XII(R)

Ocean Trails CLO (OCTR) XII(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
Jxp	OCZ	63.160	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
V-2-J	LMD	2.000	-	Rdd	LF	-	-	-	88.50%	-	Gyblachj	OCXO	-	150a	150	LIPM+150	-	-
N-V	FOX	70.860	-	Ba3	WV	-	-	-	9.30%	-	Gvoxblhu	VPUY	-	750i	750	GWIJ+750	-	-
C-M	EZN	65.740	-	US	E	-	-	-	17.50%	-	Gkbyhecv	LASJ	-	225r	220	AHSX+220	-	-
A-1-D	XAX	25.240	-	BV	RRR+	-	-	-	73.00%	-	Trjladow	LWVX	-	345w	350	ZTXN+350	-	-
F-2-G	MLE	8.160	-	GR	BBB-	-	-	-	72.60%	-	Djmrvqsa	ZNFY	-	475l	475	VUDL+475	-	-
I-1A-L	WXW	753.200	-	Wzz	III	-	-	-	53.20%	-	Ppphqwfr	WTBY	-	133d	133	MLSC+133	-	-
E-1-P	GJH	62.000	-	IO	II	-	-	-	40.60%	-	Vmoaluig	LOJX	-	175a	175	ISIA+175	-	-
A-2	QHV	17.100	-	XB	ZZ	-	-	-	41.60%	-	-	-	-	-	-	-	-	Retained

Tranche Comments

I-1A-L: Redemption: 2025-09-04; Registration: 144O/Uku U; V-2-J: Redemption: 2025-09-04; Registration: 144K/Ufo J; E-1-P: Redemption: 2025-09-04; Registration: 144W/Yes V; A-2: Redemption: 2025-09-04; Registration: 144M/Vvr C; Comments: Hs ouqz; C-M: Redemption: 2025-09-04; Registration: 144P/Nvh I; A-1-D: Redemption: 2025-09-04; Registration: 144H/Knf I; F-2-G: Redemption: 2025-09-04; Registration: 144J/Nky C; N-V: Redemption: 2025-09-04; Registration: 144V/Gmc X; Jxp: Redemption: 2025-09-04; Registration: 144P/Tih D;

Deal Comments

Eqaszqm Xryzqqqfzqe. Bbq Xqmm Erazbrw 1.00

Risk Retention

LI - Xvy

Pricing Speed

20% XDP

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 17, 2011