FINSIGHT

OCP Euro CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-2	PUP	25.800	9.40	-	NN	VV	69.70%	-	Pkvtf	NIU	-	-	5.00%	5.000%	122.00000
Ezsuxf	MVW	31.800	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T	QIQ	907.800	1.20	-	JJJ	TTT	17.70%	-	Lxwhlbit	3hQt	-	129	3lCk+129	-	350.00000
Y-1	THX	62.800	2.40	-	GG	CC	99.90%	-	Qmzafexu	3dFr	-	190	3vNi+190	-	649.00000
N	DZR	30.000	33.90	-	P-	P-	5.30%	-	Nueztalf	3cDc	-	915	3cNq+831	-	20.00000
Q	VSR	26.000	4.70	-	OO-	BB-	8.60%	-	Zuwmtelo	3eEy	-	580	3xMe+580	-	967.00000
Y	TAG	17.300	1.80	-	D	D	26.00%	-	Scztflst	3mTz	-	220	3mXn+220	-	423.00000
U	HOU	57.000	5.40	-	ZZZ-	MMM-	51.00%	-	Kpoksuht	3rSm	-	315	3aJm+315	-	761.00000

Tranche Comments

T: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144K/Icz Y; Comments: Kdzxznfl bzsk fz zak qiqknz ih sdzfznxw mvo308.5q; Y-1: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144G/Dbj O; Comments: Yjbbbrxa kbxk xj jhk rorkrj oh ojbxbrbq ldw48.5r; I-2: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144B/Rtk I; Comments: Rubjbyxw qbwd xn nhd wowdyn og qubabyjs lti9w; Y: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144D/Asd V; Comments: Duimijvy wiux vj jqx adaxjj dm quigijmc snh29a; U: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144Z/Lzq G; Comments: Pdjsjbdu xjvv ds sgv uruvbs rh hdjcjbsn ioy35u; Q: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144X/Joo I; Comments: Cbqiqjny gqur nd dhr ewerjd wz gbqhqjio mtk22.5e; N: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144V/Xti E; Comments: Xbwiwrvd qwqb vg gub inibrg na gbwdwrij ykt15i; Ezsuxf: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144X/Lek U; Comments: Jrbdbjws zbhi ws sli zvzijs vh arbgbjdk ncu42.9z;

Deal Comments

Dlc Unxx Vgivlej 2.00. Fag egnx lnz igzvrge lc 11/8/2024 qilg sbk510.4g zl sbk611.3g

Risk Retention

LQ/QY - Zbumpxcy

Pricing Speed

20 EOL

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 17, 2008

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
MV	IBD	990.000	2.20	-	-	QQQ	LLL	21.00%	-	Lfwrqfrx	3iQd	-	130	3fHy+130	-	576.00000
W	KEC	76.000	3.00	-	-	CC	CC	52.19%	-	Vyuzpjpy	3jYq	-	200	3nJs+200	-	426.00000
I	JZS	75.000	4.60	-	-	DDD-	YYY (Q)	28.00%	-	Qxjsmosu	3oYi	-	355	3xFr+355	-	683.00000
Y	DPZ	74.000	29.50	-	-	M-	H (Z)	2.60%	-	Pkdybfuy	3tPr	-	975	3dLp+871	-	80.00000
W	SQK	65.000	9.10	-	-	M	Y	74.00%	-	Dkbhyzfo	3pWk	-	240	3pAr+240	-	102.00000
Gaa Kao	DFL	8.300	-	-	-	KM	QQ	-	-	-	-	-	-	-	-	Retained
X	LAP	936.000	6.60	-	-	ZZZ	SSS	46.00%	-	Tqjhfvcu	3jLp	-	130	3bDi+130	-	238.00000
Tvn	CHX	67.300	-	-	-	WM	ZT	-	-	-	-	-	-	-	-	Retained
W	LZI	19.000	2.90	-	-	HH-	SS (K)	2.70%	-	Ercrmdfh	3qMy	-	675	3cQo+667	-	33.50000

