FINSIGHT

OCP Euro CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	OOB	939.800	4.80	-	AAA	OOO	58.30%	-	Iwxppfff	3jGa	-	129	3fUn+129	-	306.00000
A	XUW	82.000	67.70	-	R-	P-	6.20%	-	Clvxwqiw	3bHw	-	915	3dUj+831	-	84.00000
R-2	HSL	91.100	6.60	-	OO	UU	88.10%	-	Vnwpd	CRX	-	-	5.00%	5.000%	656.00000
T	DDJ	76.500	7.40	-	R	D	97.00%	-	Gbuvzyrx	3yEh	-	220	3tXy+220	-	510.00000
S	GUC	31.000	5.70	-	NNN-	SSS-	33.00%	-	Ezqodwut	3vHk	-	315	3yXx+315	-	173.00000
Tbxcnl	DFD	47.100	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K	BLN	77.000	7.80	-	DD-	AA-	4.10%	-	Osxmvvbx	3hBg	-	580	3eOk+580	-	775.00000
Y-1	AVB	53.200	2.40	-	FF	VV	65.70%	-	Xcmuhdnk	3bAe	-	190	3bVv+190	-	698.00000

Tranche Comments

Y: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144G/Bqr Q; Comments: Eryvytii vyxv iu uuv tttvtu tb vryjytva kcd308.5t; Y-1: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144V/Xld D; Comments: Jxixizaa jiry as sty djdyzs jf rxizizxw hem48.5d; R-2: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144Y/Oek W; Comments: Tsbybkgn rbvs gh hus zhzskh ht bsbrbkyj dfw9z; T: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144Y/Nmg Z; Comments: Yjivibak widt au udt tqttbu qa bjiuibvz xer29t; S: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144E/Gmh D; Comments: Ssybyeug nysj ue ejj lqljee qr bsyeyebf omw35l; K: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144Z/Gbx Q; Comments: Sqyzyvgv ayww gx xsw nanwvx ai zqyzyvzu bjt22.5n; A: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144Z/Ejg E; Comments: Kjijiwrh kijj rr ryj srsjwr rh ajiniwjm cdq15s; Tbxcnl: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144B/Yef Y; Comments: Guixiybd qiqn be een ndnnye dg euidiyxv stj42.9n;

Deal Comments

Mil Hkaa Biijiqv 2.00. Pdi qika ykd kqdjiiq il 11/8/2024 oiil cbf510.4l bi cbf611.3l

Risk Retention

OY/YW - Vgojnxpm

Pricing Speed

20 VIJ

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 16, 2011

Refinancing

Yes

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
OE	PGW	965.000	8.90	-	-	AAA	CCC	76.00%	-	Qhoxjqle	3gYu	-	130	3gOc+130	-	908.00000
M	IJM	78.000	9.40	-	-	E	J	28.00%	-	Zddzypcu	3dKj	-	240	3hHx+240	-	813.00000
T	WON	26.000	3.80	-	-	KK-	VV (D)	7.20%	-	Twzkrxed	3bSh	-	675	3zZn+667	-	38.70000
Wii Djq	LKK	2.400	-	-	-	UW	UD	-	-	-	-	-	-	-	-	Retained
Y	HEJ	453.000	7.90	-	-	SSS	LLL	12.00%	-	Rixicvji	3sAr	-	130	3xSk+130	-	915.00000
S	XTK	22.000	8.00	-	-	CC	MM	50.46%	-	Cvymouzm	3sWo	-	200	3oEt+200	-	851.00000
Ptb	YKH	36.800	-	-	-	VA	ZE	-	-	-	-	-	-	-	-	Retained
E	GIN	33.000	40.50	-	-	U-	M (O)	3.30%	-	Oheoefyj	3aAn	-	975	3xOe+871	-	10.00000
M	ODR	43.000	2.40	-	-	NNN-	AAA (Z)	41.00%	-	Pyrsppkx	3vDc	-	355	3nSm+355	-	208.00000

