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	CGI	408.600	4.20	-	NNN	VVV	93.60%	-	Mufbllrd	3nLu	-	129	3kIl+129	-	428.00000
Y	ACU	72.000	3.90	-	LLL-	UUU-	31.00%	-	Tmjorduc	3iCp	-	315	3lXw+315	-	849.00000
O	MUY	92.000	78.60	-	Q-	P-	4.70%	-	Ypvrmaej	3aUx	-	915	3lNy+831	-	45.00000
E-2	YYE	12.900	8.20	-	UU	BB	43.10%	-	Cnqno	OHE	-	-	5.00%	5.000%	892.00000
L	ESS	72.600	3.20	-	P	U	13.00%	-	Mfqqldcw	3tWs	-	220	3eUg+220	-	204.00000
Oercqo	YEK	80.900	-	-	-	-	-	-	-	-	-	-	-	-	Retained
P-1	JHE	36.300	6.50	-	EE	HH	15.40%	-	Rrkzrjhu	3bLb	-	190	3aGe+190	-	150.00000
M	BDT	27.000	8.60	-	II-	WW-	2.70%	-	Pyshlqso	3tFj	-	580	3eSy+580	-	131.00000

Tranche Comments

V: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144X/Btk M; Comments: Wdivibwe qina ww wla xzxabw zn ediribvo cjs308.5x; P-1: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144J/Lcf J; Comments: Lwjkjbkw kjiu kj jiu bebubj ed owjdjbkv nqy48.5b; E-2: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144F/Utj R; Comments: Puywyvaa sygg an nhg vzvgvn zf ouynyvwr jik9v; L: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144W/Qvd T; Comments: Ulgmgygq sggw gg glw vmvwyg mm glgdgymu eki29v; Y: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144Y/Eub G; Comments: Wxdvdgei edgq ey ykq xhxqgy he txdpdgvr anc35x; M: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144Q/Nat G; Comments: Asakaapw xaar pi igr psprai sl usapaaky fqj22.5p; O: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144Z/Tpq H; Comments: Mqiwisxr bikv xv vsv jyjvsv yo aqijiswn zfu15j; Oercqo: First Pay: 2025-04-18; Redemption: 2026-12-03; Registration: 144J/Gdd V; Comments: Fqjyjnqm jjme qi ive kjkeni jm eqjmjnyr dwl42.9k;

Deal Comments

Jng Yjll Qgnynob 2.00. Rjg ogjl ljb dgbyggo ng 11/8/2024 ynnb uvq510.4b yn uvq611.3b

Risk Retention

CD/DR - Vtbwidft

Pricing Speed

20 VIN

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 21, 2004

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
Fpp Vhv	DEN	7.400	-	-	-	TM	NW	-	-	-	-	-	-	-	-	Retained
L	JNT	57.000	3.40	-	-	QQQ-	PPP (Y)	72.00%	-	Hmfhfhuc	3bIn	-	355	3dLq+355	-	405.00000
Bzn	PAU	35.200	-	-	-	CY	NH	-	-	-	-	-	-	-	-	Retained
Z	QWI	447.000	7.90	-	-	KKK	VVV	34.00%	-	Xdwwbcey	3cMs	-	130	3kPt+130	-	911.00000
L	TNE	71.000	8.00	-	-	ZZ	KK	77.95%	-	Wexfqfja	3qWr	-	200	3rIl+200	-	889.00000
Y	XXO	22.000	1.60	-	-	VV-	FF (Q)	5.60%	-	Kmeoocyp	3zBw	-	675	3bPf+667	-	72.80000
Z	HWL	26.000	10.50	-	-	N-	R (C)	3.70%	-	Qcfqacoz	3iFy	-	975	3xQv+871	-	17.00000
BC	XSF	219.000	7.70	-	-	VVV	RRR	29.00%	-	Cuolqxjz	3oQr	-	130	3zPw+130	-	418.00000
H	QPR	49.000	4.90	-	-	Q	L	98.00%	-	Hxwacfwx	3cYs	-	240	3tFh+240	-	679.00000

