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
Q	IVB	12.000	-	QL	DD	WM	-	-	-	-	Dlkmtvbt	3wK	-	-	200	3uK+200	-	-
J-1	PHA	640.000	-	XL	QQQ	OOO	-	-	-	-	Zvkupzsp	3oM	-	-	140	3uI+140	-	-
I	UVB	33.000	-	BQ	CCC-	XA	-	-	-	-	Ymplorku	3gO	-	-	375	3vU+375	-	-
J	WST	83.000	-	EK	GG-	IH	-	-	-	-	Uedoctic	3eB	-	-	688	3yW+688	-	-
G-2	OIR	56.000	-	ZU	XXX	MMM	-	-	-	-	Iyljs	-	-	-	-	3.800%	-	-
P	FBI	33.000	-	UF	M	SJ	-	-	-	-	Ghqvtcpr	3aW	-	-	275	3sB+275	-	-
Qfi	FPV	58.400	-	BF	DT	QY	-	-	-	-	-	-	-	-	-	-	-	-

Tranche Comments

J-1: First Pay: 2019-10-17; Redemption: 2020-04-17; Registration: 144K Uhis; G-2: First Pay: 2019-10-17; Redemption: 2020-04-17; Registration: 144N Ydgk; Q: First Pay: 2019-10-17; Redemption: 2020-04-17; Registration: 144L Jxbn; P: First Pay: 2019-10-17; Redemption: 2020-04-17; Registration: 144P Thix; I: First Pay: 2019-10-17; Redemption: 2020-04-17; Registration: 144X Hbpa; J: First Pay: 2019-10-17; Redemption: 2020-04-17; Registration: 144P Ypdg; Qfi: First Pay: 2019-10-17; Redemption: 2020-04-17; Registration: 144Q Uwhg;

Deal Comments

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Reinvestment Period End Date

Dec 6, 2005