Ocean Trails CLO (OCTR) IX

Rothschild & Co

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R-1	PWQ	496.000	1.40	-	SSS	GGG	-	-	-	-	Cumqcjig	3yO	-	187	3yS+187	-	-
N-2	NQO	55.000	4.80	-	IB	LLL	-	-	-	-	Ocsuhtdb	3sC	-	227	3gE+227	-	-
Z-2	XBG	7.700	8.60	-	YY	JD	-	-	-	-	Fptly	-	-	-	2.67%	-	-
X-1	ZYK	33.700	2.60	-	OO	ML	-	-	-	-	Wxddzoer	3gB	-	240	3cA+240	-	-
D	WWE	83.800	6.10	-	D	KF	-	-	-	-	Zqsquext	3fH	-	300	3eD+300	-	-
Zzlxfo	WWN	46.640	-	-	FW	FF	-	-	-	-	-	-	-	-	-	-	Retained
H	HBJ	61.000	1.00	-	PPP-	UV	-	-	-	-	Mrqlkcsc	3lV	-	491	3sG+491	-	-
E	TJG	24.700	1.40	-	LL-	OO	-	-	-	-	Svpsttvw	3gZ	-	680	3qK+680	-	-

Tranche Comments

R-1: First Pay: 2021-04-15; Redemption: 2021-10-15; Registration: 144F/Mje Q; N-2: First Pay: 2021-04-15; Redemption: 2021-10-15; Registration: 144O/Dpw V; X-1: First Pay: 2021-04-15; Redemption: 2021-10-15; Registration: 144C/Hmh R; Z-2: First Pay: 2021-04-15; Redemption: 2021-10-15; Registration: 144N/Itn Q; D: First Pay: 2021-04-15; Redemption: 2021-10-15; Registration: 144Q/Zub P; H: First Pay: 2021-04-15; Redemption: 2021-10-15; Registration: 144D/Mqe K; E: First Pay: 2021-04-15; Redemption: 2021-10-15; Registration: 144G/Nmr N; Zzlxfo: First Pay: 2021-04-15; Redemption: 2021-10-15; Registration: 144L/Nky D;

Deal Comments

Soc-Qkjj Jkkpoqd 1.00.

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 25, 2003