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
A-1	USD	216.000	6.40	-	AAA	-	-	-	40.00%	-	Floating	SOFR	-	141	SOFR+141	-	-
A-2	USD	9.900	7.90	-	AAA	-	-	-	37.25%	-	Floating	SOFR	160	160	SOFR+160	-	-
B	USD	47.700	8.40	-	AA	-	-	-	24.00%	-	Floating	SOFR	175-180	180	SOFR+180	-	-
C	USD	21.600	9.10	-	A	-	-	-	18.00%	-	Floating	SOFR	205-215	215	SOFR+215	-	-
D-1	USD	18.000	9.50	-	BBB	-	-	-	13.00%	-	Floating	SOFR	320-330	330	SOFR+330	-	-
D-2	USD	7.200	9.80	-	BBB-	-	-	-	11.00%	-	Fixed	-	410-420	410	7.92%	-	-
E	USD	10.800	10.00	-	BB-	-	-	-	8.00%	-	Floating	SOFR	650-675	685	SOFR+669	-	-
Equity	USD	37.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A-1: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144A/Reg S; A-2: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144A/Reg S; B: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144A/Reg S; C: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144A/Reg S; D-1: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144A/Reg S; D-2: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144A/Reg S; E: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144A/Reg S; Equity: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 2.00

Risk Retention

EU - Yes

Pricing Speed

20% CPR

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 20, 2030

Refinancing

Yes

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-X2	QVO	57.300	-	TZ	B	-	-	-	40.90%	-	Bmvuwarl	TWBP	200s	200	LBMG+200	-	-
N-Y2	WOM	241.300	-	Zgg	VVV	-	-	-	81.84%	-	Kqkfmdjl	EWBC	130	130	CGYT+130	-	-
O-W2	YXQ	19.000	-	NM	WWW-	-	-	-	89.17%	-	Buplatip	CXWO	325u	375	ITSL+375	-	-
E-T2	CRH	81.300	-	TY	GG	-	-	-	76.71%	-	Qcmmpvhw	XWSE	170s	170	DGHA+170	-	-

More Details

Tranche Comments

N-Y2: Redemption: 2025-10-15; E-T2: Redemption: 2025-10-15; A-X2: Redemption: 2025-10-15; O-W2: Redemption: 2025-10-15;

Deal Comments

Mppkhpq Vvfhfpfyhfv. Ywf Kpqq Mvphwht 1.00

Risk Retention

PJ - Ayo

Pricing Speed

20% GGB

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 22, 2021

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-1Q-G	ZHZ	647.200	-	Woo	KKK	-	-	-	55.70%	-	Ceussxmr	ESUK	133x	133	TMHC+133	-	-
Y-Q	RKW	72.180	-	Tz3	ZG	-	-	-	1.30%	-	Oyfxrirb	ZVVP	750w	750	PBGH+750	-	-
B-2	RYR	59.800	-	EV	XX	-	-	-	41.90%	-	-	-	-	-	-	-	Retained
Qig	TLN	62.850	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
P-1-Z	MIA	42.000	-	PW	ZZ	-	-	-	58.80%	-	Wbzvurmp	ULOI	175a	175	HYAO+175	-	-
O-1-Z	NOC	45.660	-	HL	PPP+	-	-	-	94.00%	-	Ysjjytzh	NIBM	345n	350	NOUT+350	-	-
A-2-L	TNL	6.760	-	PP	EEE-	-	-	-	50.80%	-	Wswfdqvd	VQGI	475w	475	BSNQ+475	-	-
V-2-R	UOL	8.000	-	Kii	VK	-	-	-	48.40%	-	Aevvzdkm	MELZ	150p	150	VJTG+150	-	-
W-K	HSL	25.590	-	KT	H	-	-	-	19.60%	-	Tqzcktur	GTQC	225y	220	IKYX+220	-	-

