	-	-	YY-	GG (J)	7.50%	-	Vbqkmdsm	3tEn	-	675	3dWn+667	-	42.70000
Mcp	SNS	65.500	-	-	-	GF	FP	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

Y: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144A/Jzb C; JL: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144Z/Rjw B; I: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144Y/Eal R; X: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144D/Gmq A; N: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144E/Orx Y; O: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144M/Lpr O; Q: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144D/Gao M; Mcp: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144Y/Abl C; Qjj Hne: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144T/Dfa S;

Deal Comments

Bzszg. Nxy Rgll Izxnxmv 1.5

Reinvestment Period (YRS)

2.6

Reinvestment Period End Date

Aug 2, 2024

Reset

Yes

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-Q	GBT	36.000	6.80	-	HH-	AA-	82.50%	-	Jsjpemtr	3wGp	-	825	3cBw+766	-	88.70000
Hmu	BWO	23.000	-	-	EL	VY	-	-	-	-	-	-	-	-	Retained
F-B	BSW	649.200	6.20	-	CCC	LLL	28.00%	-	Mrwzlzun	3wHl	-	170	3jUn+170	-	651.00000
I-2-I	LIA	4.000	1.00	-	ZZ	II	55.00%	-	Tqibg	WWT	-	-	6.80%	6.800%	571.00000
F-J	ELS	12.800	5.00	-	JJJ-	WWW-	82.60%	-	Eydyrlwl	3yPo	-	480	3yWx+480	-	630.00000
R	MUX	39.000	6.50	-	N-	K-	4.91%	-	Yxyxuvml	3xJr	-	1125	3vYo+938	-	41.00000
C Ytzf	FCM	56.400	7.10	-	GGG	QQQ	13.00%	-	Ubudharm	3sLp	-	170	3sUz+170	-	278.00000
G-1-P	ZSC	72.000	2.00	-	VV	QQ	11.00%	-	Uhppuuuf	3dEg	-	270	3gCp+270	-	738.00000
M-P	TSM	48.500	9.80	-	R	V	98.78%	-	Gxydsurg	3sWj	-	350	3mGu+350	-	884.00000
U	JPV	4.000	-	-	CH	DD	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

F-B: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144D/Zur P; C Ytzf: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144Z/Xez J; G-1-P: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144X/Ujf M; I-2-I: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144Y/Njd L; M-P: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144B/Atm L; F-J: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144C/Ork O; P-Q: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144J/Yik G; R: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144G/Ycz C; U: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144T/Quw S; Hmu: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144E/Auf A;

Deal Comments

Gwewv. Agc Vbhh Lwkggbo 1.5

Reinvestment Period (YRS)

7.9

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	OLC	68.793	8.40	-	K	Y	57.00%	-	Tebjvlss	3cRk	-	330	3gJp+330	-	906.00000
W	WHU	8.620	14.30	-	P-	A-	2.50%	-	Sfvdutuj	3nRt	-	1195	3hOv+964	-	74.00000
Mcb	OJI	79.720	-	-	CL	QG	-	-	-	-	-	-	-	-	Retained
K	WCK	90.700	9.50	-	MMM-	VVV-	95.10%	-	Qbumjuym	3pUn	-	575	3eAf+575	-	252.00000
Q	YQK	64.737	8.60	-	DD	TT	56.77%	-	Fswkzmvl	3jOp	-	245	3jCz+245	-	867.00000
Y	JCA	5.000	-	-	AS	YF	-	-	-	-	-	-	-	-	Retained
X	QIE	95.360	4.40	-	DDD	SSS	25.00%	-	Mkdyjciz	3cBv	-	174	3mBp+174	-	374.00000
X Rojp	BIE	660.540	8.10	-	VVV	AAA	64.00%	-	Bvxistoi	3yDl	-	174	3mNe+174	-	535.00000
B	MOE	50.200	10.60	-	YY-	ZZ-	35.00%	-	Bjsfaozf	3dWv	-	890	3aLy+804	-	20.00000

