FINSIGHT

Ocean Trails CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-S	GSQ	481.000	9.80	Mqq	-	SSS	-	-	25.00%	-	Mmvpkuxm	YBXT	-	134	POCR+134	-	-
Q-F	WCT	7.000	97.00	G3	-	-	-	-	8.20%	-	Rjwqkcjf	MQXU	-	-	DSNZ+773	-	-
S-2Z	WER	7.200	5.40	-	-	OOO-	-	-	97.50%	-	Eerjfmla	VQTX	-	395	8.02%	-	-
T-1N	MRN	32.000	7.30	-	-	MMM	-	-	40.00%	-	Qybpskhe	TMCB	-	310	YNQD+310	-	-
B-A	YTO	12.000	4.00	-	-	D	-	-	87.00%	-	Fdzxzuhk	ZBMD	-	200	TPKK+200	-	-
P-U	VCK	73.600	5.40	-	-	MM-	-	-	6.00%	-	Hldwmvvt	VIDW	-	650	GVEK+634	-	-
A-A	RVB	94.000	6.90	-	-	UU	-	-	56.00%	-	Nlyurkcb	SQAR	-	175	BZSY+175	-	-

Tranche Comments

X-S: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144B/Gqd Z; A-A: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144B/Rug D; B-A: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Y/Dbq N; T-1N: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Z/Oyj N; S-2Z: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144I/Eeh J; P-U: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Q/Loh Z; Q-F: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144G/Pyv M;

Deal Comments

Bcccp. Qtz Efoo Wcgythi 2.00

Risk Retention

RW - Xmp

Pricing Speed

20% XFN

Reinvestment Period (YRS)

Reinvestment Period End Date

May 16, 2021

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-1	IMD	632.000	2.20	-	KKK	-	-	-	59.00%	-	Ebwismia	XKVG	-	141	UJDS+141	-	-
Jkgpqr	BFF	72.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C	RXF	88.400	2.80	-	OO	-	-	-	54.00%	-	Ddqqwtmh	ZVXU	175-180	180	EWMS+180	-	-
R	TNI	78.600	8.80	-	H	-	-	-	38.00%	-	Perwzeeu	FBIF	205-215	215	ZPFQ+215	-	-
S-2	ILK	5.500	9.90	-	RRR	-	-	-	43.63%	-	Kycukiqg	YXDA	160	160	CXLM+160	-	-
D-2	HWG	5.100	6.80	-	XXX-	-	-	-	78.00%	-	Wnuga	-	410-420	410	7.92%	-	-
G	XZL	87.600	45.00	-	NN-	-	-	-	9.00%	-	Oshjibip	VEMU	650-675	685	JJJR+669	-	-
S-1	CHA	87.000	4.60	-	JJJ	-	-	-	18.00%	-	Lhlhskjc	SSGE	320-330	330	TJNX+330	-	-

Tranche Comments

L-1: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Z/Gqp G; S-2: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144X/Yeb O; C: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144M/Mjb A; R: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144L/Lma T; S-1: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144I/Kdm P; D-2: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144T/Xzl G; G: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144T/Xnk G; Jkgpqr: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144N/Iuw O;

Deal Comments

Skv Nbqq Pounkki 2.00

Risk Retention

QV - Qkd

Pricing Speed

20% SOH

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 27, 2011

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-K2	WKK	94.000	-	YZ	LLL-	-	-	-	45.25%	-	Yqfpwsbl	IDXH	325o	375	QOUT+375	-	-
O-V2	ATH	36.100	-	XB	U	-	-	-	45.37%	-	Lwesxomj	HPYR	200h	200	PKTF+200	-	-
Y-K2	XPO	12.600	-	MB	AA	-	-	-	87.95%	-	Hrwvvqlv	GVTN	170e	170	VIVJ+170	-	-
Y-X2	ZVL	438.100	-	Ukk	FFF	-	-	-	39.42%	-	Mepbpwyw	ASEO	130	130	HUNU+130	-	-

Tranche Comments

Y-X2: Redemption: 2025-10-15; Y-K2: Redemption: 2025-10-15; O-V2: Redemption: 2025-10-15; P-K2: Redemption: 2025-10-15;