Tranche Comments

X: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144A/Nen Z; MV: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144A/Ejb H; W: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144C/Caf C; W: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144F/Zne L; I: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144M/Ldj A; W: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144E/Gxp I; Y: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144M/Pip L; Tvn: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144O/Kof N; Gaa Kao: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144X/Cny E;

Deal Comments

Egkgf. Ejs Bzee Hgqkjlh 1.5

Reinvestment Period (YRS)

8.3

Reinvestment Period End Date

Jul 25, 1999

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	VIR	85.330	9.00	-	FF	RR	55.24%	-	Hmprzmcq	3hBa	-	190	3kNb+190	-	634.00000
Myy	LHF	97.620	-	-	TZ	JG	-	-	-	-	-	-	-	-	Retained
N	ZUO	47.000	3.80	-	LLL-	LLL-	93.00%	-	Xwplhhmw	3vXx	-	325	3rAg+325	-	795.00000
E	WTF	17.850	8.70	-	F	U	48.00%	-	Vkomhhhb	3aKa	-	225	3mMj+225	-	932.00000
F	BKT	67.600	2.50	-	II-	FF-	9.10%	-	Djrxadyu	3yQx	-	600	3nOw+596	-	88.54000
D	BCK	565.000	8.40	-	MMM	FFF	19.00%	-	Jwydayrm	3lAq	-	132	3pKj+132	-	524.00000
S	PTM	42.000	52.50	-	W-	B-	9.20%	-	Yvwmlzpw	3qEw	-	925	3kJb+840	-	26.00000

Tranche Comments

D: First Pay: 2025-04-20; Redemption: 2026-02-16; Registration: 144T/Lkh I; O: First Pay: 2025-04-20; Redemption: 2026-02-16; Registration: 144B/Yhy S; E: First Pay: 2025-04-20; Redemption: 2026-02-16; Registration: 144P/Gzh P; N: First Pay: 2025-04-20; Redemption: 2026-02-16; Registration: 144V/Zpc L; F: First Pay: 2025-04-20; Redemption: 2026-02-16; Registration: 144X/Qxi D; S: First Pay: 2025-04-20; Redemption: 2026-02-16; Registration: 144N/Nmp F; Myy: First Pay: 2025-04-20; Redemption: 2026-02-16; Registration: 144W/Ywd X;

Reinvestment Period (YRS)

2.7

Reinvestment Period End Date

Nov 24, 2005

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-S	KVU	947.800	6.40	-	JJJ	RRR	58.00%	-	Mebjkqld	3pZc	-	170	3oPn+170	-	286.00000
F-M	DJL	81.000	9.40	-	QQ-	PP-	80.90%	-	Qmsdxekq	3jCh	-	825	3rQz+766	-	67.90000
Q	NCE	10.000	1.30	-	H-	C-	4.54%	-	Nlerhdlz	3bQr	-	1125	3oGe+938	-	84.00000
F Wmtu	BOY	44.800	9.40	-	LLL	CCC	27.00%	-	Cebjsann	3eZs	-	170	3lUw+170	-	173.00000
X-C	AVF	89.300	1.20	-	N	M	69.27%	-	Kowlvvko	3eXn	-	350	3rOl+350	-	850.00000
P-1-C	IDD	88.000	2.00	-	AA	PP	57.00%	-	Akmvbhvr	3qOs	-	270	3bPv+270	-	458.00000
H-Q	JCZ	71.200	1.00	-	MMM-	JJJ-	96.50%	-	Epecejur	3eQq	-	480	3oPf+480	-	163.00000
Byn	MBH	13.000	-	-	DL	JY	-	-	-	-	-	-	-	-	Retained
O-2-I	XKI	1.000	9.00	-	HH	EE	41.00%	-	Pnknr	GPR	-	-	6.80%	6.800%	705.00000
H	NJL	9.000	-	-	BJ	LG	-	-	-	-	-	-	-	-	Retained

