XII

OFSI BSL CLO (OFSBS) XII

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
Z	OID	88.900	-	-	M	-	-	-	15.70%	-	Bpdurjln	QWTS	-	-	385	TBGY+385	-	917.00000
A	RSM	80.000	-	-	TT	-	-	-	37.00%	-	Gdsqdorb	WWTI	-	-	315	BZOT+315	-	689.00000
D-1	EVD	5.400	-	-	MMM-	-	-	-	34.00%	-	Keuzvrom	CBFX	-	-	595	GWPA+595	-	765.00000
T-2	GEB	3.000	-	-	SSS-	-	-	-	30.00%	-	Zbwxmfei	JCCC	-	-	595	EHCY+595	-	379.00000
Y	MCF	15.700	-	-	YY-	-	-	-	2.10%	-	Bqcab	IXNP	-	925-950	925	9.120%	9.120%	205.00000
Yxu	XMU	26.280	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M-1	XTG	491.000	-	-	EEE	-	-	-	41.00%	-	Djeumbqf	PXZV	-	-	240	VUNE+240	-	638.00000
V-D	QXN	6.000	-	-	HHH	-	-	-	42.00%	-	Qwpqyojl	IAII	-	-	290	TEWS+290	-	989.00000

Tranche Comments

M-1: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144E/Two J; V-D: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144A/Olc G; A: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144K/Axv Q; Z: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144Z/Lbk G; D-1: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144G/Ike B; T-2: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144V/Hqe D; Y: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144Y/Obc D; Yxu: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144G/Ltd I;

Deal Comments

Aag Rbvv Uoauaue 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 14, 2007

WAL Test Period (YRS)

WAL Test Period End Date

Oct 3, 2026