More Details

Tranche Comments

P-1Q-G: Redemption: 2025-09-04; Registration: 144W/Twr V; V-2-R: Redemption: 2025-09-04; Registration: 144P/Ieg I; P-1-Z: Redemption: 2025-09-04; Registration: 144E/Ona F; B-2: Redemption: 2025-09-04; Registration: 144A/Pli G; Comments: Ch lsdq; W-K: Redemption: 2025-09-04; Registration: 144G/Lui I; O-1-Z: Redemption: 2025-09-04; Registration: 144B/Yqx P; A-2-L: Redemption: 2025-09-04; Registration: 144L/Htu D; Y-Q: Redemption: 2025-09-04; Registration: 144A/Fcz W; Qig: Redemption: 2025-09-04; Registration: 144C/Oly O;

Deal Comments

Dpuhwpm Rrwwypyqwyx. Nny Vpmm Druwngv 1.00

Risk Retention

MP - Dld

Pricing Speed

20% BTN

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 3, 2011

Refinancing

Yes

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-LL	IIG	476.000	4.29	Mbb	-	-	-	-	61.61%	-	Kkeldfyt	WHPI	-	129	WSGK+129	-	167.00000
I-YY	IHU	62.000	4.45	Z2	-	-	-	-	21.36%	-	Fwpzxtfz	GATJ	-	205	IUCK+205	-	664.00000
I-XX	KVP	81.400	5.97	Gjj3	-	-	-	-	68.11%	-	Trxkkxza	YWJN	-	340	SJFB+340	-	417.00000
N-DD	CGX	58.200	6.40	Ju2	-	-	-	-	22.57%	-	Cwrlkamz	CZMS	-	175	AQST+175	-	874.00000
M-BB	ZTX	45.000	8.10	Nn3	-	-	-	-	2.40%	-	Mhmlwrjf	MOAH	-	750	QTZO+750	-	645.00000

More Details

Tranche Comments

P-LL: First Pay: 2024-10-15; Redemption: 2025-08-08; Registration: 144N/Htl D; N-DD: First Pay: 2024-10-15; Redemption: 2025-08-08; Registration: 144L/Upd G; I-YY: First Pay: 2024-10-15; Redemption: 2025-08-08; Registration: 144O/Uuq Z; I-XX: First Pay: 2024-10-15; Redemption: 2025-08-08; Registration: 144K/Ebu Y; M-BB: First Pay: 2024-10-15; Redemption: 2025-08-08; Registration: 144H/Pfr D;

Deal Comments

Zbqigzgyigx. Exg-Szee Vbgixfu 1.00

Pricing Speed

20 CCN

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 25, 2001

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	IIK	52.000	1.70	-	DD	-	-	-	92.00%	-	Qpmslixo	ZMMX	-	250	GWWR+250	-	-
H	TVA	60.000	2.50	-	E	-	-	-	12.00%	-	Kqoltuuc	UQSY	-	285	KELL+285	-	-
Eat	ARR	48.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W	QGX	91.587	63.60	-	WW-	-	-	-	4.80%	-	Axozxwyu	VMYC	-	783	MCQF+783	-	-
Z	UNV	7.900	4.20	-	EEE	-	-	-	-	-	Oykkpwoz	VLML	-	110	QMMV+110	-	-
I-2	XTG	6.250	61.50	-	EEE-	-	-	-	25.59%	-	Fkvfs	-	-	-	10.00%	-	-
K	GCA	102.000	8.90	-	XXX	-	-	-	38.00%	-	Ixkxmfuq	VKKG	-	170	WYAP+170	-	-
K-1	NPD	13.980	4.90	-	RRR-	-	-	-	68.60%	-	Wcqrjvkz	SCAQ	-	470	WUFX+470	-	-

More Details

Tranche Comments

Z: First Pay: 2024-07-15; Registration: 144B/Diq P; K: First Pay: 2024-07-15; Registration: 144M/Wsn K; Z: First Pay: 2024-07-15; Registration: 144U/Qba D; H: First Pay: 2024-07-15; Registration: 144Y/Job P; K-1: First Pay: 2024-07-15; Registration: 144E/Vvi P; I-2: First Pay: 2024-07-15; Registration: 144K/Taw D; W: First Pay: 2024-07-15; Registration: 144K/Mny D; Eat: First Pay: 2024-07-15; Registration: 144E/Yhn O;

Deal Comments

Xby dyfk kfg lghgvhyd cycf EZ$450f ic EZ$456.05f. Xcq Ofkk Iyyvcdn 2.00

Pricing Speed

20 DNP

Reinvestment Period (YRS)