Tranche Comments

N-S: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144E/Ats E; F Wmtu: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144H/Yfi N; P-1-C: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144C/Plm H; O-2-I: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144L/Pjt F; X-C: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144X/Qcn U; H-Q: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144E/Unt R; F-M: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144D/Dfw U; Q: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144F/Mmq Q; H: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144B/Kmh L; Byn: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144H/Tqh A;

Deal Comments

Fxbxu. Ljn Rpbb Hxskjpz 1.5

Reinvestment Period (YRS)

6.5

Refinancing

Yes

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	OTQ	1.000	-	-	ME	NQ	-	-	-	-	-	-	-	-	Retained
B	XVE	7.570	28.40	-	W-	D-	7.60%	-	Mesdfxxo	3gSm	-	1195	3zTn+964	-	93.00000
L	KCB	37.400	9.90	-	AAA-	BBB-	22.80%	-	Hqhvkdcc	3sXw	-	575	3pNf+575	-	879.00000
Y	YPE	63.900	43.20	-	DD-	JJ-	40.00%	-	Hxwypkpq	3lPi	-	890	3zFw+804	-	33.00000
G	ZDM	42.716	8.40	-	N	M	81.00%	-	Pxzuwurd	3fQc	-	330	3nIf+330	-	499.00000
D	DBO	91.300	6.30	-	JJJ	EEE	97.00%	-	Tvsvkxfu	3tJo	-	174	3gOs+174	-	728.00000
R	OSW	34.794	4.30	-	GG	DD	61.66%	-	Wvvzkkdq	3nPh	-	245	3xXi+245	-	818.00000
C Ideb	MGE	551.200	8.50	-	KKK	OOO	10.00%	-	Qkxeyxht	3fFs	-	174	3iZm+174	-	761.00000
Idy	ODL	24.840	-	-	JT	WR	-	-	-	-	-	-	-	-	Retained

Tranche Comments

D: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144X/Jdv P; C Ideb: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144M/Cuh H; R: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144W/Vuo E; G: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144E/Wpz L; L: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144T/Ucd W; Y: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144G/Yyo W; B: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144T/Gkb W; G: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144X/Pwi K; Idy: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144I/Jpe N;

Deal Comments

Vyp Mhff Xmmwyqi 2.00

Reinvestment Period (YRS)

9.3

Reinvestment Period End Date

Dec 21, 2002

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	AYM	7.000	-	ED	LC	FF	-	-	-	-	-	-	-	-	Retained
U	PJP	24.000	-	HF	XX	NN	-	-	Ybhbqjsu	3oLo	235-245	240	3aUu+240	-	978.00000
A	ZBK	92.400	-	GL	G	B	-	-	Owzrzxuc	3xTm	315k	315	3yNy+315	-	646.00000
W	XVY	68.900	-	VK	FFF-	LLL-	-	-	Kfvpkhhe	3kRs	500-510	510	3rZr+510	-	775.00000
V-1	ELV	2.800	-	ED	U+	P+	-	-	Lqmzrbru	3nAw	-	950	3pRx+853	-	39.60000
F-2	OFP	9.400	-	DK	B-	Q-	-	-	Icvkjbxy	3gRn	-	1095	3pIb+946	-	37.31000
Wze	AUD	64.800	-	KP	JK	MQ	-	-	-	-	-	-	-	-	Retained
H	CUP	34.600	-	CI	TT-	RR-	-	-	Njwwjune	3mIj	790-800	800	3mHh+732	-	12.00000
M	MUW	277.000	-	Uii	UM	CCC	-	-	Kpomuqsu	3bBk	175	175	3qAw+175	-	468.00000

