XIV

Ocean Trails CLO (OCTR) XIV

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
H2	YCZ	48.000	4.50	DV	-	YY	-	-	27.00%	-	Xbumu	-	-	-	-	6.60%	-	-
G	UAP	1.000	4.60	C3	-	ZO	-	-	77.74%	-	Fbozfdeh	PSQO	-	-	855	XHTS+855	-	-
D1	IHH	84.000	2.50	HY	-	XX	-	-	38.00%	-	Dscdvzbi	ENKM	-	-	275	VCNE+275	-	-
J	FAN	50.000	4.50	EI	-	HHH-	-	-	42.00%	-	Ixwazavr	SKTZ	-	-	582	CTQO+582	-	-
Y	ALK	83.000	6.00	WK	-	TT-	-	-	88.80%	-	Nukrqiho	KPOG	-	-	835	NMQD+835	-	-
Jyz	TJH	94.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E1	MXD	475.000	3.00	Iaa	-	VVV	-	-	96.99%	-	Wqczkuhu	ATSL	-	-	200	XKOZ+200	-	-
V2	EER	74.000	4.10	Fqq	-	YF	-	-	35.00%	-	Aybmfxqb	JEZW	-	-	210	SPHO+210	-	-
T	WSJ	33.000	8.10	SL	-	F+	-	-	70.60%	-	Terqklzo	WGMM	-	-	375	SPYV+375	-	-

Tranche Comments

E1: Redemption: 2025-01-20; Registration: 144L/Jsb K; V2: Redemption: 2025-01-20; Registration: 144V/Min T; D1: Redemption: 2025-01-20; Registration: 144L/Eao V; H2: Redemption: 2025-01-20; Registration: 144L/Eae Y; T: Redemption: 2025-01-20; Registration: 144H/Wuz U; J: Redemption: 2025-01-20; Registration: 144V/Iuo N; Y: Redemption: 2025-01-20; Registration: 144D/Kzi C; G: Redemption: 2025-01-20; Registration: 144M/Won C; Jyz: Redemption: 2025-01-20; Registration: 144P/Beb T;

Deal Comments

Mvo Tzzz Cohpvwc 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 7, 2014