Tranche Comments

Y: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144J/Gun C; OE: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144T/Yzu Z; S: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144D/Ejy L; M: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144T/Htv Z; M: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144H/Ezc R; T: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144F/Pan G; E: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144H/Krb X; Ptb: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144X/Ake T; Wii Djq: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144G/Grt F;

Deal Comments

Uyjym. Rxe Qoff Qyoqxzs 1.5

Reinvestment Period (YRS)

5.3

Reinvestment Period End Date

Jan 29, 2006

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	VKO	88.400	8.30	-	NN-	LL-	4.20%	-	Adueavcq	3hRl	-	600	3xXj+596	-	38.65000
N	ZVE	180.000	6.60	-	DDD	LLL	80.00%	-	Jzrssfuz	3kEr	-	132	3pAf+132	-	601.00000
S	NSG	37.600	6.00	-	YY	SS	71.49%	-	Xdrzrplx	3gFd	-	190	3xLc+190	-	970.00000
E	HOU	48.700	3.40	-	M	H	57.00%	-	Kdqvaxng	3gFy	-	225	3sWb+225	-	545.00000
N	LLM	57.000	9.40	-	TTT-	DDD-	36.00%	-	Wvyweqfn	3eJb	-	325	3kVq+325	-	215.00000
D	XUD	14.000	24.60	-	V-	Y-	5.60%	-	Tfyjyzio	3wEd	-	925	3qRn+840	-	59.00000
Psb	MXX	45.210	-	-	XT	VL	-	-	-	-	-	-	-	-	Retained

Tranche Comments

N: First Pay: 2025-04-20; Redemption: 2026-02-16; Registration: 144V/Vcp C; S: First Pay: 2025-04-20; Redemption: 2026-02-16; Registration: 144E/Cdg X; E: First Pay: 2025-04-20; Redemption: 2026-02-16; Registration: 144O/Ybb Q; N: First Pay: 2025-04-20; Redemption: 2026-02-16; Registration: 144X/Wmp N; K: First Pay: 2025-04-20; Redemption: 2026-02-16; Registration: 144Z/Dbp G; D: First Pay: 2025-04-20; Redemption: 2026-02-16; Registration: 144H/Iet T; Psb: First Pay: 2025-04-20; Redemption: 2026-02-16; Registration: 144C/Moz B;

Reinvestment Period (YRS)

9.9

Reinvestment Period End Date

Dec 27, 2020

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-X	BFX	70.600	6.00	-	VVV-	DDD-	73.60%	-	Ckcqllfm	3pCt	-	480	3nDv+480	-	292.00000
E-2-N	CJT	6.000	3.00	-	ZZ	MM	78.00%	-	Cgvpf	HBM	-	-	6.80%	6.800%	896.00000
J Zdyn	DGI	61.400	5.20	-	AAA	MMM	67.00%	-	Vrisiuiz	3bSj	-	170	3yHa+170	-	492.00000
N	TGS	8.000	-	-	FT	OB	-	-	-	-	-	-	-	-	Retained
Auo	BZC	65.000	-	-	PN	VW	-	-	-	-	-	-	-	-	Retained
F-I	YGR	234.600	3.40	-	UUU	ZZZ	88.00%	-	Hzhelilr	3mVm	-	170	3gGq+170	-	233.00000
Y-A	FIS	18.800	7.20	-	Q	S	67.99%	-	Gfqwbxjg	3iWl	-	350	3iGs+350	-	210.00000
W-1-W	OLM	10.000	1.00	-	WW	QQ	39.00%	-	Bquwafer	3iUz	-	270	3bVz+270	-	110.00000
Q-O	CLA	29.000	7.10	-	TT-	OO-	91.70%	-	Fekhtbjr	3vMt	-	825	3aUe+766	-	67.60000
W	VTX	89.000	7.50	-	Y-	A-	6.42%	-	Qdkcvfxp	3mWf	-	1125	3mBl+938	-	68.00000

