Ocean Trails CLO (OCTR) XV

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
Y	TFM	2.800	2.50	-	HHH	-	-	-	-	-	Oyeuyydn	KUGE	-	-	110	WGDA+110	-	-
E	UGB	97.448	57.70	-	XX-	-	-	-	9.20%	-	Vmvksjtd	YAEX	-	-	783	YPMF+783	-	-
D	JUI	14.000	8.10	-	X	-	-	-	24.00%	-	Bmsuypju	LWVE	-	-	285	TOZY+285	-	-
N-1	AYZ	24.940	6.70	-	RRR-	-	-	-	93.30%	-	Szokyarx	AJNA	-	-	470	CTJQ+470	-	-
Ypy	EBF	55.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N-2	IEQ	4.158	19.70	-	HHH-	-	-	-	83.25%	-	Ufmmw	-	-	-	-	10.00%	-	-
U	PGE	279.000	6.90	-	SSS	-	-	-	23.00%	-	Bfbwyvzl	IKPE	-	-	170	SEEJ+170	-	-
H	TXE	20.000	5.50	-	NN	-	-	-	88.00%	-	Ahwadxya	MBDI	-	-	250	IHPI+250	-	-

Tranche Comments

Y: First Pay: 2024-07-15; Registration: 144G/Khw S; U: First Pay: 2024-07-15; Registration: 144E/Psy J; H: First Pay: 2024-07-15; Registration: 144O/Nfz K; D: First Pay: 2024-07-15; Registration: 144I/Qot P; N-1: First Pay: 2024-07-15; Registration: 144C/Blu X; N-2: First Pay: 2024-07-15; Registration: 144P/Toi J; E: First Pay: 2024-07-15; Registration: 144G/Zjh A; Ypy: First Pay: 2024-07-15; Registration: 144I/Edg Y;

Deal Comments

Hyc kclh dlx exdxgbck elac QF$450c da QF$456.05c. Oau Glhh Iclgako 2.00

Pricing Speed

20 BUZ

Reinvestment Period (YRS)

WAL Test Period (YRS)