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
T-1	JMF	381.000	7.95	Mii	AAA	-	-	-	56.00%	-	Mqlfkemt	3tV	-	155	3iU+155	-	-
G	XWI	35.500	1.45	NT	NN-	-	-	-	23.00%	-	Nwysfbml	3lY	-	900	3kG+846	-	-
F-2	VPB	22.000	6.83	Qff	QQQ	-	-	-	40.00%	-	Dhvbx	Jeb	-	155	1.83%	-	-
D-1	RMY	99.300	7.10	IR	RR	-	-	-	43.00%	-	Nbhulcdn	3eW	-	210	3vS+210	-	-
M-2	YHP	48.700	8.10	ZZ	JJ	-	-	-	74.00%	-	Cotbp	Mpu	-	210	2.51%	-	-
F	AGW	79.300	2.12	ZY	I	-	-	-	18.30%	-	Ocwolmef	3vV	-	320	3hA+320	-	-
Vpv	JQB	66.300	-	EG	ZD	-	-	-	-	-	-	-	-	-	-	-	Retained
M	YLV	31.000	4.47	BG	MMM-	-	-	-	75.50%	-	Dwlyrxnr	3bK	-	470	3pX+470	-	-

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Tranche Comments

T-1: First Pay: 2021-04-15; Redemption: 2021-10-15; F-2: First Pay: 2021-04-15; Redemption: 2021-10-15; D-1: First Pay: 2021-04-15; Redemption: 2021-10-15; M-2: First Pay: 2021-04-15; Redemption: 2021-10-15; F: First Pay: 2021-04-15; Redemption: 2021-10-15; M: First Pay: 2021-04-15; Redemption: 2021-10-15; G: First Pay: 2021-04-15; Redemption: 2021-10-15; Vpv: 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

Mar 13, 1996

Reset

Yes