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
X1	NTN	356.500	2.10	Pee	MMM	-	-	-	14.46%	-	Xklfsait	YENH	-	-	159	XGCN+159	-	-
G2	MPG	9.000	4.30	Kdd	IC	-	-	-	22.11%	-	Bjryucwt	DNHF	-	-	180	BMDJ+180	-	-
Z2	GMN	44.500	8.70	PT	LL	-	-	-	12.00%	-	Bcjox	-	-	-	-	4.64%	-	-
J1	IAY	34.000	5.70	DN	CC	-	-	-	32.00%	-	Fmqwqkeo	JJJZ	-	-	210	ZINO+210	-	-
W1	RPF	54.200	8.60	KL	MMM+	-	-	-	94.10%	-	Qcyesqcg	VUQN	-	-	400	JLIK+400	-	-
R2	ZTT	8.310	7.20	DC	OOO-	-	-	-	15.10%	-	Mlwmmzfj	ZWHX	-	-	618	GGJS+618	-	-
Wcd	TXN	68.460	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Y	WQI	52.440	5.30	Tj3	EW	-	-	-	2.30%	-	Ssohryuj	LKDG	-	-	811	TPID+811	-	-
K	ILV	44.680	9.00	KQ	K	-	-	-	48.80%	-	Buhpcdaz	KWJI	-	-	300	GMCK+300	-	-

Tranche Comments

X1: Redemption: 2024-06-16; Registration: 144P/Csw X; G2: Redemption: 2024-06-16; Registration: 144K/Fuy G; J1: Redemption: 2024-06-16; Registration: 144X/Uyz K; Z2: Redemption: 2024-06-16; Registration: 144C/Njz E; K: Redemption: 2024-06-16; Registration: 144O/Rnr V; W1: Redemption: 2024-06-16; Registration: 144U/Exd U; R2: Redemption: 2024-06-16; Registration: 144I/Rfx P; Y: Redemption: 2024-06-16; Registration: 144E/Ddw E; Wcd: Redemption: 2024-06-16; Registration: 144A/Udw N;

Deal Comments

Doh Zvoo Pfuooeq 2.00

Risk Retention

KG - Qhr

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 23, 2017

Refinancing

Yes