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
Oft	YRR	26.900	-	-	CQ	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q	ORF	12.300	-	-	L	-	-	-	95.00%	-	Lpvbh	-	-	-	230	3.350%	-	-
C	MKH	66.900	-	-	YYY-	-	-	-	30.50%	-	Nyzqcnvn	3bA	-	-	390	3hE+341	-	-
Q	TKF	42.200	-	-	MM-	-	-	-	3.83%	-	Aemarttl	3yX	-	-	765	3cZ+722	-	-
N	YKK	759.400	-	-	HHH	-	-	-	88.50%	-	Blylvzsi	3iC	-	-	137	3iG+137	-	-
P	HZE	81.730	-	-	HH	-	-	-	81.00%	-	Ykefqexz	3qP	-	-	185	3pF+185	-	-

Tranche Comments

N: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144P/Imn V; P: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144F/Nrl J; Q: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144E/Zig J; C: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144U/Cbx F; Q: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144Z/Clz R; Oft: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144A/Pcj L;

Deal Comments

Qxo Maqq Yyelxxi 2.1

Reinvestment Period (YRS)

8.9

Reinvestment Period End Date

Jun 20, 2003

WAL Test Period (YRS)

1.9

WAL Test Period End Date

Feb 9, 2002