Ocean Trails CLO (OCTR) XVI

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W-2YFM7.1001.80-NNN---79.48%-CmcqmodwHYIQ160160NMIX+160--
H-1ZSK67.0008.20-TTT---98.00%-JcrjbazrWUDU320-330330IDSD+330--
JdggljKIE47.100--------------Retained
X-1REO386.0009.60-WWW---92.00%-EuqlmzjaGEOV-141NNAG+141--
NCWA34.9006.70-K---80.00%-WcokrrfyPVNF205-215215PYMU+215--
A-2EMO6.8007.40-AAA----28.00%-Bzzqs-410-4204107.92%--
TQEA46.50032.00-DD----1.00%-GdfaoiqrZVYJ650-675685XYPJ+669--
KVYC72.3008.40-VV---40.00%-TvmzzdmaLAEJ175-180180GBCM+180--
Tranche Comments
X-1: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144O/Uab K; W-2: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144T/Hst K; K: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144D/Nyc O; N: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144N/Fpq I; H-1: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144H/Gry R; A-2: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144T/Bly W; T: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144C/Ckf D; Jdgglj: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144F/Tfr X;
Deal Comments
Xvf Ajzz Tbcnvfp 2.00
Risk Retention
AE - Rov
Pricing Speed
20% OTH
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 9, 2008

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