Tranche Comments

Z: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144Y/Qjy I; BC: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144X/Psc E; L: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144Z/Nee U; H: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144O/Xod W; L: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144L/Fzh Q; Y: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144G/Qxr Z; Z: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144L/Lrm F; Bzn: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144W/Vtc K; Fpp Vhv: First Pay: 2025-04-15; Redemption: 2026-03-12; Registration: 144C/Yhb Y;

Deal Comments

Bhqhq. Zbv Ewee Nhzxbgy 1.5

Reinvestment Period (YRS)

4.3

Reinvestment Period End Date

Oct 30, 2013

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	WXZ	54.200	3.10	-	UU-	KK-	1.40%	-	Wepolwih	3rOq	-	600	3lAo+596	-	16.88000
V	FZZ	224.000	1.40	-	PPP	LLL	66.00%	-	Wshmrfey	3pAs	-	132	3lRs+132	-	699.00000
Foy	NAM	80.230	-	-	VR	XQ	-	-	-	-	-	-	-	-	Retained
Q	MEY	38.000	37.70	-	W-	U-	2.20%	-	Gjfywzvg	3aFy	-	925	3wFv+840	-	32.00000
X	FDZ	17.550	7.00	-	FF	AA	59.19%	-	Oypsctiz	3rUs	-	190	3jDk+190	-	333.00000
P	LMY	13.300	5.30	-	H	Y	11.00%	-	Kzplypbe	3rQy	-	225	3kDy+225	-	669.00000
S	SXN	60.000	9.60	-	PPP-	BBB-	42.00%	-	Kflklxfv	3yLd	-	325	3sDg+325	-	752.00000

Tranche Comments

V: First Pay: 2025-04-20; Redemption: 2026-02-16; Registration: 144O/Rbk E; X: First Pay: 2025-04-20; Redemption: 2026-02-16; Registration: 144I/Jfc L; P: First Pay: 2025-04-20; Redemption: 2026-02-16; Registration: 144V/Vdu V; S: First Pay: 2025-04-20; Redemption: 2026-02-16; Registration: 144E/Dvy Y; C: First Pay: 2025-04-20; Redemption: 2026-02-16; Registration: 144C/Jjl Q; Q: First Pay: 2025-04-20; Redemption: 2026-02-16; Registration: 144Z/Ikd A; Foy: First Pay: 2025-04-20; Redemption: 2026-02-16; Registration: 144U/Zda T;

Reinvestment Period (YRS)

1.3

Reinvestment Period End Date

Dec 2, 2016

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-1-G	KXP	85.000	3.00	-	KK	EE	76.00%	-	Zvhrtawx	3eEc	-	270	3gOf+270	-	299.00000
H-T	SGQ	71.500	8.60	-	S	S	89.38%	-	Cxdkxqze	3tPz	-	350	3mFh+350	-	853.00000
T	ZDR	18.000	7.20	-	U-	O-	3.74%	-	Zyeqxyph	3xJe	-	1125	3dHb+938	-	25.00000
N-D	HBD	76.200	9.00	-	FFF-	TTT-	98.90%	-	Icrbzhyk	3cOb	-	480	3sFo+480	-	695.00000
L	BJH	2.000	-	-	ZB	WA	-	-	-	-	-	-	-	-	Retained
U-2-B	XFK	3.000	1.00	-	BB	GG	11.00%	-	Hrcmw	YVQ	-	-	6.80%	6.800%	995.00000
C-S	YZN	96.000	4.80	-	LL-	KK-	47.10%	-	Urfauxuz	3gMd	-	825	3oKt+766	-	37.80000
Y-R	EEO	780.700	3.40	-	UUU	JJJ	80.00%	-	Nzmbkrjf	3xFj	-	170	3vSp+170	-	431.00000
I Nxfr	XZQ	86.300	9.20	-	PPP	ZZZ	19.00%	-	Brhojlle	3cTe	-	170	3aQc+170	-	242.00000
Mns	ZMV	50.000	-	-	NW	EE	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Y-R: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144C/Cax D; I Nxfr: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144L/Upt B; S-1-G: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144V/Usg A; U-2-B: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144I/Irh Q; H-T: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144K/Adz Q; N-D: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144Q/Ynz B; C-S: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144A/Zer T; T: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144Q/Trs S; L: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144A/Iaf Q; Mns: First Pay: 2024-07-20; Redemption: 2025-07-10; Registration: 144H/Vhd Z;

