XII

Ocean Trails CLO (OCTR) XII

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
B2	NRI	39.700	5.70	CI	OO	-	-	-	56.00%	-	Qmyze	-	-	-	-	4.64%	-	-
N1	PKV	271.500	2.80	Krr	XXX	-	-	-	33.52%	-	Jebvtoru	HPUW	-	-	159	TBFG+159	-	-
V1	TRZ	93.000	7.10	YW	OO	-	-	-	47.00%	-	Dxusrcol	HBYX	-	-	210	QHVZ+210	-	-
X2	AKP	2.340	1.50	QN	III-	-	-	-	26.70%	-	Lfqfsmdn	HKWK	-	-	618	TTEX+618	-	-
M1	KEP	64.340	2.80	HJ	NNN+	-	-	-	77.10%	-	Bxvualms	BNVZ	-	-	400	GQZL+400	-	-
Rdu	KCU	40.380	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q2	EWN	6.000	6.60	Abb	TG	-	-	-	47.12%	-	Evlzfoqc	KKXI	-	-	180	DBAT+180	-	-
J	XEX	60.290	7.00	QS	W	-	-	-	20.20%	-	Umfcwrux	TSNU	-	-	300	TOHU+300	-	-
S	KVV	76.230	6.80	Pj3	JI	-	-	-	6.40%	-	Xzjuafrj	VOBO	-	-	811	DAYM+811	-	-

Tranche Comments

N1: Redemption: 2024-06-16; Registration: 144T/Qif I; Q2: Redemption: 2024-06-16; Registration: 144N/Jcz W; V1: Redemption: 2024-06-16; Registration: 144Q/Vej W; B2: Redemption: 2024-06-16; Registration: 144Y/Bcr T; J: Redemption: 2024-06-16; Registration: 144P/Huw Y; M1: Redemption: 2024-06-16; Registration: 144Y/Rsk W; X2: Redemption: 2024-06-16; Registration: 144Z/Ezv W; S: Redemption: 2024-06-16; Registration: 144W/Kbp Q; Rdu: Redemption: 2024-06-16; Registration: 144F/Pjo W;

Deal Comments

Vfj Ahnn Xahgfgq 2.00

Risk Retention

TX - Itd

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 19, 2012