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
E-OO	LSJ	745.000	7.41	Uww	-	IY	-	-	11.00%	-	Zhwytfcf	QKSG	-	-	123	LSKX+123	-	777.00000
K-RR	OMT	44.000	8.22	KO	-	HH	-	-	65.00%	-	Xvflhdrh	PDYX	-	-	170	PLCO+170	-	735.00000
N-1-Q-F	GVM	5.180	5.43	MS	-	ZZZ-	-	-	63.00%	-	Uaupt	Chvea	-	-	315	6.91%	6.910%	206.00000
Z	MWL	8.300	5.70	Caa	-	DA	-	-	-	-	Njumqbvq	NXAP	-	-	95	KPLG+95	-	689.00000
J-2-VV	JVR	16.000	4.14	GP	-	Z	-	-	25.00%	-	Vfrij	Tujhu	-	-	200	5.75%	5.750%	480.00000
Q-NN	PHB	5.000	51.44	L3	-	WP	-	-	7.22%	-	-	-	-	-	-	-	-	Retained
J-1-P-S	JSF	71.000	8.84	FQ	-	NNN-	-	-	11.00%	-	Yhhbtaxg	BQBT	-	-	315	MEQX+315	-	943.00000
Q-2-ZZ	JAC	5.300	37.60	PI	-	NNN-	-	-	40.00%	-	Izrbcvng	JUSS	-	-	410	KTAR+410	-	541.00000
B-HH	NKO	69.410	66.83	EA	-	ZZ-	-	-	6.00%	-	Gtvrkqtv	IZWO	-	-	625	DOQU+625	-	461.00000
V-1-UU	KXR	25.200	8.20	QI	-	Y	-	-	74.00%	-	Vhkfxali	ATVP	-	-	200	QGYT+200	-	249.00000
Jlp	UWI	34.500	-	NL	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Z: Redemption: 2027-04-15; Registration: 144A/Qjt P; E-OO: Redemption: 2027-04-15; Registration: 144D/Tyv U; K-RR: Redemption: 2027-04-15; Registration: 144J/Diz W; V-1-UU: Redemption: 2027-04-15; Registration: 144L/Ivg S; J-2-VV: Redemption: 2027-04-15; Registration: 144D/Iil O; J-1-P-S: Redemption: 2027-04-15; Registration: 144T/Ooc U; N-1-Q-F: Redemption: 2027-04-15; Registration: 144P/Pqb V; Q-2-ZZ: Redemption: 2027-04-15; Registration: 144B/Mwn G; B-HH: Redemption: 2027-04-15; Registration: 144A/Xyg W; Q-NN: Redemption: 2027-04-15; Registration: 144G/Iuy K; Jlp: Redemption: 2027-04-15; Registration: 144L/Zxu K;

Deal Comments

Amjmn. Kjt Lqzz Imanjcb 2.00

Risk Retention

LV - Yuu

Pricing Speed

20 OAX

Reinvestment Period (YRS)