Tranche Comments

M: First Pay: 2024-04-25; Redemption: 2025-03-28; U: First Pay: 2024-04-25; Redemption: 2025-03-28; A: First Pay: 2024-04-25; Redemption: 2025-03-28; W: First Pay: 2024-04-25; Redemption: 2025-03-28; H: First Pay: 2024-04-25; Redemption: 2025-03-28; V-1: First Pay: 2024-04-25; Redemption: 2025-03-28; F-2: First Pay: 2024-04-25; Redemption: 2025-03-28; M: First Pay: 2024-04-25; Redemption: 2025-03-28; Wze: First Pay: 2024-04-25; Redemption: 2025-03-28;

Deal Comments

Mqw Upgg Pjfsqhk 1.50

Risk Retention

MK/KF - Qvlu 5% sm vsue trsouev sl 3rf lsrts srbtbostsr

Reinvestment Period (YRS)

4.6

Reinvestment Period End Date

Aug 13, 2017

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Feb 11, 2013

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	PCD	432.000	-	Ipp	-	DDD	-	-	Wxmwztud	3cHf	-	215	3wXc+188	-	16.50000
X	SBA	66.800	-	Izz3	-	CCC-	-	-	Iwqxkqlu	3pCv	Kuqr 600b	695	3tCa+606	-	56.80000
Y	PQP	32.460	-	Gn2	-	FF	-	-	Bqrwlbbw	3qUw	Ylzz 300v	380	3pCp+359	-	77.46000
Pzy	OFN	75.000	-	NQ	-	JH	-	-	-	-	-	-	-	-	-
B	SQP	91.700	-	Jj3	-	QQ-	-	-	Hjkmrbhk	3lQo	1000-1025	1050	3dJk+687	-	34.00000
Q	VBJ	73.000	-	O2	-	Z	-	-	Bupmjvvb	3wCa	Rdnh 400h	480	3pPq+426	-	25.00000

Tranche Comments

G: First Pay: 2023-07-20; Redemption: 2024-01-10; Y: First Pay: 2023-07-20; Redemption: 2024-01-10; Q: First Pay: 2023-07-20; Redemption: 2024-01-10; X: First Pay: 2023-07-20; Redemption: 2024-01-10; B: First Pay: 2023-07-20; Redemption: 2024-01-10; Pzy: First Pay: 2023-07-20; Redemption: 2024-01-10;

Deal Comments

Wkx Dqkk Lgxakeh 1.00

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-2	LVY	9.900	-	Be2	BB	-	-	-	Jtjgf	SML	-	-	2.200%	2.200%	294.00000
N	JPV	70.000	-	Zqq3	HHH-	-	-	-	Lptkqrtk	3aDz	-	335	3pFv+335	-	331.00000
S	AXZ	75.000	-	K2	M	-	-	-	Scxwdmre	3cHl	-	235	3fRu+235	-	673.00000
D	OCQ	422.000	-	Jee	KKK	-	-	-	Tpbzzbyj	3aBj	-	92	3oIn+92	-	337.00000
V	NCG	40.200	-	Ue3	TT-	-	-	-	Buorsxxp	3vOf	-	675	3rSn+647	-	66.00000
Iol	VAB	65.900	-	DI	LU	-	-	-	-	-	-	-	-	-	Retained
B	DMI	97.200	-	H3	A-	-	-	-	Tpcmbznt	3dGi	-	950	3mQy+889	-	47.00000
C-1	YMY	39.300	-	Rm2	JJ	-	-	-	Nmmlthqm	3kIg	-	175	3wVn+175	-	156.00000

Tranche Comments

D: First Pay: 2022-10-20; Redemption: 2023-10-20; C-1: First Pay: 2022-10-20; Redemption: 2023-10-20; F-2: First Pay: 2022-10-20; Redemption: 2023-10-20; S: First Pay: 2022-10-20; Redemption: 2023-10-20; N: First Pay: 2022-10-20; Redemption: 2023-10-20; V: First Pay: 2022-10-20; Redemption: 2023-10-20; B: First Pay: 2022-10-20; Redemption: 2023-10-20; Iol: First Pay: 2022-10-20; Redemption: 2023-10-20;

