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
N	OWN	85.600	-	-	SSS-	-	-	-	12.00%	-	Sjceatwx	JGDW	-	423	MYOI+423	-	-
Png	KLQ	62.200	-	QJ	MD	-	-	-	-	-	-	-	-	-	-	-	Retained
OA	VYT	90.000	-	Ycc	HHH	-	-	-	10.00%	-	Tdljesfd	DHKL	-	250	GOYN+250	-	-
O	NCW	95.500	-	-	U	-	-	-	47.80%	-	Pssyvmmf	IUOC	-	360	GHAY+360	-	-
V1	GMK	617.000	-	Nyy	III	-	-	-	16.00%	-	Sebzvjpg	LLXI	-	210	UPSK+210	-	-
Y	LOX	58.860	-	Vc3	-	-	-	-	7.19%	-	Tbuhxcjp	LSYL	-	760	JWER+760	-	-
K	YAF	46.000	-	Tc2	-	-	-	-	72.00%	-	Qpkzmvam	UCWY	-	295	UCFC+295	-	-

Tranche Comments

V1: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144E/Bmf T; OA: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144N/Cek F; K: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144U/Uom S; O: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144P/Zcn E; N: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144T/Yjc G; Y: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144U/Lsi N; Png: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144A/Tjl I;

Deal Comments

Lpt Ugww Zzpwpsx 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 2, 1996

WAL Test Period (YRS)

WAL Test Period End Date

May 3, 2009