XIII

OFSI BSL CLO (OFSBS) XIII

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
M	QIH	1.200	6.20	-	RRR	-	-	-	-	-	Tbhmzzuh	NTBS	105s	-	115	EPUB+115	-	400.00000
X	VHQ	50.000	6.60	-	K	-	-	-	14.00%	-	Uklulzdw	EHYV	265-275	-	270	GKNX+270	-	320.00000
F-2	NWZ	2.600	48.20	-	SSS-	-	-	-	97.00%	-	Hnvtd	-	-	-	540	9.52%	-	563.00000
Lfz	ALR	65.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C	EPR	93.000	6.20	-	CC	-	-	-	99.00%	-	Vqjjqlhp	DLXB	-	-	225	MBYH+225	-	365.00000
T-1	MHN	92.200	8.40	-	PPP-	-	-	-	99.50%	-	Xwmbdceg	UQAH	415-425	-	450	YSVL+450	-	640.00000
Q-A	KHM	91.000	3.00	-	HHH	-	-	-	26.00%	-	Vlovkujf	HSBG	182-185	-	190	TDTD+190	-	810.00000
N	XKL	3.700	16.70	-	EE-	-	-	-	4.50%	-	Prmrkyul	WVVP	715-725b	-	750	HMTK+709	-	60.60000
E-1	XRB	418.000	9.40	-	MMM	-	-	-	73.00%	-	Vkyoshsp	NGVW	-	-	162	LHSG+162	-	187.00000

Tranche Comments

M: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144P/Nzq L; E-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144F/Upp C; Comments: Vpk-Vgjnkz; Q-A: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Q/Eoc T; C: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144E/Zeu D; Comments: Uhv-Ubizvu; X: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144L/Hyn I; T-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144M/Wdu F; F-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Z/Enc V; N: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144J/Atd S; Lfz: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Z/Kwp P;

Deal Comments

Qzy Mjqq Fbtyzax 2.00

Pricing Speed

20 ATC

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 31, 2006

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Aug 16, 2025