OFSI BSL CLO (OFSBS) XI

OFS Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	NOL	48.200	-	-	VVV-	-	-	-	40.00%	-	Nmbzaicd	MPJE	-	423	CGCR+423	-	-
OJ	AFM	80.000	-	Zqq	WWW	-	-	-	64.00%	-	Djleewxo	ANNW	-	250	BQPG+250	-	-
Y	ALV	59.610	-	Ju3	-	-	-	-	6.26%	-	Xfvsjcdd	WCIL	-	760	MWCY+760	-	-
Ptl	KSK	17.800	-	TM	YN	-	-	-	-	-	-	-	-	-	-	-	Retained
P1	KIL	224.000	-	Bdd	ZZZ	-	-	-	75.00%	-	Ldvwbztd	CUPE	-	210	HDUU+210	-	-
K	FUZ	65.000	-	Iv2	-	-	-	-	28.00%	-	Ujtvpfth	YBLI	-	295	CQAP+295	-	-
N	AJN	83.300	-	-	A	-	-	-	52.80%	-	Vcehpkhl	QMYC	-	360	CGMZ+360	-	-

Tranche Comments

P1: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144P/Kzx A; OJ: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144J/Bxm T; K: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144U/Nov T; N: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144X/Cds P; D: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144F/Bpv N; Y: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144Y/Rcc X; Ptl: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144U/Crh X;

Deal Comments

Npu Bwcc Vnkwpgv 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 19, 1995

WAL Test Period (YRS)

WAL Test Period End Date

Sep 23, 1999