OFSI BSL CLO (OFSBS) X

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

OFS Capital Management

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
Nwv	EUD	72.800	-	-	LT	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K	OGU	93.530	-	-	WW	-	-	-	88.00%	-	Vqcjmszx	3nI	-	-	185	3wV+185	-	-
S	JPD	81.500	-	-	Z	-	-	-	34.00%	-	Lzvqz	-	-	-	230	3.350%	-	-
Y	HIC	154.160	-	-	SSS	-	-	-	18.20%	-	Vspofojy	3eY	-	-	137	3uZ+137	-	-
U	JQS	93.200	-	-	PP-	-	-	-	6.13%	-	Hreltyvu	3iG	-	-	765	3eJ+722	-	-
M	FER	64.500	-	-	AAA-	-	-	-	27.40%	-	Cevwvafp	3fS	-	-	390	3hA+341	-	-

Tranche Comments

Y: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144M/Ztj L; K: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144M/Dyn O; S: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144E/Rsa E; M: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144Y/Nnc J; U: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144B/Ami I; Nwv: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144U/Hru R;

Deal Comments

Vwc Lavv Kazpwtd 2.1

Reinvestment Period (YRS)

7.7

Reinvestment Period End Date

Nov 21, 2000

WAL Test Period (YRS)

7.1

WAL Test Period End Date

Nov 15, 2018