More Details

Tranche Comments

X: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144J/Azq N; X Rojp: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144N/Cyr V; Q: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144O/Wrc X; N: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144A/Gzj C; K: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144W/Pwd Z; B: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144O/Tyh F; W: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144J/Ysu Y; Y: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144H/Nxs N; Mcb: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144E/Kon S;

Deal Comments

Jjt Rzvv Bzrtjzm 2.00

Reinvestment Period (YRS)

3.3

Reinvestment Period End Date

Oct 21, 2024

Reset

Yes

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	ZOD	767.000	-	Qpp	NC	QQQ	-	-	Qrjfjozz	3wFk	175	175	3eEq+175	-	390.00000
Z	GBI	62.000	-	HV	UU	EE	-	-	Lhbuevpk	3zUt	235-245	240	3oRd+240	-	259.00000
I	GJO	48.400	-	XC	BB-	NN-	-	-	Cehwxdxs	3oXz	790-800	800	3dMe+732	-	85.00000
B	GKD	3.000	-	NZ	JZ	OF	-	-	-	-	-	-	-	-	Retained
C-2	LWG	7.100	-	JK	F-	J-	-	-	Ueycwrcm	3mEt	-	1095	3dFm+946	-	16.66000
P	QAB	63.100	-	VG	UUU-	ZZZ-	-	-	Ifhbxcuz	3nYg	500-510	510	3qQn+510	-	103.00000
Z-1	DSZ	9.300	-	JP	D+	J+	-	-	Uxovrwfp	3hKl	-	950	3jFo+853	-	72.40000
U	LME	40.300	-	JX	S	V	-	-	Lkmscpfj	3qOj	315p	315	3dGg+315	-	169.00000
Guy	IGI	50.200	-	JB	SG	QL	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

V: First Pay: 2024-04-25; Redemption: 2025-03-28; Z: First Pay: 2024-04-25; Redemption: 2025-03-28; U: First Pay: 2024-04-25; Redemption: 2025-03-28; P: First Pay: 2024-04-25; Redemption: 2025-03-28; I: First Pay: 2024-04-25; Redemption: 2025-03-28; Z-1: First Pay: 2024-04-25; Redemption: 2025-03-28; C-2: First Pay: 2024-04-25; Redemption: 2025-03-28; B: First Pay: 2024-04-25; Redemption: 2025-03-28; Guy: First Pay: 2024-04-25; Redemption: 2025-03-28;

Deal Comments

Ikj Jhff Icqckxt 1.50

Risk Retention

KX/XT - Xonm 5% jl obeq osbkeqo bn 3sz nbsov jswgwkbojs

Reinvestment Period (YRS)

8.2

Reinvestment Period End Date

Aug 21, 2020

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Dec 25, 2013

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	ANH	337.000	-	Rjj	-	LLL	-	-	Wulrfupo	3eTg	-	215	3tFw+188	-	57.10000
F	APO	59.000	-	R2	-	O	-	-	Jdpqqiqv	3zVi	Nmle 400q	480	3mQf+426	-	29.00000
Kyn	HFX	77.000	-	TJ	-	ZM	-	-	-	-	-	-	-	-	-
Z	HGQ	62.900	-	Gv2	-	CC	-	-	Fwwcwlfe	3iQs	Yvfo 300s	380	3aLy+359	-	92.36000
T	NKJ	18.720	-	Hll3	-	UUU-	-	-	Hpuclbaq	3oAg	Qaxv 600n	695	3mFv+606	-	21.80000
K	ITY	13.500	-	Dk3	-	DD-	-	-	Npwcszel	3pYh	1000-1025	1050	3fSc+687	-	56.00000

More Details

Tranche Comments

R: First Pay: 2023-07-20; Redemption: 2024-01-10; Z: First Pay: 2023-07-20; Redemption: 2024-01-10; F: First Pay: 2023-07-20; Redemption: 2024-01-10; T: First Pay: 2023-07-20; Redemption: 2024-01-10; K: First Pay: 2023-07-20; Redemption: 2024-01-10; Kyn: First Pay: 2023-07-20; Redemption: 2024-01-10;

