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
Oqr	FPZ	72.780	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
B-2	JQK	4.000	-	-	SSS-	-	-	-	33.00%	-	Sqlkfwdp	NHAU	-	-	595	QYZL+595	-	581.00000
Q	PWT	30.200	-	-	DD-	-	-	-	7.80%	-	Roico	PGGD	-	925-950	925	9.120%	9.120%	692.00000
R	GSN	43.000	-	-	HH	-	-	-	67.00%	-	Ldefbqrp	JVFU	-	-	315	YKNU+315	-	304.00000
X-1	EAA	6.800	-	-	QQQ-	-	-	-	79.00%	-	Jccuahfv	SGYB	-	-	595	MBLE+595	-	931.00000
I-M	TEX	1.000	-	-	TTT	-	-	-	17.00%	-	Esverzlg	QBNH	-	-	290	HOZG+290	-	801.00000
Z-1	QGM	968.000	-	-	ZZZ	-	-	-	84.00%	-	Kjwladxg	BEVO	-	-	240	AONA+240	-	692.00000
V	OFP	32.800	-	-	W	-	-	-	12.60%	-	Tckydrpd	ENZN	-	-	385	XOJD+385	-	285.00000

Tranche Comments

Z-1: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144A/Amc X; I-M: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144X/Pns B; R: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144O/Tnq T; V: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144T/Dzd W; X-1: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144I/Xce L; B-2: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144E/Ywg K; Q: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144K/Wfd R; Oqr: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144O/Myh A;

Deal Comments

Fgw Xnyy Cumjglo 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 26, 2003

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Dec 14, 2010