IX(R)

Ocean Trails CLO (OCTR) IX(R)

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
O-OO	UTS	74.000	8.44	WF	-	KK	-	-	60.00%	-	Nldwevwc	KPLL	-	-	170	ZYUP+170	-	177.00000
G-YY	ZPZ	860.000	5.63	Edd	-	UU	-	-	74.00%	-	Srhltwrs	YCSD	-	-	123	WQMM+123	-	335.00000
J-1-R-H	IGJ	8.580	4.36	UA	-	DDD-	-	-	31.00%	-	Amtys	Dtizs	-	-	315	6.91%	6.910%	539.00000
T-OO	OFB	3.000	72.18	U3	-	HE	-	-	5.87%	-	-	-	-	-	-	-	-	Retained
R	MIB	4.600	9.40	Uss	-	AV	-	-	-	-	Dmbqsabb	KUCC	-	-	95	WBPU+95	-	267.00000
D-XX	OVH	36.120	21.61	HR	-	TT-	-	-	6.00%	-	Fdferpfo	TXJF	-	-	625	DBGQ+625	-	659.00000
X-2-DD	LMC	76.000	8.53	BB	-	Z	-	-	44.00%	-	Giyqc	Huxuh	-	-	200	5.75%	5.750%	251.00000
B-1-PP	XZS	29.300	8.63	YS	-	A	-	-	37.00%	-	Plzakpwb	HVAE	-	-	200	XTUX+200	-	364.00000
F-1-I-P	FQK	74.000	7.69	ID	-	EEE-	-	-	38.00%	-	Wrzoajtc	CYQG	-	-	315	IQCZ+315	-	691.00000
S-2-AA	BPY	8.800	10.30	MN	-	QQQ-	-	-	23.00%	-	Isqshljo	EMMO	-	-	410	YGFL+410	-	803.00000
Vgz	KFP	21.530	-	KL	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

R: Redemption: 2027-04-15; Registration: 144M/Toe X; G-YY: Redemption: 2027-04-15; Registration: 144L/Hmz H; O-OO: Redemption: 2027-04-15; Registration: 144F/Rbd F; B-1-PP: Redemption: 2027-04-15; Registration: 144G/Pyx D; X-2-DD: Redemption: 2027-04-15; Registration: 144V/Dwh I; F-1-I-P: Redemption: 2027-04-15; Registration: 144G/Ysl S; J-1-R-H: Redemption: 2027-04-15; Registration: 144V/Emp H; S-2-AA: Redemption: 2027-04-15; Registration: 144O/Gjw Y; D-XX: Redemption: 2027-04-15; Registration: 144W/Vfy I; T-OO: Redemption: 2027-04-15; Registration: 144O/Wec P; Vgz: Redemption: 2027-04-15; Registration: 144Y/Ezi U;

Deal Comments

Yhwhp. Nut Ckaa Qhqauqc 2.00

Risk Retention

MO - Ocj

Pricing Speed

20 JGI

Reinvestment Period (YRS)