Ocean Trails CLO (OCTR) XII(R)

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T-2-PQSJ5.000-NggKK---95.30%-YrpybyhnGYKT150s150VJVB+150--
EetIJD94.870--------------Retained
Q-1-YPQF66.670-YIKKK+---64.00%-VrhwzrnhQSMG345k350EOXJ+350--
D-1L-OHTT237.900-KxxPPP---65.50%-CqfjjmasXYDV133w133QWFK+133--
P-2VMB84.800-TUGG---91.90%-------Retained
S-1-OTMP78.000-MXHH---69.80%-ShysuevzCULG175u175TWKS+175--
I-ZMEE12.890-DLM---44.20%-OcrlyqugKLAC225d220EJSF+220--
D-2-IBLC9.510-LCVVV----28.40%-TsjblvuvQQPK475u475GIQZ+475--
S-CVFH88.360-Ie3QV---4.10%-JyrvdwpxAICK750o750QUHT+750--
Tranche Comments
D-1L-O: Redemption: 2025-09-04; Registration: 144M/Xlh Y; T-2-P: Redemption: 2025-09-04; Registration: 144A/Qur J; S-1-O: Redemption: 2025-09-04; Registration: 144Y/Yfb D; P-2: Redemption: 2025-09-04; Registration: 144W/Fwg J; Comments: Pb qapq; I-Z: Redemption: 2025-09-04; Registration: 144J/Ehx A; Q-1-Y: Redemption: 2025-09-04; Registration: 144Y/Afw K; D-2-I: Redemption: 2025-09-04; Registration: 144J/Jtf K; S-C: Redemption: 2025-09-04; Registration: 144L/Zdk O; Eet: Redemption: 2025-09-04; Registration: 144X/Jrk K;
Deal Comments
Fuyrluh Lvylyuyvlyw. Vly Uuhh Fvylltq 1.00
Risk Retention
KG - Dxa
Pricing Speed
20% XIS
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 15, 2003
Reset
Yes

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