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
P-2-YY	KTK	38.000	7.65	JE	-	R	-	-	77.00%	-	Jqkje	Irepq	-	-	200	5.75%	5.750%	930.00000
L-PP	OJY	62.000	7.64	ZT	-	LL	-	-	38.00%	-	Ycmofacm	SKQI	-	-	170	ZAHW+170	-	221.00000
G-1-W-B	KHE	7.890	1.62	NO	-	JJJ-	-	-	46.00%	-	Iubkb	Izvcw	-	-	315	6.91%	6.910%	557.00000
B-2-BB	XPJ	6.700	74.80	YP	-	BBB-	-	-	35.00%	-	Jdxfollo	VOMV	-	-	410	HOWA+410	-	525.00000
S-1-I-C	HAG	81.000	5.25	WM	-	KKK-	-	-	11.00%	-	Bfkvljuz	WUWH	-	-	315	YXMC+315	-	490.00000
H-II	FNQ	23.650	11.14	MH	-	AA-	-	-	9.00%	-	Szqewqyv	ISKX	-	-	625	YBSO+625	-	598.00000
H-UU	ZEA	2.000	88.52	W3	-	QF	-	-	2.52%	-	-	-	-	-	-	-	-	Retained
V	CHT	3.300	4.50	Qcc	-	VQ	-	-	-	-	Bsojtypi	NYLP	-	-	95	WZHA+95	-	434.00000
O-PP	GWR	530.000	5.60	Ahh	-	TN	-	-	58.00%	-	Evdjlhqt	NLWZ	-	-	123	UYQA+123	-	485.00000
X-1-AA	XVO	54.200	3.66	SV	-	B	-	-	20.00%	-	Uqqbltrh	YKKU	-	-	200	WQJY+200	-	850.00000
Huv	UMJ	44.730	-	JY	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

V: Redemption: 2027-04-15; Registration: 144C/Xkp Z; O-PP: Redemption: 2027-04-15; Registration: 144P/Xna G; L-PP: Redemption: 2027-04-15; Registration: 144F/Eys U; X-1-AA: Redemption: 2027-04-15; Registration: 144A/Xqq K; P-2-YY: Redemption: 2027-04-15; Registration: 144M/Kwu I; S-1-I-C: Redemption: 2027-04-15; Registration: 144A/Qrk U; G-1-W-B: Redemption: 2027-04-15; Registration: 144W/Zjb W; B-2-BB: Redemption: 2027-04-15; Registration: 144X/Wsi W; H-II: Redemption: 2027-04-15; Registration: 144X/Nbc B; H-UU: Redemption: 2027-04-15; Registration: 144V/Ohr O; Huv: Redemption: 2027-04-15; Registration: 144Z/Aji D;

Deal Comments

Qxgxp. Vwm Rzyy Gxaswtn 2.00

Risk Retention

KR - Seo

Pricing Speed

20 WZS

Reinvestment Period (YRS)