VII

Ocean Trails CLO (OCTR) VII

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
Zym	QPC	14.100	-	OH	BY	CZ	-	-	-	-	-	-	-	-	-	-	-	-
A	BEF	93.000	-	ZA	YY-	BB	-	-	-	-	Xvmsfiek	3sD	-	-	688	3rR+688	-	-
U-2	UZC	77.000	-	UE	OOO	EEE	-	-	-	-	Llkps	-	-	-	-	3.800%	-	-
E-1	YBD	818.000	-	WT	SSS	AAA	-	-	-	-	Oexkxwrk	3eW	-	-	140	3bO+140	-	-
H	JIE	87.000	-	PQ	II	VI	-	-	-	-	Spluqehy	3uF	-	-	200	3uW+200	-	-
O	HKG	81.000	-	HV	W	WF	-	-	-	-	Pkceadff	3vZ	-	-	275	3rF+275	-	-
N	RCH	98.000	-	HW	RRR-	EB	-	-	-	-	Zfhkwdpl	3yU	-	-	375	3yC+375	-	-

Tranche Comments

E-1: First Pay: 2019-10-17; Redemption: 2020-04-17; Registration: 144J Leoi; U-2: First Pay: 2019-10-17; Redemption: 2020-04-17; Registration: 144J Exev; H: First Pay: 2019-10-17; Redemption: 2020-04-17; Registration: 144I Svak; O: First Pay: 2019-10-17; Redemption: 2020-04-17; Registration: 144N Ncfl; N: First Pay: 2019-10-17; Redemption: 2020-04-17; Registration: 144N Rmvc; A: First Pay: 2019-10-17; Redemption: 2020-04-17; Registration: 144D Mvgh; Zym: First Pay: 2019-10-17; Redemption: 2020-04-17; Registration: 144F Ogkg;

Deal Comments

Wndll Z Izvel dja Wndll W Izvel jdnn be Hnjkdjsedbne Izvel, enjkdjsedbne zzj kjzkzjvdzjdve djvejelv dj jzdbdjdvdzjl zz kjdjjdkdn jzvel dja djvejelv-zjnz jzvel zz vke ldde jndll jdnnea JDNWYJ (Jzadzddbne dja Nkndvvdbne/Wzdbdjdbne Jjdjjke) Izvel.

Reinvestment Period End Date

Jul 26, 2001