2024-27

Oaktree CLO (OAKCL) 2024-27

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T1	JJG	262.000	-	Zff	QQQ	-	-	-	78.00%	-	Aywpdazn	GGGE	-	136	HDDS+136	-	-
N2	CPS	3.000	-	KD	FFF-	-	-	-	83.00%	-	Rvrhrzpa	CQYQ	415-425	420	QALA+420	-	-
Drf	WNA	80.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U	ISZ	35.000	-	XP	YY	-	-	-	54.00%	-	Hesuueld	DLFB	160-165	165	JWKU+165	-	-
W2	WEB	32.000	-	WF	CCC	-	-	-	46.00%	-	Vrhqjuty	KELX	150r	157	JJSG+157	-	-
P1	CUA	34.000	-	XC	HHH-	-	-	-	37.00%	-	Dhfjtobx	LHGA	285-290	300	HQWE+300	-	-
M	GAN	58.000	-	HT	Z	-	-	-	28.00%	-	Mmqarmvt	IUTS	190-195	200	XIOZ+200	-	-
P	MSB	26.000	-	TK	DD-	-	-	-	8.00%	-	Fvbcmxmp	XPUN	550j	560	PGBE+560	-	-

Tranche Comments

T1: Redemption: 2026-10-22; Registration: 144H/Oet G; Comments: Sng-plakgi; W2: Redemption: 2026-10-22; Registration: 144W/Kfh N; U: Redemption: 2026-10-22; Registration: 144C/Gqy I; M: Redemption: 2026-10-22; Registration: 144I/Zfr P; P1: Redemption: 2026-10-22; Registration: 144L/Zzx B; N2: Redemption: 2026-10-22; Registration: 144Q/Bye B; P: Redemption: 2026-10-22; Registration: 144Q/Xxq T; Drf: Redemption: 2026-10-22; Registration: 144I/Mru U;

Deal Comments

Axa Owhh Myvfxaq 2.00

Risk Retention

SV - Azn

Pricing Speed

20% YXW

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 23, 2024