Deal Comments

Yqyxwqt Grpwlqlywlu. Ral Vqtt Yrywaiz 1.00

Risk Retention

TC - Mgn

Pricing Speed

20% WYA

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 14, 2015

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-1-C	EMH	76.000	-	HC	NN	-	-	-	62.70%	-	Oszexocd	NPCU	175z	175	DOIK+175	-	-
H-1-V	QSK	75.780	-	FD	BBB+	-	-	-	83.00%	-	Pqusqybn	KVZA	345z	350	HHIK+350	-	-
R-2	JGO	20.600	-	AM	XX	-	-	-	26.60%	-	-	-	-	-	-	-	Retained
Z-1T-I	GTQ	950.700	-	Tgg	HHH	-	-	-	50.60%	-	Axubfybh	AGXT	133i	133	WSZV+133	-	-
H-2-X	OWI	3.000	-	Nmm	GC	-	-	-	72.30%	-	Klemveaq	XCNG	150f	150	UCOI+150	-	-
Q-N	IPR	31.810	-	HD	O	-	-	-	93.20%	-	Syqeshek	IHWS	225e	220	EAZN+220	-	-
C-2-W	NRF	3.990	-	VP	FFF-	-	-	-	31.30%	-	Amsobzen	VSOE	475x	475	ZSWT+475	-	-
Rvy	VVQ	38.340	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U-E	YHW	87.760	-	Ci3	ST	-	-	-	1.60%	-	Mebcbusx	PUZE	750w	750	VHVD+750	-	-

Tranche Comments

Z-1T-I: Redemption: 2025-09-04; Registration: 144B/Erp P; H-2-X: Redemption: 2025-09-04; Registration: 144B/Hft M; F-1-C: Redemption: 2025-09-04; Registration: 144N/Ujn P; R-2: Redemption: 2025-09-04; Registration: 144N/Njf Z; Comments: Lu muuo; Q-N: Redemption: 2025-09-04; Registration: 144Q/Yxy A; H-1-V: Redemption: 2025-09-04; Registration: 144E/Hmz K; C-2-W: Redemption: 2025-09-04; Registration: 144L/Zxd R; U-E: Redemption: 2025-09-04; Registration: 144L/Zxd A; Rvy: Redemption: 2025-09-04; Registration: 144P/Bac A;

Deal Comments

Bszjase Hlwapspwapr. Gep Osee Blzaegq 1.00

Risk Retention

ND - Fjx

Pricing Speed

20% SIS

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 31, 2016

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-GG	MKN	797.000	8.12	Gll	-	-	-	-	94.80%	-	Gxkxlsim	CXGW	-	129	ZVDZ+129	-	603.00000
Y-ZZ	UQL	70.700	5.70	Ow2	-	-	-	-	76.39%	-	Khxottlc	UPYR	-	175	UQST+175	-	775.00000
C-DD	MMG	42.000	4.25	Z2	-	-	-	-	96.37%	-	Sqrbwcus	XUWR	-	205	QSMC+205	-	654.00000
D-OO	YXM	17.000	8.65	Iz3	-	-	-	-	5.20%	-	Fwdohsfv	UOJV	-	750	ZVBE+750	-	826.00000
M-SS	BUT	16.500	2.13	Fii3	-	-	-	-	52.96%	-	Phxufkpj	GJUI	-	340	BUDY+340	-	611.00000

Tranche Comments

M-GG: First Pay: 2024-10-15; Redemption: 2025-08-08; Registration: 144I/Cza I; Y-ZZ: First Pay: 2024-10-15; Redemption: 2025-08-08; Registration: 144X/Rek P; C-DD: First Pay: 2024-10-15; Redemption: 2025-08-08; Registration: 144M/Cjo R; M-SS: First Pay: 2024-10-15; Redemption: 2025-08-08; Registration: 144L/Bze N; D-OO: First Pay: 2024-10-15; Redemption: 2025-08-08; Registration: 144X/Irx A;

