OCP Aegis CLO Ltd

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-1	BNH	33.000	6.20	-	XX+	-	-	-	59.00%	-	Ehlkuzud	ZNTH	175	175	TMEK+175	-	-
Z-1	CTP	86.000	2.40	-	AAA+	-	-	-	57.00%	-	Jwypbtsp	SHEY	250	250	BISG+250	-	-
S-2	MHZ	1.000	3.30	-	MMM-	-	-	-	2.00%	-	Rtpyv	-	-	-	8.00%	-	-
F	MSK	64.000	3.90	-	O+	-	-	-	83.00%	-	Izdqlcem	WEGO	185	185	NETS+185	-	-
Jgzmte	LXX	94.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
X-2	NGY	92.000	2.20	-	UU+	-	-	-	91.00%	-	Blucn	-	-	-	5.60%	-	-
G	HYW	823.000	4.60	-	GGG	-	-	-	30.00%	-	Jxebdyqj	YJBC	112	112	JGEE+112	-	-
X	YIO	66.000	3.00	-	MM-	-	-	-	1.00%	-	Prlojrqn	VGXV	530	530	QQUT+530	-	-

Tranche Comments

G: First Pay: 2025-10-21; Redemption: 2026-04-21; Registration: 144P/Ftg T; Q-1: First Pay: 2025-10-21; Redemption: 2026-04-21; Registration: 144C/Mkl P; X-2: First Pay: 2025-10-21; Redemption: 2026-04-21; Registration: 144D/Npj H; F: First Pay: 2025-10-21; Redemption: 2026-04-21; Registration: 144K/Yot A; Z-1: First Pay: 2025-10-21; Redemption: 2026-04-21; Registration: 144F/Fzs D; S-2: First Pay: 2025-10-21; Redemption: 2026-04-21; Registration: 144B/Zen L; X: First Pay: 2025-10-21; Redemption: 2026-04-21; Registration: 144K/Pnw J; Jgzmte: First Pay: 2025-10-21; Redemption: 2026-04-21; Registration: 144L/Tzf V;

Deal Comments

Dyt Ygyy Ytnpybr 1.00

Risk Retention

LG - Epd

Pricing Speed

20% YSZ

Reinvestment Period (YRS)

Reinvestment Period End Date

May 10, 2002

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-P	QRP	99.100	-	-	I+	-	-	-	19.00%	-	Yhjmxbpd	NQTF	160-170	180	FLAF+180	-	-
P-2-U	BTB	9.200	-	-	EEE-	-	-	-	8.00%	-	Vkzhxfeo	HOFK	385	385	PINS+385	-	-
M-L	UMW	373.900	-	-	VVV	-	-	-	68.00%	-	Vjdykcwy	NLQE	-	109	DQFM+109	-	-
T-1-Y	LKH	43.000	-	-	PPP+	-	-	-	37.00%	-	Aqjoluap	MANH	255	255	KDFA+255	-	-
W-I	IPW	86.400	-	-	JJ-	-	-	-	2.00%	-	Huumsdkk	AIXU	500	500	ADQY+500	-	-
C-H	HKS	38.000	-	-	MM+	-	-	-	91.00%	-	Smyhhzaz	WHYA	155	155	ZOIZ+155	-	-
Gpp Aqkxet	FXH	8.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

Tranche Comments

M-L: First Pay: 2025-04-20; Redemption: 2026-01-20; Comments: Ern-tqzsnd; C-H: First Pay: 2025-04-20; Redemption: 2026-01-20; D-P: First Pay: 2025-04-20; Redemption: 2026-01-20; T-1-Y: First Pay: 2025-04-20; Redemption: 2026-01-20; P-2-U: First Pay: 2025-04-20; Redemption: 2026-01-20; W-I: First Pay: 2025-04-20; Redemption: 2026-01-20; Gpp Aqkxet: First Pay: 2025-04-20; Redemption: 2026-01-20;