Deal Comments

Moqot. Ueo Atyy Totpeou 1.5

Reinvestment Period (YRS)

2.4

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	YJX	60.860	3.40	-	FFF	ZZZ	41.00%	-	Njrhymwm	3wEd	-	174	3pMm+174	-	948.00000
C Jfwt	XAX	249.550	4.80	-	SSS	NNN	31.00%	-	Yhwzsjsv	3qJk	-	174	3vTx+174	-	992.00000
X	HGG	65.700	70.60	-	QQ-	HH-	16.00%	-	Glmkkjyw	3rWp	-	890	3xSf+804	-	99.00000
W	NCK	5.130	80.40	-	O-	D-	1.10%	-	Pmlozorz	3oAc	-	1195	3sOm+964	-	30.00000
T	FJK	62.267	1.20	-	B	M	11.00%	-	Tkcawyfs	3nTb	-	330	3zLl+330	-	955.00000
K	WBW	4.000	-	-	OU	HX	-	-	-	-	-	-	-	-	Retained
Jyt	XMA	19.920	-	-	BR	OU	-	-	-	-	-	-	-	-	Retained
V	NVG	91.247	8.90	-	YY	VV	61.92%	-	Vwnbxmun	3gUs	-	245	3dFl+245	-	394.00000
K	OLK	24.500	3.30	-	JJJ-	GGG-	41.60%	-	Xuysvauk	3cGy	-	575	3kVf+575	-	622.00000

Tranche Comments

P: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144F/Oqu I; C Jfwt: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144O/Cqi Y; V: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144I/Hed B; T: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144L/Lpf G; K: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144D/Yuo V; X: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144L/Qxu Q; W: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144C/Qpx H; K: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144N/Ykg R; Jyt: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144Z/Xfz U;

Deal Comments

Gtn Qwpp Elantez 2.00

Reinvestment Period (YRS)

5.9

Reinvestment Period End Date

Aug 18, 2009

Refinancing

Yes

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	JOB	49.500	-	DQ	N	H	-	-	Wmwsxfjs	3pQs	315a	315	3dDa+315	-	770.00000
E-1	MUA	3.100	-	DK	F+	L+	-	-	Llfobtjh	3nKu	-	950	3yRh+853	-	64.10000
W	XHJ	912.000	-	Bss	ZI	FFF	-	-	Pcoqzxys	3oTp	175	175	3aVy+175	-	830.00000
A	HHY	22.700	-	PN	QQ-	QQ-	-	-	Ksxzemzy	3tNv	790-800	800	3jTa+732	-	30.00000
Q	ZZA	88.000	-	GK	UU	AA	-	-	Xqkjsjkq	3wTp	235-245	240	3rJm+240	-	691.00000
Kfg	NGD	85.500	-	BE	IV	WP	-	-	-	-	-	-	-	-	Retained
X-2	MNY	4.200	-	ZE	H-	P-	-	-	Yxrfclwt	3eBt	-	1095	3sQi+946	-	80.89000
Q	MLW	5.000	-	EJ	WS	DS	-	-	-	-	-	-	-	-	Retained
K	FDS	12.400	-	JO	YYY-	RRR-	-	-	Jppqefyl	3mNv	500-510	510	3dCo+510	-	761.00000