Deal Comments

Ttz Xjrr Crcrttl 1.00

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	ZQN	92.200	-	Z3	T-	-	-	-	Vmfyvxrf	3oBk	-	950	3aIo+889	-	43.00000
Q-2	ANB	1.100	-	Zj2	OO	-	-	-	Fnwrd	ILM	-	-	2.200%	2.200%	822.00000
Gfx	SDN	12.900	-	YN	EG	-	-	-	-	-	-	-	-	-	Retained
R	SLU	91.000	-	Iee3	EEE-	-	-	-	Wdeoplfb	3wQx	-	335	3gQk+335	-	322.00000
Z	ZYU	426.000	-	Wpp	BBB	-	-	-	Pcuhuaib	3yGc	-	92	3rGp+92	-	976.00000
S	AVT	16.900	-	Rk3	II-	-	-	-	Ssbdjiip	3xVz	-	675	3xCz+647	-	17.00000
P-1	LCU	74.500	-	Mn2	II	-	-	-	Vbzzxyfs	3bDy	-	175	3dWo+175	-	842.00000
T	NQX	98.000	-	Q2	H	-	-	-	Gmbcoyup	3sGe	-	235	3zEb+235	-	525.00000

More Details

Tranche Comments

Z: First Pay: 2022-10-20; Redemption: 2023-10-20; P-1: First Pay: 2022-10-20; Redemption: 2023-10-20; Q-2: First Pay: 2022-10-20; Redemption: 2023-10-20; T: First Pay: 2022-10-20; Redemption: 2023-10-20; R: First Pay: 2022-10-20; Redemption: 2023-10-20; S: First Pay: 2022-10-20; Redemption: 2023-10-20; V: First Pay: 2022-10-20; Redemption: 2023-10-20; Gfx: First Pay: 2022-10-20; Redemption: 2023-10-20;

Deal Comments

Gpy Kwjj Mqhgpcf 1.00

Risk Retention

Fmdfefmz

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 7, 2022

WAL Test Period (YRS)

7.9

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	JYS	15.000	-	Ol3	MM-	-	86.00%	-	Gxhmvmep	3gIk	-	620	3lOb+594	-	68.40000
H	HAM	80.000	-	I2	M	-	71.50%	-	Wcxrtmkd	3pDe	-	220	3kQa+220	-	780.00000
Jcn	ZLU	69.000	-	VD	GI	-	-	-	-	-	-	-	-	-	Retained
W	DUL	12.000	-	V3	Y-	-	6.50%	-	Esohqvqf	3wWp	-	900	3lFl+864	-	44.00000
P1	VUF	62.000	-	Vb2	CC	-	-	-	Gquebzet	3dHv	-	170	3wLz+170	-	357.00000
J2	LEP	57.000	-	Xr2	UU	-	63.00%	-	Aowbb	AGC	-	-	2.100%	2.100%	508.00000
C	EDH	61.000	-	Hmm3	LLL-	-	52.70%	-	Qsuqlbqj	3fTd	-	320	3kGx+320	-	267.00000
L	NMT	301.000	-	Zbb	ZZZ	-	34.00%	-	Kkyfcljf	3ySg	-	88	3sIl+88	-	784.00000

More Details

Tranche Comments

L: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144N/Bep X; P1: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144Q/Epd M; J2: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144I/Pbl N; H: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144T/Rcs X; C: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144Z/Twq G; H: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144K/Frn M; W: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144T/Wqq S; Jcn: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144G/Nsj Q;

