FINSIGHT

Ocean Trails CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A1	USD	235.000	5.00	Aaa	-	AAA	-	-	41.25%	-	Floating	SOFR	-	200	SOFR+200	-	-
A2	USD	25.000	6.20	Aaa	-	NR	-	-	35.00%	-	Floating	SOFR	-	210	SOFR+210	-	-
B1	USD	30.000	6.70	NR	-	AA	-	-	25.00%	-	Floating	SOFR	-	275	SOFR+275	-	-
B2	USD	10.000	6.70	NR	-	AA	-	-	25.00%	-	Fixed	-	-	-	6.60%	-	-
C	USD	22.000	7.20	NR	-	A+	-	-	19.50%	-	Floating	SOFR	-	375	SOFR+375	-	-
D	USD	26.000	7.60	NR	-	BBB-	-	-	13.00%	-	Floating	SOFR	-	582	SOFR+582	-	-
E	USD	10.000	8.00	NR	-	BB-	-	-	10.50%	-	Floating	SOFR	-	835	SOFR+835	-	-
F	USD	1.000	8.10	B3	-	NR	-	-	10.25%	-	Floating	SOFR	-	855	SOFR+855	-	-
Sub	USD	38.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A1: Redemption: 2025-01-20; Registration: 144A/Reg S; A2: Redemption: 2025-01-20; Registration: 144A/Reg S; B1: Redemption: 2025-01-20; Registration: 144A/Reg S; B2: Redemption: 2025-01-20; Registration: 144A/Reg S; C: Redemption: 2025-01-20; Registration: 144A/Reg S; D: Redemption: 2025-01-20; Registration: 144A/Reg S; E: Redemption: 2025-01-20; Registration: 144A/Reg S; F: Redemption: 2025-01-20; Registration: 144A/Reg S; Sub: Redemption: 2025-01-20; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 20, 2027

Rothschild & Co

Research

AllReportsSurveillanceOther

Sector	Name	Type	Publisher	Date
CLOS	Ocean Trails CLO XIV: CLO follows the path set by previous Five Arrows deals	Scorecard	Dealscribe	May 17, 2023
CLOS	Ocean Trails CLO XII: New issue features strict ESG prohibitions	Scorecard	Dealscribe	Jul 26, 2022
CLOS	Ocean Trails CLO X: Deal maintains unusual minimum purchase price language at reset	Scorecard	Dealscribe	Dec 1, 2021