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-WW	RAO	63.000	9.84	GB	-	FF	-	-	41.00%	-	Hpzxewvp	HNEA	-	-	170	CULB+170	-	765.00000
N-1-V-C	YXC	3.710	2.95	SA	-	SSS-	-	-	15.00%	-	Kymfc	Cuulf	-	-	315	6.91%	6.910%	554.00000
K-1-WW	FYG	24.800	9.65	LU	-	G	-	-	32.00%	-	Lsluhdar	NKFP	-	-	200	VYNT+200	-	489.00000
F-2-ZZ	PLS	67.000	1.82	OM	-	D	-	-	77.00%	-	Xswej	Rrzop	-	-	200	5.75%	5.750%	928.00000
Z-SS	OSU	2.000	91.37	Q3	-	ID	-	-	8.35%	-	-	-	-	-	-	-	-	Retained
M-AA	APC	923.000	1.27	Lff	-	OA	-	-	98.00%	-	Zqajhwaa	ZMFW	-	-	123	TQIO+123	-	930.00000
H-TT	XGH	78.260	96.29	LC	-	JJ-	-	-	7.00%	-	Dcewhtrg	KIPC	-	-	625	AUMU+625	-	257.00000
Y	JBR	1.500	9.30	Pss	-	AO	-	-	-	-	Duypvjvv	MTSR	-	-	95	QQID+95	-	456.00000
M-1-I-V	PAH	88.000	6.75	IC	-	SSS-	-	-	50.00%	-	Zcqrlkbo	NCNC	-	-	315	PKJP+315	-	410.00000
F-2-QQ	VVX	6.600	78.20	FQ	-	KKK-	-	-	71.00%	-	Pdrsfovk	KJHA	-	-	410	JYYB+410	-	159.00000
Lhm	WER	48.400	-	HW	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Y: Redemption: 2027-04-15; Registration: 144K/Ayu M; M-AA: Redemption: 2027-04-15; Registration: 144C/Wyr M; O-WW: Redemption: 2027-04-15; Registration: 144L/Zds B; K-1-WW: Redemption: 2027-04-15; Registration: 144M/Rll E; F-2-ZZ: Redemption: 2027-04-15; Registration: 144E/Kvz C; M-1-I-V: Redemption: 2027-04-15; Registration: 144O/Vva C; N-1-V-C: Redemption: 2027-04-15; Registration: 144C/Twl T; F-2-QQ: Redemption: 2027-04-15; Registration: 144I/Xbi J; H-TT: Redemption: 2027-04-15; Registration: 144C/Zxq D; Z-SS: Redemption: 2027-04-15; Registration: 144P/Hwv I; Lhm: Redemption: 2027-04-15; Registration: 144G/Jvw L;

Deal Comments

Qkvkt. Lhf Nhcc Iktmhxl 2.00

Risk Retention

TC - Zya

Pricing Speed

20 YHX

Reinvestment Period (YRS)