Ocean Trails CLO (OCTR) X

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-1	PBS	48.500	8.50	SM	NN	-	-	-	14.00%	-	Ydpexzhb	3jO	-	210	3cW+210	-	-
X-2	VLG	54.400	4.60	CW	WW	-	-	-	47.00%	-	Ritgi	Vdb	-	210	2.51%	-	-
J	YBE	93.100	8.62	LS	V	-	-	-	69.10%	-	Jrqwuuxj	3aE	-	320	3wQ+320	-	-
Drs	LNM	74.500	-	BD	QD	-	-	-	-	-	-	-	-	-	-	-	Retained
M	COL	54.200	6.15	BX	PP-	-	-	-	47.00%	-	Kruvstlp	3iZ	-	900	3cV+846	-	-
B-1	AMT	525.000	8.90	Eff	QQQ	-	-	-	50.00%	-	Gpxffsyk	3mW	-	155	3yW+155	-	-
M-2	TCZ	30.000	5.46	Egg	KKK	-	-	-	66.00%	-	Kcshk	Woa	-	155	1.83%	-	-
C	ENR	34.000	6.66	IW	III-	-	-	-	49.40%	-	Lvhaqfim	3dK	-	470	3bQ+470	-	-

Tranche Comments

B-1: First Pay: 2021-04-15; Redemption: 2021-10-15; M-2: First Pay: 2021-04-15; Redemption: 2021-10-15; G-1: First Pay: 2021-04-15; Redemption: 2021-10-15; X-2: First Pay: 2021-04-15; Redemption: 2021-10-15; J: First Pay: 2021-04-15; Redemption: 2021-10-15; C: First Pay: 2021-04-15; Redemption: 2021-10-15; M: First Pay: 2021-04-15; Redemption: 2021-10-15; Drs: First Pay: 2021-04-15; Redemption: 2021-10-15;

Deal Comments

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Risk Retention

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Volcker Compliance

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Reinvestment Period (YRS)

Reinvestment Period End Date

May 26, 1996