OFSI BSL CLO (OFSBS) XI

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
UM	VOW	35.000	-	Syy	VVV	-	-	-	42.00%	-	Fjpudwmq	HJOZ	-	-	250	ASPF+250	-	-
B1	EAQ	986.000	-	Ott	ZZZ	-	-	-	49.00%	-	Hfwdwlsv	YPKG	-	-	210	NNCA+210	-	-
Usp	FJP	38.600	-	VV	BF	-	-	-	-	-	-	-	-	-	-	-	-	Retained
J	MOV	99.500	-	-	GGG-	-	-	-	41.00%	-	Ufyjrhtv	SIDA	-	-	423	TLVV+423	-	-
I	YUC	69.530	-	Ka3	-	-	-	-	2.88%	-	Sdlshtcp	CWLA	-	-	760	WJTH+760	-	-
W	ZAG	73.000	-	Ju2	-	-	-	-	99.00%	-	Xmsarrzr	AYIB	-	-	295	PNXS+295	-	-
N	OZT	11.400	-	-	L	-	-	-	75.90%	-	Eprjdznw	QXPN	-	-	360	QEMY+360	-	-

Tranche Comments

B1: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144W/Cku G; UM: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144W/Xmf C; W: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144Z/Vlk L; N: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144G/Cno R; J: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144C/Zoq T; I: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144N/Nqv N; Usp: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144D/Tvv A;

Deal Comments

Rzt Dbss Gqopzud 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 30, 2003

WAL Test Period (YRS)

WAL Test Period End Date

Oct 19, 2004