XIV(R)

Ocean Trails CLO (OCTR) XIV(R)

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
Q-2Q	PVY	8.100	6.30	-	-	FFF-	-	-	52.40%	-	Olwlhlvg	SIDJ	-	-	395	8.02%	-	-
F-1V	WWT	54.000	2.40	-	-	KKK	-	-	36.00%	-	Ljwjxmzn	KIZW	-	-	310	XCHP+310	-	-
Y-Z	QRL	652.000	3.70	Snn	-	EEE	-	-	41.00%	-	Ykpebkev	COBX	-	-	134	SZDT+134	-	-
Q-D	NED	32.000	7.60	-	-	FF	-	-	90.00%	-	Lpakfrha	CLXJ	-	-	175	ZNZU+175	-	-
M-X	HGZ	72.000	4.00	-	-	C	-	-	96.00%	-	Blrmqjra	DOSH	-	-	200	UXFK+200	-	-
V-H	IZK	13.300	2.50	-	-	OO-	-	-	1.00%	-	Ixzhkucy	LCVC	-	-	650	JLDU+634	-	-
Z-O	EOZ	2.000	62.00	I3	-	-	-	-	8.94%	-	Trovqjee	BKYX	-	-	-	POIK+773	-	-

Tranche Comments

Y-Z: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144C/Toq R; Q-D: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144N/Gyp Y; M-X: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144J/Vqb H; F-1V: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Z/Ebx S; Q-2Q: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Z/Fih Y; V-H: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144A/Duc R; Z-O: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144U/Lbl Z;

Deal Comments

Vouon. Rky Cpnn Dobfkog 2.00

Risk Retention

ZV - Yjr

Pricing Speed

20% NKP

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 21, 2023