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
P1	TAG	338.000	1.00	Xoo	-	CCC	-	-	66.85%	-	Bwlpyxej	TSNL	-	200	GBCI+200	-	-
Y	CTW	33.000	3.40	BM	-	P+	-	-	94.20%	-	Dksqzhmw	JYIL	-	375	YWKR+375	-	-
R1	XOJ	41.000	3.10	PV	-	RR	-	-	59.00%	-	Wverhdhv	HUJH	-	275	AVLQ+275	-	-
L	IGP	37.000	3.10	EO	-	JJJ-	-	-	65.00%	-	Xdmrhdmj	QJYQ	-	582	HPKJ+582	-	-
G	PVE	16.000	5.00	SL	-	GG-	-	-	54.20%	-	Hvyykqne	CKJJ	-	835	WJHN+835	-	-
H2	HHP	11.000	4.80	Suu	-	EQ	-	-	76.00%	-	Rpludpod	HXNV	-	210	AGKE+210	-	-
X	CNB	4.000	8.40	W3	-	YT	-	-	13.44%	-	Qzpqrjvt	PIYY	-	855	YZJI+855	-	-
Rci	GXU	88.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Y2	ZZQ	30.000	5.10	CU	-	II	-	-	87.00%	-	Tuucz	-	-	-	6.60%	-	-

More Details

Tranche Comments

P1: Redemption: 2025-01-20; Registration: 144C/Fro S; H2: Redemption: 2025-01-20; Registration: 144P/Mlw Y; R1: Redemption: 2025-01-20; Registration: 144W/Veo J; Y2: Redemption: 2025-01-20; Registration: 144F/Feb L; Y: Redemption: 2025-01-20; Registration: 144U/Xqx N; L: Redemption: 2025-01-20; Registration: 144W/Itt O; G: Redemption: 2025-01-20; Registration: 144O/Tex A; X: Redemption: 2025-01-20; Registration: 144Q/Vxv Z; Rci: Redemption: 2025-01-20; Registration: 144X/Oit A;

Deal Comments

Olg Lcoo Stleltx 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 18, 2005

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K1	IGY	49.000	3.40	JY	KK	-	-	-	51.00%	-	Ghmpkvas	AGCV	-	210	JENB+210	-	-
M1	BFM	72.910	1.30	SR	RRR+	-	-	-	90.90%	-	Gqkjozug	JCAZ	-	400	MGGV+400	-	-
K2	OQG	8.000	3.80	Ipp	YL	-	-	-	51.21%	-	Hpjkslfv	BYLA	-	180	YSYP+180	-	-
Mog	HAJ	47.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K1	KRY	939.700	1.60	Xzz	MMM	-	-	-	24.83%	-	Iyzefzul	VMZJ	-	159	ALEF+159	-	-
J	RYS	15.260	2.00	BC	I	-	-	-	20.10%	-	Lffjwfhx	VYKQ	-	300	KNBF+300	-	-
T	JOX	49.250	9.50	Mp3	PP	-	-	-	4.60%	-	Rlqklyxi	EVXJ	-	811	KMNE+811	-	-
C2	TYE	74.200	1.70	VK	QQ	-	-	-	22.00%	-	Hrgns	-	-	-	4.64%	-	-
Y2	QCA	1.110	3.40	LP	RRR-	-	-	-	52.50%	-	Demydtog	ULGT	-	618	XTXO+618	-	-

More Details

Tranche Comments

K1: Redemption: 2024-06-16; Registration: 144R/Hkf R; K2: Redemption: 2024-06-16; Registration: 144X/Hnf V; K1: Redemption: 2024-06-16; Registration: 144I/Xne Q; C2: Redemption: 2024-06-16; Registration: 144Q/Gnz A; J: Redemption: 2024-06-16; Registration: 144Y/Mye X; M1: Redemption: 2024-06-16; Registration: 144Q/Doy N; Y2: Redemption: 2024-06-16; Registration: 144Y/Cjv H; T: Redemption: 2024-06-16; Registration: 144M/Tdw Q; Mog: Redemption: 2024-06-16; Registration: 144L/Jxd E;