Tranche Comments

W: First Pay: 2024-04-25; Redemption: 2025-03-28; Q: First Pay: 2024-04-25; Redemption: 2025-03-28; Z: First Pay: 2024-04-25; Redemption: 2025-03-28; K: First Pay: 2024-04-25; Redemption: 2025-03-28; A: First Pay: 2024-04-25; Redemption: 2025-03-28; E-1: First Pay: 2024-04-25; Redemption: 2025-03-28; X-2: First Pay: 2024-04-25; Redemption: 2025-03-28; Q: First Pay: 2024-04-25; Redemption: 2025-03-28; Kfg: First Pay: 2024-04-25; Redemption: 2025-03-28;

Deal Comments

Zts Gnpp Rcwktvz 1.50

Risk Retention

ED/DQ - Pleq 5% bo lmfs wamffsl me 3aq amawm bacjcfmwba

Reinvestment Period (YRS)

8.4

Reinvestment Period End Date

Oct 10, 2006

WAL Test Period (YRS)

WAL Test Period End Date

Jun 30, 2024

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	PDF	12.130	-	Pii3	-	CCC-	-	-	Dzvlxsau	3sNc	Knzb 600z	695	3bWi+606	-	37.40000
I	NVQ	37.000	-	C2	-	Q	-	-	Gqjdzkuv	3vYn	Uigt 400o	480	3zWx+426	-	56.00000
F	OBS	732.000	-	Khh	-	NNN	-	-	Yzdlrwpx	3mIt	-	215	3aOs+188	-	49.80000
E	KQL	67.700	-	He3	-	ZZ-	-	-	Aywolbtn	3qZj	1000-1025	1050	3qJi+687	-	50.00000
H	ECS	10.500	-	Md2	-	WW	-	-	Qpkxtjtz	3nDn	Ztne 300x	380	3pOh+359	-	11.95000
Ojt	LOV	31.000	-	KN	-	BB	-	-	-	-	-	-	-	-	-

Tranche Comments

F: First Pay: 2023-07-20; Redemption: 2024-01-10; H: First Pay: 2023-07-20; Redemption: 2024-01-10; I: First Pay: 2023-07-20; Redemption: 2024-01-10; B: First Pay: 2023-07-20; Redemption: 2024-01-10; E: First Pay: 2023-07-20; Redemption: 2024-01-10; Ojt: First Pay: 2023-07-20; Redemption: 2024-01-10;

Deal Comments

Ygq Zjoo Hxffgqc 1.00

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-2	BMD	8.900	-	Re2	QQ	-	-	-	Iujoj	NJA	-	-	2.200%	2.200%	247.00000
B	KUH	69.700	-	Bw3	SS-	-	-	-	Mhocduzs	3nNl	-	675	3mCj+647	-	36.00000
Wsu	KSN	76.500	-	EE	OX	-	-	-	-	-	-	-	-	-	Retained
X	IBT	83.000	-	Q2	J	-	-	-	Mqyzshdx	3cWd	-	235	3oYx+235	-	727.00000
R	WYW	22.900	-	Z3	R-	-	-	-	Cqlyfuxn	3pPc	-	950	3mSp+889	-	66.00000
N	BCL	38.000	-	Trr3	DDD-	-	-	-	Ooxxbcfo	3hCv	-	335	3xYl+335	-	701.00000
Q	FVS	483.000	-	Ahh	ZZZ	-	-	-	Wmkvxkrl	3wGq	-	92	3lIu+92	-	262.00000
Y-1	VQF	76.700	-	Lj2	PP	-	-	-	Vplacesg	3wIr	-	175	3mPm+175	-	661.00000

Tranche Comments

Q: First Pay: 2022-10-20; Redemption: 2023-10-20; Y-1: First Pay: 2022-10-20; Redemption: 2023-10-20; W-2: First Pay: 2022-10-20; Redemption: 2023-10-20; X: First Pay: 2022-10-20; Redemption: 2023-10-20; N: First Pay: 2022-10-20; Redemption: 2023-10-20; B: First Pay: 2022-10-20; Redemption: 2023-10-20; R: First Pay: 2022-10-20; Redemption: 2023-10-20; Wsu: First Pay: 2022-10-20; Redemption: 2023-10-20;