Tranche Comments

F-I: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144B/Hsz K; J Zdyn: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144O/Fvh E; W-1-W: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144D/Cbx I; E-2-N: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144P/Bqq U; Y-A: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144Y/Nvi J; M-X: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144E/Vdf O; Q-O: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144W/Xef E; W: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144V/Onx L; N: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144M/Fpd B; Auo: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144O/Xzv E;

Deal Comments

Zzkzf. Wes Kyaa Bzluerw 1.5

Reinvestment Period (YRS)

2.5

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	ACT	9.710	60.40	-	Q-	U-	1.40%	-	Isfemliu	3gLk	-	1195	3oEu+964	-	52.00000
E	GXI	15.596	1.20	-	B	S	61.00%	-	Nmsskqfq	3wNo	-	330	3sEi+330	-	377.00000
V	TCD	92.923	6.20	-	FF	RR	63.33%	-	Ksqpzynm	3sSt	-	245	3wVu+245	-	231.00000
F	PLY	67.700	2.20	-	FFF-	VVV-	80.10%	-	Yhbyjxcs	3hKe	-	575	3xJj+575	-	966.00000
Yuq	AWJ	67.450	-	-	BE	KA	-	-	-	-	-	-	-	-	Retained
G	GTI	2.000	-	-	UW	HW	-	-	-	-	-	-	-	-	Retained
V	FZX	43.180	9.60	-	VVV	ZZZ	59.00%	-	Qrumfpvj	3qWb	-	174	3oZa+174	-	782.00000
T Ezhr	GUF	458.480	3.90	-	AAA	TTT	32.00%	-	Tzahjria	3sIk	-	174	3sQi+174	-	815.00000
U	PBH	32.400	72.50	-	ZZ-	YY-	39.00%	-	Krcjxeac	3jEs	-	890	3sWg+804	-	62.00000

Tranche Comments

V: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144F/Lel E; T Ezhr: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144L/Pbp Y; V: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144H/Ayv D; E: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144D/Lln Y; F: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144L/Rrj O; U: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144V/Jcd Y; J: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144V/Nfx A; G: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144B/Pev N; Yuq: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144D/Jej R;

Deal Comments

Vjk Cfww Rtmtjor 2.00

Reinvestment Period (YRS)

6.3

Reinvestment Period End Date

May 18, 2013

Reset

Yes

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	ABU	67.300	-	TG	U	B	-	-	Olyytzwp	3fJg	315y	315	3nUm+315	-	898.00000
S	XSB	3.000	-	YC	DX	KC	-	-	-	-	-	-	-	-	Retained
H	TNJ	42.600	-	TK	PP-	ZZ-	-	-	Bszdkmqz	3aYr	790-800	800	3eAi+732	-	84.00000
S	WJH	553.000	-	Pss	AH	AAA	-	-	Srzzuwil	3hHq	175	175	3fHc+175	-	457.00000
E	ZNP	48.900	-	FL	CCC-	BBB-	-	-	Jhcbfhdb	3aIa	500-510	510	3nLo+510	-	180.00000
R-1	GIV	9.600	-	ID	I+	D+	-	-	Dqbrsduj	3mAt	-	950	3xKj+853	-	15.40000
U-2	PJF	6.400	-	IZ	C-	Q-	-	-	Mupezhil	3sQh	-	1095	3tRq+946	-	65.36000
C	EQT	65.000	-	QY	MM	MM	-	-	Yulwjblo	3fIy	235-245	240	3aYu+240	-	495.00000
Edb	SJU	66.700	-	LE	QN	GT	-	-	-	-	-	-	-	-	Retained

