XVI

Ocean Trails CLO (OCTR) XVI

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
Bgzful	WOU	76.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C	WXR	65.800	3.70	-	SS	-	-	-	16.00%	-	Jllxreqj	QTKL	-	175-180	180	CASY+180	-	-
B-2	XKX	3.500	5.80	-	BBB-	-	-	-	40.00%	-	Xtztk	-	-	410-420	410	7.92%	-	-
U	XZZ	36.300	83.00	-	FF-	-	-	-	2.00%	-	Wemkrjff	JNYV	-	650-675	685	CIKR+669	-	-
M	FCI	27.200	2.30	-	Q	-	-	-	92.00%	-	Kpkjemcd	WVNN	-	205-215	215	NLQS+215	-	-
L-2	TKU	7.300	6.70	-	WWW	-	-	-	17.49%	-	Ipkrtmmi	MACY	-	160	160	VGXZ+160	-	-
X-1	BHI	15.000	1.30	-	LLL	-	-	-	94.00%	-	Auucmdni	HJKA	-	320-330	330	BCNH+330	-	-
F-1	ANV	255.000	7.70	-	GGG	-	-	-	69.00%	-	Aqlpkxzl	VXKF	-	-	141	YHJG+141	-	-

Tranche Comments

F-1: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144J/Wji O; L-2: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144K/Nkj D; C: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144U/Vss G; M: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144I/Pay U; X-1: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Q/Fhr D; B-2: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144E/Isx Z; U: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144C/Wce S; Bgzful: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144T/Dpp L;

Deal Comments

Lqj Xtvv Ahkkqur 2.00

Risk Retention

XP - Mqy

Pricing Speed

20% SYP

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 7, 2017

Reset

Yes