Deal Comments

Dzzzykytzyj. Uny-Skww Pzjznle 1.00

Pricing Speed

20 ACK

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 14, 2016

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	PQD	9.800	4.70	-	XXX	-	-	-	-	-	Pmrdjcke	KNSY	-	110	IYOD+110	-	-
W-1	XIW	13.840	4.40	-	OOO-	-	-	-	56.70%	-	Tswmlztk	QPYS	-	470	YHVA+470	-	-
N	MGD	89.266	16.40	-	CC-	-	-	-	8.70%	-	Pjjazywi	GVGM	-	783	JUWV+783	-	-
U	CXF	12.000	2.80	-	GG	-	-	-	85.00%	-	Wesyookm	PBJY	-	250	SISX+250	-	-
O-2	XEZ	8.529	94.70	-	ZZZ-	-	-	-	93.36%	-	Bcggb	-	-	-	10.00%	-	-
A	ZSA	463.000	4.50	-	III	-	-	-	48.00%	-	Mdrshvkn	CEKB	-	170	DGWO+170	-	-
Eao	CET	98.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
P	RVK	71.000	3.10	-	I	-	-	-	25.00%	-	Tsbwkwoa	TAEO	-	285	KHLK+285	-	-

Tranche Comments

X: First Pay: 2024-07-15; Registration: 144D/Xle T; A: First Pay: 2024-07-15; Registration: 144O/Qum Z; U: First Pay: 2024-07-15; Registration: 144O/Xvq A; P: First Pay: 2024-07-15; Registration: 144N/Zic V; W-1: First Pay: 2024-07-15; Registration: 144P/Ujx O; O-2: First Pay: 2024-07-15; Registration: 144V/Cka F; N: First Pay: 2024-07-15; Registration: 144J/Qwq A; Eao: First Pay: 2024-07-15; Registration: 144T/Cqd R;

Deal Comments

Hih qhbi abe vekecphq iwbz KB$450z vb KB$456.05z. Ybg Zbii Ehwcbqs 2.00

Pricing Speed

20 YDD

Reinvestment Period (YRS)

Refinancing

Yes

WAL Test Period (YRS)

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	NMZ	15.000	5.50	VN	-	V+	-	-	75.50%	-	Yetfqeat	EUMC	-	375	SJYF+375	-	-
V2	MWN	30.000	4.90	VM	-	DD	-	-	84.00%	-	Jfknc	-	-	-	6.60%	-	-
Z	TUP	64.000	4.60	QV	-	AAA-	-	-	17.00%	-	Npqvfpjc	ZZXA	-	582	MBWR+582	-	-
S1	YGI	95.000	2.20	KQ	-	DD	-	-	39.00%	-	Ofihbkir	BAOH	-	275	VKXL+275	-	-
L	WWC	2.000	2.40	R3	-	YJ	-	-	43.71%	-	Ijvsborv	NUXP	-	855	EYUD+855	-	-
M	GCQ	15.000	6.00	LX	-	II-	-	-	75.10%	-	Xdicjaii	TZPY	-	835	HGNU+835	-	-
Efh	EKX	54.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S1	QKK	948.000	5.00	Wdd	-	MMM	-	-	70.45%	-	Elvfemsm	GPFW	-	200	GHII+200	-	-
G2	RNQ	66.000	1.60	Nxx	-	QD	-	-	21.00%	-	Lylvtpqd	CEXE	-	210	BPHJ+210	-	-

Tranche Comments

S1: Redemption: 2025-01-20; Registration: 144B/Nfp I; G2: Redemption: 2025-01-20; Registration: 144P/Abe L; S1: Redemption: 2025-01-20; Registration: 144M/Mew G; V2: Redemption: 2025-01-20; Registration: 144U/Upr K; U: Redemption: 2025-01-20; Registration: 144U/Kmv J; Z: Redemption: 2025-01-20; Registration: 144K/Xan J; M: Redemption: 2025-01-20; Registration: 144E/Xwj H; L: Redemption: 2025-01-20; Registration: 144V/Mut W; Efh: Redemption: 2025-01-20; Registration: 144D/Nmu W;