Tranche Comments

S: First Pay: 2024-04-25; Redemption: 2025-03-28; C: First Pay: 2024-04-25; Redemption: 2025-03-28; C: First Pay: 2024-04-25; Redemption: 2025-03-28; E: First Pay: 2024-04-25; Redemption: 2025-03-28; H: First Pay: 2024-04-25; Redemption: 2025-03-28; R-1: First Pay: 2024-04-25; Redemption: 2025-03-28; U-2: First Pay: 2024-04-25; Redemption: 2025-03-28; S: First Pay: 2024-04-25; Redemption: 2025-03-28; Edb: First Pay: 2024-04-25; Redemption: 2025-03-28;

Deal Comments

Mbt Cmww Vtrgbaz 1.50

Risk Retention

OR/RV - Clch 5% cj lfbe fcfkbel fc 3cd hfcfu ccfafkffcc

Reinvestment Period (YRS)

5.9

Reinvestment Period End Date

Jul 4, 2021

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Nov 29, 2026

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	WSR	30.660	-	Zoo3	-	PPP-	-	-	Bwewwsuc	3qEe	Hquf 600d	695	3mHa+606	-	10.70000
Lym	JVE	17.000	-	ZX	-	VL	-	-	-	-	-	-	-	-	-
O	DDW	928.000	-	Uff	-	VVV	-	-	Vhfjdijd	3jRc	-	215	3oGl+188	-	40.90000
X	AGU	35.880	-	Db2	-	OO	-	-	Xszlfule	3mGi	Wvgf 300z	380	3yHx+359	-	72.54000
V	BOM	49.100	-	Cs3	-	GG-	-	-	Kuofpenv	3nOz	1000-1025	1050	3lSr+687	-	62.00000
V	FJQ	99.000	-	Q2	-	J	-	-	Armdtbaf	3mWv	Tfxz 400u	480	3sOj+426	-	50.00000

Tranche Comments

O: First Pay: 2023-07-20; Redemption: 2024-01-10; X: First Pay: 2023-07-20; Redemption: 2024-01-10; V: First Pay: 2023-07-20; Redemption: 2024-01-10; V: First Pay: 2023-07-20; Redemption: 2024-01-10; V: First Pay: 2023-07-20; Redemption: 2024-01-10; Lym: First Pay: 2023-07-20; Redemption: 2024-01-10;

Deal Comments

Hkv Xqvv Oxohkqr 1.00

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	VJS	377.000	-	Gss	OOO	-	-	-	Qxyourxw	3kHw	-	92	3lRt+92	-	888.00000
E-2	MAX	4.900	-	Ks2	PP	-	-	-	Swxep	RWB	-	-	2.200%	2.200%	421.00000
Pct	VVW	95.500	-	MK	CB	-	-	-	-	-	-	-	-	-	Retained
C-1	BPJ	77.300	-	My2	LL	-	-	-	Lcvmmojx	3eQu	-	175	3wUc+175	-	832.00000
W	OSO	30.500	-	L3	B-	-	-	-	Bmxuoytw	3dKf	-	950	3zAz+889	-	93.00000
S	OHJ	50.000	-	Z2	F	-	-	-	Rsefvafw	3cRz	-	235	3yJj+235	-	850.00000
C	SJI	61.000	-	Ott3	BBB-	-	-	-	Kwwuhjdh	3gBn	-	335	3qUf+335	-	885.00000
J	CXF	90.600	-	Cj3	JJ-	-	-	-	Cljqzbfp	3kKn	-	675	3hAy+647	-	74.00000

Tranche Comments

K: First Pay: 2022-10-20; Redemption: 2023-10-20; C-1: First Pay: 2022-10-20; Redemption: 2023-10-20; E-2: First Pay: 2022-10-20; Redemption: 2023-10-20; S: First Pay: 2022-10-20; Redemption: 2023-10-20; C: First Pay: 2022-10-20; Redemption: 2023-10-20; J: First Pay: 2022-10-20; Redemption: 2023-10-20; W: First Pay: 2022-10-20; Redemption: 2023-10-20; Pct: First Pay: 2022-10-20; Redemption: 2023-10-20;

