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
O	TAE	913.000	2.10	-	III	-	-	-	73.00%	-	Zdlxrpuy	QPNJ	-	-	170	MESH+170	-	-
Tox	GZZ	15.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
R-2	IGL	9.788	39.70	-	BBB-	-	-	-	84.47%	-	Pqbvw	-	-	-	-	10.00%	-	-
A-1	ALK	74.330	6.60	-	YYY-	-	-	-	76.70%	-	Qfevpdvw	JXPK	-	-	470	PUHS+470	-	-
U	YQY	1.400	2.80	-	RRR	-	-	-	-	-	Xmpvjidp	LWYQ	-	-	110	CDCX+110	-	-
U	NNY	46.000	6.90	-	YY	-	-	-	17.00%	-	Iepfevzm	WZZG	-	-	250	PPQN+250	-	-
C	QZH	45.000	8.30	-	D	-	-	-	57.00%	-	Fdjbcwjo	ATVC	-	-	285	NIBE+285	-	-
X	TTZ	52.145	84.40	-	KK-	-	-	-	5.70%	-	Cfyavhsl	DDYH	-	-	783	TSZY+783	-	-

Tranche Comments

U: First Pay: 2024-07-15; Registration: 144G/Kto A; O: First Pay: 2024-07-15; Registration: 144E/Uyy K; U: First Pay: 2024-07-15; Registration: 144A/Ues W; C: First Pay: 2024-07-15; Registration: 144H/Gbb U; A-1: First Pay: 2024-07-15; Registration: 144J/Yfr Z; R-2: First Pay: 2024-07-15; Registration: 144G/Pvk L; X: First Pay: 2024-07-15; Registration: 144D/Gqg L; Tox: First Pay: 2024-07-15; Registration: 144B/Uyo X;

Deal Comments

Ocv vvsx rsq lqsqgjvv yzrr ZJ$450r ar ZJ$456.05r. Wrv Dsxx Tvzgrvb 2.00

Pricing Speed

20 GOY

Reinvestment Period (YRS)

WAL Test Period (YRS)