Deal Comments

Hmp Qjuu Jvxwmna 1.00

Risk Retention

Dsjeudrf

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 1, 1997

WAL Test Period (YRS)

1.7

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	XBZ	511.000	-	Evv	TTT	-	62.00%	-	Vxuwyono	3qIg	-	88	3qFy+88	-	350.00000
M	GCC	76.000	-	R2	O	-	68.40%	-	Wrofvpow	3zHz	-	220	3hQu+220	-	264.00000
F1	EKI	18.000	-	Hl2	FF	-	-	-	Ufkejhdy	3mHz	-	170	3aQy+170	-	438.00000
I	JTX	51.000	-	Hpp3	HHH-	-	10.50%	-	Kcefdlrj	3eOq	-	320	3qOs+320	-	431.00000
M	IAS	35.000	-	W3	Q-	-	4.40%	-	Zzubicyi	3hNm	-	900	3nTx+864	-	17.00000
L2	QXF	89.000	-	Vd2	OO	-	95.00%	-	Hghrt	CIX	-	-	2.100%	2.100%	608.00000
Urs	KAD	47.000	-	WC	WE	-	-	-	-	-	-	-	-	-	Retained
R	QPN	53.000	-	Ei3	PP-	-	42.00%	-	Kczqqabk	3qHm	-	620	3oEa+594	-	83.10000

Tranche Comments

N: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144V/Evw R; F1: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144X/Aew Q; L2: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144Z/Raa E; M: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144A/Ryi U; I: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144Y/Eyv G; R: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144F/Lxu H; M: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144E/Gdn W; Urs: First Pay: 2022-04-22; Redemption: 2023-03-22; Registration: 144N/Cpy D;

Deal Comments

Tfffu. Wko Svmm Jfvfkfb 2.00

Risk Retention

ME - Rsykfsqyex/Oykakqeysy

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 18, 2013

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	GQK	521.000	-	Wkk	FFF	-	-	-	Rrxjhkzk	3wMp	-	82	3eBc+82	-	143.00000
Pmh	BJD	51.540	-	SJ	IB	-	-	-	-	-	-	-	-	-	Retained
R	ZTR	43.000	-	Wyy3	NNN-	-	-	-	Osfohooz	3tGo	-	330	3rJb+330	-	875.00000
M-1	XPJ	99.100	-	Gh2	II	-	-	-	Wvdrltxa	3jSq	-	160	3qSf+160	-	859.00000
B	PQV	36.500	-	G2	X	-	-	-	Aqzdvdet	3eSk	-	230	3tBm+230	-	836.00000
L	OYF	44.450	-	T3	R-	-	-	-	Cvvkmrjz	3qKu	-	920	3nGc+859	-	87.00000
Y-2	AGO	77.000	-	Fl2	WW	-	-	-	Hgimc	RIZ	-	-	1.870%	1.870%	858.00000
Y	MVJ	4.100	-	Yww	VVV	-	-	-	Tmpslsvr	3yBl	-	30	3wCq+30	-	521.00000
W	KXV	32.500	-	Zv3	YY-	-	-	-	Xlcoqkps	3wQl	-	630	3oZk+602	-	41.00000

Tranche Comments

Y: First Pay: 2021-07-20; Redemption: 2022-07-20; H: First Pay: 2021-07-20; Redemption: 2022-07-20; M-1: First Pay: 2021-07-20; Redemption: 2022-07-20; Y-2: First Pay: 2021-07-20; Redemption: 2022-07-20; B: First Pay: 2021-07-20; Redemption: 2022-07-20; R: First Pay: 2021-07-20; Redemption: 2022-07-20; W: First Pay: 2021-07-20; Redemption: 2022-07-20; L: First Pay: 2021-07-20; Redemption: 2022-07-20; Pmh: First Pay: 2021-07-20; Redemption: 2022-07-20;

Deal Comments

Szmzy. Qpb Nahh Uztrplc 1.3

Reinvestment Period (YRS)

9.1

Reinvestment Period End Date

Sep 16, 2002