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
T-HH	RBW	68.000	1.16	ZT	-	QQ	-	-	97.00%	-	Ovsurfku	CVLQ	-	-	170	TMIU+170	-	880.00000
X-2-WW	NSN	22.000	7.34	KP	-	T	-	-	75.00%	-	Wsfrl	Wfztm	-	-	200	5.75%	5.750%	784.00000
Q-1-R-B	XFP	96.000	5.98	KR	-	NNN-	-	-	34.00%	-	Jfrvzemx	XIOL	-	-	315	NCZL+315	-	587.00000
Z-VV	UBF	95.810	32.31	KD	-	VV-	-	-	2.00%	-	Zloquprg	XPUP	-	-	625	PONH+625	-	976.00000
C-KK	WKU	830.000	3.14	Hpp	-	MT	-	-	67.00%	-	Evdoteae	DNMH	-	-	123	SKTJ+123	-	826.00000
W-2-XX	GIM	3.300	43.90	CB	-	III-	-	-	47.00%	-	Ocwperdc	YJDW	-	-	410	DVTE+410	-	426.00000
H-1-A-K	VZE	5.580	1.55	CF	-	MMM-	-	-	56.00%	-	Vmruh	Ohine	-	-	315	6.91%	6.910%	765.00000
W-DD	LRA	2.000	73.73	O3	-	IQ	-	-	2.70%	-	-	-	-	-	-	-	-	Retained
E	CJO	6.100	3.70	Jee	-	UC	-	-	-	-	Hyxlymau	EWXS	-	-	95	EOQT+95	-	453.00000
Q-1-II	HAP	62.300	4.90	BO	-	N	-	-	59.00%	-	Jlbyshmx	JOPM	-	-	200	NQSI+200	-	638.00000
Jub	HLS	70.350	-	PD	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

E: Redemption: 2027-04-15; Registration: 144X/Woy T; C-KK: Redemption: 2027-04-15; Registration: 144E/Axk K; T-HH: Redemption: 2027-04-15; Registration: 144U/Ulc K; Q-1-II: Redemption: 2027-04-15; Registration: 144F/Nzm L; X-2-WW: Redemption: 2027-04-15; Registration: 144B/Qrj V; Q-1-R-B: Redemption: 2027-04-15; Registration: 144V/Yml W; H-1-A-K: Redemption: 2027-04-15; Registration: 144G/Hjd C; W-2-XX: Redemption: 2027-04-15; Registration: 144A/Kvo O; Z-VV: Redemption: 2027-04-15; Registration: 144W/Djv R; W-DD: Redemption: 2027-04-15; Registration: 144T/Key H; Jub: Redemption: 2027-04-15; Registration: 144J/Btk J;

Deal Comments

Kfpfp. Uqc Ryvv Cfjlqxe 2.00

Risk Retention

KV - Vec

Pricing Speed

20 QTL

Reinvestment Period (YRS)

Reset

Yes