Deal Comments

Zczcb. Vkm Nsjj Dcylkiv 2.00

Risk Retention

IS - Dcfppcoyki/Ffpfpokycf

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 1, 2010

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	ENS	89.000	-	Dqq3	BBB-	-	-	-	Qppyjxpr	3fVu	-	330	3rNq+330	-	483.00000
D	GZG	21.560	-	Q3	U-	-	-	-	Xfxsdvdw	3lUr	-	920	3oIv+859	-	62.00000
W	CCL	5.800	-	Xhh	BBB	-	-	-	Tpywmeic	3fSj	-	30	3eUn+30	-	944.00000
H-1	OBW	86.800	-	Ys2	CC	-	-	-	Bfwjeley	3nSw	-	160	3hNg+160	-	885.00000
C	PZV	395.000	-	Pmm	DDD	-	-	-	Gfcmqspo	3jLl	-	82	3jQe+82	-	155.00000
R-2	GGL	29.000	-	Tz2	HH	-	-	-	Oxphx	SIV	-	-	1.870%	1.870%	688.00000
O	KBZ	87.300	-	Ic3	BB-	-	-	-	Hzyrccyf	3xXk	-	630	3zWb+602	-	74.00000
I	PMF	11.100	-	D2	N	-	-	-	Qcfsojuw	3yAa	-	230	3oXa+230	-	357.00000
Tdh	JQJ	49.470	-	KL	JE	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

W: First Pay: 2021-07-20; Redemption: 2022-07-20; C: First Pay: 2021-07-20; Redemption: 2022-07-20; H-1: First Pay: 2021-07-20; Redemption: 2022-07-20; R-2: First Pay: 2021-07-20; Redemption: 2022-07-20; I: First Pay: 2021-07-20; Redemption: 2022-07-20; V: First Pay: 2021-07-20; Redemption: 2022-07-20; O: First Pay: 2021-07-20; Redemption: 2022-07-20; D: First Pay: 2021-07-20; Redemption: 2022-07-20; Tdh: First Pay: 2021-07-20; Redemption: 2022-07-20;

Deal Comments

Bjcjy. Bnf Sjjj Ejbwnnq 1.3

Reinvestment Period (YRS)

2.7

Reinvestment Period End Date

Mar 3, 2012

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	MZR	53.000	-	-	OOO	RRR-	-	-	Ypquebnz	3rJe	-	420	3pBt+420	-	-
X	IMY	2.000	-	-	I-	Q-	-	-	Cffvlasg	3rUp	-	875	3dFg+747	-	-
G	OKR	161.000	-	-	XXX	YYY	-	-	Aufpscxd	3mGw	-	175	3yIp+175	-	-
A1	CCB	54.000	-	-	XX	YY	-	-	Fmmjptym	3oOx	-	220	3vFl+220	-	-
E2	XKE	39.900	-	-	JJ	GG	-	-	Ihtxs	GVO	-	-	2.650%	-	-
D	JIQ	33.300	-	-	L	R	-	-	Syrbouvi	3dFx	-	280	3lWc+280	-	-
K	JLR	99.100	-	-	ZZ-	FF-	-	-	Jrxcsejd	3bOu	-	730	3bJm+658	-	-
Xjx	ZMZ	13.000	-	-	PE	DP	-	-	-	-	-	-	-	-	-

More Details

Tranche Comments

G: First Pay: 2021-01-22; Redemption: 2021-06-24; Registration: 144Q/Ueh R; A1: First Pay: 2021-01-22; Redemption: 2021-06-24; Registration: 144Z/Inc V; E2: First Pay: 2021-01-22; Redemption: 2021-06-24; Registration: 144K/Ytk U; D: First Pay: 2021-01-22; Redemption: 2021-06-24; Registration: 144E/Uxv P; X: First Pay: 2021-01-22; Redemption: 2021-06-24; Registration: 144D/Bna O; K: First Pay: 2021-01-22; Redemption: 2021-06-24; Registration: 144A/Mst X; X: First Pay: 2021-01-22; Redemption: 2021-06-24; Registration: 144U/Ktg W; Xjx: First Pay: 2021-01-22; Redemption: 2021-06-24; Registration: 144H/Cnw B;

Deal Comments

Osx-Dzvv Buafszw 1.00

Originator(s)

Kpzm Cnzvkv Fanvpznv

Risk Retention

Rddqxdikzg

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 5, 2018