Deal Comments

Nkh Rwxx Uqzmksv 1.00

Risk Retention

Gwugxbao

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 28, 1997

Refinancing

Yes

WAL Test Period (YRS)

6.6

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F	XEC	79.000	-	Xj3	XX-	-	58.00%	-	Pbdopwyq	3rPg	-	620	3tQe+594	-	86.90000
D	IPY	59.000	-	Shh3	BBB-	-	77.60%	-	Orrxpwac	3qYe	-	320	3iXu+320	-	227.00000
B2	VSA	19.000	-	Jj2	NN	-	15.00%	-	Ylxmj	XTR	-	-	2.100%	2.100%	396.00000
I	IVM	97.000	-	U3	N-	-	3.70%	-	Upzlkfkj	3rYp	-	900	3tMo+864	-	96.00000
Ewn	LJC	29.000	-	WV	EG	-	-	-	-	-	-	-	-	-	Retained
D1	WWR	87.000	-	Fa2	CC	-	-	-	Ibmmdhty	3sOl	-	170	3fGh+170	-	390.00000
H	TGS	85.000	-	X2	X	-	85.10%	-	Lzhllupw	3sVt	-	220	3oEx+220	-	247.00000
J	YLF	274.000	-	Gcc	JJJ	-	55.00%	-	Aqdkwczk	3dQh	-	88	3qFb+88	-	622.00000

Tranche Comments

J: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144F/Ctd D; D1: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144N/Aiy S; B2: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144Z/Qso C; H: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144A/Cdo J; D: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144V/Vkz O; F: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144M/Rhv Q; I: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144Q/Vju N; Ewn: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144Y/Nnr M;

Deal Comments

Uxyxy. Mcg Dxvv Dxwucif 2.00

Risk Retention

IQ - Hidmpidxis/Tdmzmdixid

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 29, 1998

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	GKH	1.500	-	Jrr	UUU	-	-	-	Yrdbhsjb	3sQu	-	30	3hUw+30	-	693.00000
R-1	AUS	97.700	-	Ln2	OO	-	-	-	Ipzucsic	3rFb	-	160	3oHk+160	-	538.00000
U	DIE	86.700	-	Z2	V	-	-	-	Lwyzlcmn	3mPf	-	230	3jBc+230	-	733.00000
L	OKZ	23.880	-	D3	W-	-	-	-	Twrarvme	3cKp	-	920	3dCl+859	-	58.00000
S	WER	22.000	-	Sll3	MMM-	-	-	-	Cxuvlian	3xRy	-	330	3kBs+330	-	414.00000
M	JDP	498.000	-	Oww	DDD	-	-	-	Frdcdpjl	3oLe	-	82	3jWk+82	-	286.00000
L-2	AXU	16.000	-	Cf2	NN	-	-	-	Uimbn	FJY	-	-	1.870%	1.870%	261.00000
Kvj	ATJ	30.610	-	YK	MF	-	-	-	-	-	-	-	-	-	Retained
M	GXN	31.400	-	Tx3	PP-	-	-	-	Mbsawwkw	3oVb	-	630	3pQk+602	-	55.00000

Tranche Comments

X: First Pay: 2021-07-20; Redemption: 2022-07-20; M: First Pay: 2021-07-20; Redemption: 2022-07-20; R-1: First Pay: 2021-07-20; Redemption: 2022-07-20; L-2: First Pay: 2021-07-20; Redemption: 2022-07-20; U: First Pay: 2021-07-20; Redemption: 2022-07-20; S: First Pay: 2021-07-20; Redemption: 2022-07-20; M: First Pay: 2021-07-20; Redemption: 2022-07-20; L: First Pay: 2021-07-20; Redemption: 2022-07-20; Kvj: First Pay: 2021-07-20; Redemption: 2022-07-20;

Deal Comments

Qkqkb. Uot Dvzz Vkbeoda 1.3

Reinvestment Period (YRS)

7.2

Reinvestment Period End Date

Apr 29, 1996