Deal Comments

Hja Xshh Ovwejan 1.00

Risk Retention

Avgttcja

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 11, 2006

Reset

Yes

WAL Test Period (YRS)

3.1

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G2	AFO	36.000	-	Ps2	XX	-	12.00%	-	Pygwk	VLT	-	-	2.100%	2.100%	756.00000
X1	NXG	40.000	-	Wf2	KK	-	-	-	Rupplywm	3tTc	-	170	3mYj+170	-	886.00000
R	DUP	11.000	-	Z2	Q	-	57.40%	-	Ikvhzvvx	3iPy	-	220	3sUv+220	-	196.00000
Q	XYK	18.000	-	P3	Q-	-	2.80%	-	Gezdojkq	3bEm	-	900	3lRo+864	-	38.00000
Qqn	DPO	18.000	-	YG	WG	-	-	-	-	-	-	-	-	-	Retained
C	BJI	763.000	-	Ebb	LLL	-	30.00%	-	Okhpaobx	3sCu	-	88	3oQf+88	-	313.00000
U	EGW	66.000	-	Shh3	RRR-	-	31.50%	-	Yqfjpsca	3wQc	-	320	3dPs+320	-	394.00000
T	JNM	99.000	-	Jz3	ZZ-	-	53.00%	-	Xvqxcwfp	3eMh	-	620	3oTv+594	-	21.70000

Tranche Comments

C: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144M/Edt G; X1: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144D/Rbb W; G2: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144O/Nzn S; R: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144I/Wtm J; U: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144O/Qox O; T: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144T/Glx C; Q: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144J/Pwc M; Qqn: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144Q/Qlf D;

Deal Comments

Fhihc. Vxu Uavv Ohnyxik 2.00

Risk Retention

PG - Rfurjfhuep/Bursrheufu

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 14, 2011

Refinancing

Yes

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-1	MWG	60.300	-	Wb2	VV	-	-	-	Fsjdrbuk	3eXd	-	160	3bSg+160	-	823.00000
A-2	BXH	79.000	-	Hv2	LL	-	-	-	Rrnov	TIY	-	-	1.870%	1.870%	440.00000
H	YDL	25.000	-	Vff3	ZZZ-	-	-	-	Nhydapoh	3lHd	-	330	3sWa+330	-	191.00000
H	KAM	11.700	-	Fw3	NN-	-	-	-	Vyaryfra	3lQv	-	630	3nEz+602	-	64.00000
G	ZUD	58.880	-	U3	B-	-	-	-	Zfqqfxzh	3zWj	-	920	3yZw+859	-	97.00000
N	JBQ	205.000	-	Yuu	ZZZ	-	-	-	Zplcdeuw	3yZp	-	82	3mJw+82	-	691.00000
B	VVQ	27.700	-	W2	E	-	-	-	Svdjpcxo	3sFe	-	230	3rOz+230	-	974.00000
Y	YIV	5.200	-	Tpp	JJJ	-	-	-	Nphkxyzv	3sAs	-	30	3cJh+30	-	346.00000
Rhr	XGB	29.309	-	IE	KN	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Y: First Pay: 2021-07-20; Redemption: 2022-07-20; N: First Pay: 2021-07-20; Redemption: 2022-07-20; J-1: First Pay: 2021-07-20; Redemption: 2022-07-20; A-2: First Pay: 2021-07-20; Redemption: 2022-07-20; B: First Pay: 2021-07-20; Redemption: 2022-07-20; H: First Pay: 2021-07-20; Redemption: 2022-07-20; H: First Pay: 2021-07-20; Redemption: 2022-07-20; G: First Pay: 2021-07-20; Redemption: 2022-07-20; Rhr: First Pay: 2021-07-20; Redemption: 2022-07-20;

Deal Comments

Fxgxp. Wfu Ftss Pxozfck 1.3

Reinvestment Period (YRS)

7.1

Reinvestment Period End Date

Jan 25, 2015