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
U2	BPV	75.000	6.90	Soo	-	ZG	-	-	36.00%	-	Rejztzug	GEZS	-	-	210	QZZI+210	-	-
Bxp	TTE	41.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
B	IYJ	12.000	7.40	NZ	-	III-	-	-	54.00%	-	Rcxhshpq	VOZJ	-	-	582	NDTV+582	-	-
V1	EYM	53.000	8.80	QC	-	YY	-	-	25.00%	-	Fxzltlba	JEXW	-	-	275	XXZP+275	-	-
P	UPI	45.000	1.20	JQ	-	E+	-	-	57.70%	-	Kmesyqmb	LICS	-	-	375	LXIQ+375	-	-
U	TEA	67.000	3.00	JX	-	SS-	-	-	52.50%	-	Dsqozdzw	QPGZ	-	-	835	AMLK+835	-	-
X1	WFU	633.000	1.00	Hll	-	EEE	-	-	87.74%	-	Ejrpfsxh	CSWQ	-	-	200	XXVQ+200	-	-
V	OQB	2.000	7.30	U3	-	UR	-	-	99.47%	-	Ozyucmwb	OAOD	-	-	855	ISNJ+855	-	-
U2	CUH	17.000	1.50	QR	-	OO	-	-	94.00%	-	Tmqqc	-	-	-	-	6.60%	-	-

Tranche Comments

X1: Redemption: 2025-01-20; Registration: 144Q/Nwy W; U2: Redemption: 2025-01-20; Registration: 144B/Ael R; V1: Redemption: 2025-01-20; Registration: 144Q/Lcm Z; U2: Redemption: 2025-01-20; Registration: 144I/Hds I; P: Redemption: 2025-01-20; Registration: 144U/Hov Q; B: Redemption: 2025-01-20; Registration: 144B/Zlc X; U: Redemption: 2025-01-20; Registration: 144N/Ymu Y; V: Redemption: 2025-01-20; Registration: 144Z/Mlr O; Bxp: Redemption: 2025-01-20; Registration: 144U/Mxq I;

Deal Comments

Kfo Ngnn Uwqmfzt 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 1, 2018