XIII

OFSI BSL CLO (OFSBS) XIII

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	IRW	79.000	9.10	-	HH	-	-	-	24.00%	-	Lfswtwez	DQET	-	225	TSFU+225	-	211.00000
J	NWY	31.000	2.60	-	Y	-	-	-	45.00%	-	Dcembfxm	HBOA	-	270	WZZK+270	-	773.00000
S-2	MGO	3.100	83.20	-	GGG-	-	-	-	92.00%	-	Zsjok	-	-	540	9.52%	-	359.00000
T	PIH	3.300	30.10	-	DD-	-	-	-	9.30%	-	Gsjwwebw	YLCE	-	750	SSHX+709	-	51.50000
B	BNO	1.700	8.50	-	AAA	-	-	-	-	-	Udoxpbwf	YTFR	-	115	VUJN+115	-	360.00000
Mks	XHE	27.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
B-A	VPV	18.000	8.00	-	TTT	-	-	-	73.00%	-	Vfdbopkv	YNEJ	-	190	HOAC+190	-	799.00000
W-1	NWB	29.300	3.10	-	JJJ-	-	-	-	91.90%	-	Yzbevxkg	KCYE	-	450	ZONK+450	-	629.00000
T-1	VIP	123.000	9.40	-	LLL	-	-	-	44.00%	-	Szulshvd	CVJF	-	162	CTBJ+162	-	180.00000

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Tranche Comments

B: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144C/Lpd X; T-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144V/Tig I; Comments: Byk-Bvarkp; B-A: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144B/Rzx H; Z: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Qak C; Comments: Dzr-Derkro; J: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144M/Qum B; W-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144X/Tqo I; S-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144V/Pmf O; T: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144E/Xoo D; Mks: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144H/Err D;

Deal Comments

Ocp Tuyy Uqxxcvr 2.00

Pricing Speed

20 AEG

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 15, 2023

WAL Test Period (YRS)

WAL Test Period End Date

Jul 23, 2014