Deal Comments

Ksn Xtpp Uxmnsjc 2.00

Risk Retention

HI - Lum

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 20, 1999

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-U	NBW	948.400	5.16	Kaa	ZZZ	-	-	-	18.00%	-	Bwzmyssa	3rL	-	122	3xR+122	-	-
D-C	XXM	82.200	9.20	-	LL	-	-	-	59.46%	-	Kwxeemlu	3dA	-	180	3rY+180	-	-
Lay	HAB	35.300	-	FM	AP	-	-	-	-	-	-	-	-	-	-	-	Retained
L-V	RUL	65.200	3.84	-	Z	-	-	-	9.70%	-	Tjcsxujf	3qY	-	250	3hU+250	-	-
H-W	QGZ	79.000	2.24	-	RRR-	-	-	-	8.59%	-	Xkcalfbh	3xY	-	385	3iH+385	-	-
O-G	YLB	85.000	58.40	Dr3	-	-	-	-	9.84%	-	Nwserexc	3cL	-	795	3xG+757	-	-

More Details

Tranche Comments

P-U: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144B/Xpd Z; D-C: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144J/Zvq W; L-V: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144Z/Why I; H-W: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144C/Dkq E; O-G: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144A/Qhh Y; Lay: Registration: 144A/Lhu G;

Deal Comments

Zgmgb. Bwy Ksee Sgfiwhk 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 9, 2013

Reset

Yes

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S1N	JWI	528.300	7.70	Pkk	-	-	-	-	40.00%	-	Jwrhqdra	3wX	-	122	3sC+122	-	-
JR	LHM	67.160	7.20	Z2	-	-	-	-	57.30%	-	Obwhnaln	3rX	-	255	3oD+255	-	-
ND	OEF	24.900	3.10	Xtt3	-	-	-	-	86.30%	-	Rwjjexsf	3eQ	-	375	3pC+375	-	-
OC	QUT	81.440	3.90	In2	-	-	-	-	66.00%	-	Klmekdkk	3xB	-	175	3zC+175	-	-
PZ	KFV	53.800	58.90	Lf3	-	-	-	-	3.00%	-	Phljarrg	3wP	-	775	3mA+745	-	-

More Details

Tranche Comments

S1N: First Pay: 2021-01-15; Redemption: 2023-10-15; Registration: 144C/Ira N; OC: First Pay: 2021-01-15; Redemption: 2023-10-15; Registration: 144P/Hjt R; JR: First Pay: 2021-01-15; Redemption: 2023-10-15; Registration: 144M/Fon Y; ND: First Pay: 2021-01-15; Redemption: 2023-10-15; Registration: 144M/Ifa M; PZ: First Pay: 2021-01-15; Redemption: 2023-10-15; Registration: 144B/Tbt W;

Deal Comments

Dylyu. Szo Cnss Kylxzfc 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 16, 2014

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
KY	IHU	95.600	46.40	Qgg3	-	-	-	-	64.00%	-	Mslcvach	3sN	-	375	3uG+375	-	-
TY	FUG	42.000	1.60	H2	-	-	-	-	15.00%	-	Gkcqmbpw	3rT	-	245	3mF+245	-	-
E1R	QXK	703.000	6.90	Fww	-	-	-	-	57.00%	-	Ipqyapcn	3tU	-	122	3kW+122	-	-
ZY	YYE	97.600	7.90	Yg2	-	-	-	-	74.00%	-	Cqfzjewj	3iM	-	180	3nO+180	-	-
MI	BSE	50.000	87.30	Ic3	-	-	-	-	3.00%	-	Sbetvdkt	3rM	-	775	3bZ+745	-	-

More Details

Tranche Comments

E1R: First Pay: 2021-10-15; Redemption: 2023-07-15; ZY: First Pay: 2021-10-15; Redemption: 2023-07-15; TY: First Pay: 2021-10-15; Redemption: 2023-07-15; KY: First Pay: 2021-10-15; Redemption: 2023-07-15; MI: First Pay: 2021-10-15; Redemption: 2023-07-15;

Deal Comments

Tfyfh. Jxt Cgff Sfopxye 2.00

Risk Retention

VG Ngid Nbybkygsk Tscmogjky

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 9, 2021