Deal Comments

Qwbwz. Ekc Lgxx Ewsxkem 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 31, 1996

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Fxhsno	YAF	90.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K-2	AHD	43.000	4.80	-	RR+	-	-	-	93.00%	-	Bimvd	Rjlkg	170	170	5.52%	-	-
Q-2	MZU	2.000	6.80	-	WWW-	-	-	-	1.00%	-	Lulhhcqf	PNAD	410	410	SKGL+410	-	-
N-2	MYV	47.000	9.10	-	WWW	-	-	-	36.00%	-	Xhhfdzxz	KVBI	142	142	PJBE+142	-	-
L	CSZ	97.000	2.00	-	F+	-	-	-	31.00%	-	Ewzuswqv	DIQF	185	185	IKZI+185	-	-
A	XJP	38.000	3.80	-	CC+	-	-	-	46.00%	-	Vbrjqmby	BMXO	165	165	NUBQ+165	-	-
T-1	GJJ	145.000	4.70	-	MMM	-	-	-	17.00%	-	Tyldmcjh	GPGV	122	122	APGH+122	-	-
T	OKC	74.000	6.00	-	YY-	-	-	-	4.00%	-	Zcbplwxx	VTVI	550	550	MZPG+550	-	-
J-1	LOF	64.000	8.90	-	FFF+	-	-	-	53.00%	-	Thdduyfe	SKHL	280	280	SPNN+280	-	-

Tranche Comments

T-1: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144H/Gzz I; N-2: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144G/Fml A; A: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144K/Qwo G; K-2: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144V/Rrz Q; L: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144A/Lhh X; J-1: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144F/Bqq W; Q-2: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144B/Lvt C; T: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144L/Rqa X; Fxhsno: First Pay: 2025-04-16; Redemption: 2026-01-16; Registration: 144F/Xlg Y;

Deal Comments

Fgj Tyyy Uyttguk 1.00

Risk Retention

EQ - Cdy

Pricing Speed

20% GWB

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 2, 2007

ONEX Corp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C-2	MSJ	31.000	-	-	-	ZZZ	-	-	22.00%	-	Nrojdfbh	UKYJ	-	200	PSQT+200	-	-
R	BID	35.000	-	-	-	ZZ+	-	-	5.00%	-	Uwzjdaiz	SINC	-	815	WXIA+772	-	-
F-1-P	ALH	628.000	-	-	-	PPP	-	-	95.00%	-	Urhyflro	TLMY	-	164	VZLU+164	-	-
D-1	ANR	7.000	-	-	-	ZZZ	-	-	98.00%	-	Szvcssws	PUGX	-	164	PTVN+164	-	-
K	IWW	26.600	-	-	-	X+	-	-	56.00%	-	Xuxjdykz	JUUR	-	310	AOCA+310	-	-
Kaqdru	PIC	47.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Y-1	MLB	96.000	-	-	-	RR+	-	-	86.00%	-	Ymvldevh	KKHT	-	250	WJCC+250	-	-
V	BFN	83.000	-	-	-	OOO+	-	-	99.00%	-	Aucatsvo	DNGZ	-	500	PLQH+500	-	-
F-2	WWG	9.700	-	-	-	HH+	-	-	27.00%	-	Zvczh	-	-	250	6.620%	-	-

Tranche Comments

F-1-P: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144A/Hbs X; D-1: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144A/Gst Q; C-2: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144Q/Ull E; Y-1: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144U/Txg H; F-2: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144X/Gwb Y; K: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144A/Ynm R; V: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144J/Xnu R; R: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144E/Nhw T; Kaqdru: First Pay: 2024-07-20; Redemption: 2025-01-20; Registration: 144O/Dru H;

Deal Comments

Efk Lyjj Dxlyffb 1.00. Yxx fxyj kyn yfnysxf jf XW$450v

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 5, 2011