FINSIGHT

Ocean Trails CLO

Deals

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Rothschild & Co

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
R	QSP	3.200	8.30	Ghh	-	AP	-	-	-	-	Ehjcxdvq	KEAV	-	-	95	XSTA+95	-	461.00000
M-1-H-B	CFN	6.320	2.76	VF	-	SSS-	-	-	94.00%	-	Fppma	Yvvgy	-	-	315	6.91%	6.910%	117.00000
F-EE	OXK	36.000	7.95	JK	-	EE	-	-	98.00%	-	Uzxjyikj	ZHKT	-	-	170	VPBV+170	-	414.00000
N-2-LL	AOK	70.000	7.21	UY	-	V	-	-	19.00%	-	Dgatz	Snuww	-	-	200	5.75%	5.750%	612.00000
H-2-JJ	PFA	2.700	99.40	CF	-	KKK-	-	-	50.00%	-	Ppshbpeg	AXNX	-	-	410	EXWY+410	-	842.00000
E-PP	XYO	57.230	37.48	YB	-	HH-	-	-	6.00%	-	Hdmjzvnq	GQES	-	-	625	ZPXJ+625	-	990.00000
E-1-K-L	RUP	17.000	6.72	IS	-	LLL-	-	-	50.00%	-	Cbqxrmej	IDCC	-	-	315	SEMF+315	-	570.00000
K-QQ	XKP	596.000	3.76	Oaa	-	LX	-	-	14.00%	-	Zyfhdtsk	NVXR	-	-	123	CVUW+123	-	127.00000
P-II	RQC	6.000	96.13	G3	-	IN	-	-	1.91%	-	-	-	-	-	-	-	-	Retained
L-1-SS	EYS	13.900	3.96	UL	-	N	-	-	60.00%	-	Ssrkqkcb	KQNL	-	-	200	WJNQ+200	-	436.00000
Mtk	YAU	53.870	-	FW	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

R: Redemption: 2027-04-15; Registration: 144N/Gbb Y; K-QQ: Redemption: 2027-04-15; Registration: 144L/Hvd U; F-EE: Redemption: 2027-04-15; Registration: 144D/Bdn X; L-1-SS: Redemption: 2027-04-15; Registration: 144O/Nbi L; N-2-LL: Redemption: 2027-04-15; Registration: 144J/Ufg F; E-1-K-L: Redemption: 2027-04-15; Registration: 144A/Gvo J; M-1-H-B: Redemption: 2027-04-15; Registration: 144H/Xob U; H-2-JJ: Redemption: 2027-04-15; Registration: 144K/Jkm K; E-PP: Redemption: 2027-04-15; Registration: 144P/Xmw V; P-II: Redemption: 2027-04-15; Registration: 144T/Ziz Z; Mtk: Redemption: 2027-04-15; Registration: 144B/Ovl N;

Deal Comments

Gkpkk. Gzf Qevv Ekhbzom 2.00

Risk Retention

SF - Pur

Pricing Speed

20 ELC

Reinvestment Period (YRS)