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
NT	JZM	10.000	-	Byy	FFF	-	-	-	71.00%	-	Kwcvxsjt	NHTN	-	-	250	YASD+250	-	-
M1	BNZ	185.000	-	Sww	NNN	-	-	-	18.00%	-	Yzuofhdy	TQWW	-	-	210	KYQY+210	-	-
E	VZW	87.820	-	Lx3	-	-	-	-	4.92%	-	Dmchaoit	JXIH	-	-	760	UTEP+760	-	-
M	OVS	45.000	-	Ur2	-	-	-	-	31.00%	-	Zzioojiy	BWHJ	-	-	295	QPXX+295	-	-
Fyv	BGE	29.500	-	UB	TK	-	-	-	-	-	-	-	-	-	-	-	-	Retained
P	UES	19.500	-	-	WWW-	-	-	-	17.00%	-	Gjrslkli	XKPZ	-	-	423	CEMZ+423	-	-
M	IAA	64.800	-	-	G	-	-	-	95.40%	-	Tpfcxplt	LMGC	-	-	360	MXBM+360	-	-

Tranche Comments

M1: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144F/Xww J; NT: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144X/Fmj N; M: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144I/Wst G; M: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144Z/Ulm Y; P: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144N/Vqd F; E: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144L/Mvd C; Fyv: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144P/Zlz E;

Deal Comments

Zxt Thpp Qagvxdy 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 2, 2011

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Jul 24, 2011