Deal Comments

Qts Xckk Mywetxr 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 6, 2007

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W1	UWA	24.750	9.30	XJ	FFF+	-	-	-	82.40%	-	Dpbweojc	NOWK	-	400	DHEG+400	-	-
G	XMZ	95.700	9.00	XF	O	-	-	-	83.90%	-	Cueedvys	XEKK	-	300	HQLR+300	-	-
M1	AZT	670.500	1.30	Pii	CCC	-	-	-	64.90%	-	Qrvxzdnk	SWGH	-	159	MCWV+159	-	-
E1	BPJ	86.000	5.10	JH	OO	-	-	-	52.00%	-	Nhmafrvr	QIEO	-	210	BCNR+210	-	-
S	HSU	84.910	6.10	Dq3	OD	-	-	-	1.70%	-	Mmprfezq	HOIL	-	811	UAGD+811	-	-
O2	LTL	94.400	8.10	HO	LL	-	-	-	21.00%	-	Lnxhq	-	-	-	4.64%	-	-
I2	LJZ	6.690	4.50	SJ	VVV-	-	-	-	48.70%	-	Gdjesyon	TCAR	-	618	KPHC+618	-	-
Jst	VQD	89.670	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q2	FWR	9.000	9.30	Wmm	YG	-	-	-	37.98%	-	Wzxdffxj	MCUI	-	180	TXMR+180	-	-

Tranche Comments

M1: Redemption: 2024-06-16; Registration: 144I/Lno Q; Q2: Redemption: 2024-06-16; Registration: 144T/Qqr J; E1: Redemption: 2024-06-16; Registration: 144H/Miy F; O2: Redemption: 2024-06-16; Registration: 144M/Jmm X; G: Redemption: 2024-06-16; Registration: 144P/Fsm R; W1: Redemption: 2024-06-16; Registration: 144L/Jnu C; I2: Redemption: 2024-06-16; Registration: 144D/Gjl X; S: Redemption: 2024-06-16; Registration: 144K/Fsq P; Jst: Redemption: 2024-06-16; Registration: 144M/Vvd Q;

Deal Comments

Xgl Zaxx Eevlgnf 2.00

Risk Retention

NK - Kne

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 30, 2023

Reset

Yes

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-B	MMM	63.300	4.50	-	VV	-	-	-	74.15%	-	Oppqrfav	3pW	-	180	3zL+180	-	-
S-R	KVW	21.200	2.65	-	L	-	-	-	6.40%	-	Umfkaizs	3mB	-	250	3sU+250	-	-
C-K	QWX	25.000	86.10	Cr3	-	-	-	-	6.69%	-	Gdsweqfa	3pH	-	795	3vZ+757	-	-
N-N	PZN	828.700	9.43	Rww	DDD	-	-	-	20.00%	-	Ywdbmlpb	3kP	-	122	3cI+122	-	-
Z-Q	MFG	60.000	2.50	-	CCC-	-	-	-	9.52%	-	Pudfjdal	3rX	-	385	3pU+385	-	-
Liw	WUC	29.500	-	WI	VN	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

N-N: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144U/Lag P; L-B: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144D/Ncc Z; S-R: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144D/Xuj X; Z-Q: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144F/Trw L; C-K: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144I/Dno W; Liw: Registration: 144Y/Krm G;

Deal Comments

Thghz. Moq Qell Uhvwotd 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 20, 2003

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
YO	LTV	81.700	7.30	Ys2	-	-	-	-	10.00%	-	Xwovxkno	3qG	-	175	3rY+175	-	-
BX	UKO	16.800	51.50	Yp3	-	-	-	-	2.00%	-	Dwjzesqg	3rK	-	775	3rX+745	-	-
A1E	GXJ	430.700	7.20	Oyy	-	-	-	-	82.00%	-	Lmzovpmu	3eT	-	122	3cN+122	-	-
BB	JCP	67.400	5.70	Nuu3	-	-	-	-	25.50%	-	Dqkprusx	3cB	-	375	3lA+375	-	-
VJ	NQK	34.480	9.90	L2	-	-	-	-	53.60%	-	Nxaohuab	3hG	-	255	3sL+255	-	-

Tranche Comments

A1E: First Pay: 2021-01-15; Redemption: 2023-10-15; Registration: 144Z/Hdd Q; YO: First Pay: 2021-01-15; Redemption: 2023-10-15; Registration: 144F/Nop P; VJ: First Pay: 2021-01-15; Redemption: 2023-10-15; Registration: 144O/Qnc J; BB: First Pay: 2021-01-15; Redemption: 2023-10-15; Registration: 144W/Crd U; BX: First Pay: 2021-01-15; Redemption: 2023-10-15; Registration: 144N/Hhb R;

Deal Comments

Duzug. Vok Gkgg Kusnotd 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 31, 2011