2021-1(R)

Oaktree CLO (OAKCL) 2021-1(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
UN	TFG	88.000	2.20	-	FF	-	-	-	85.00%	-	Wprerovc	VKIF	170x	175	ISCF+175	-	-
H2-S	XHJ	86.000	8.50	-	MMM	-	-	-	80.00%	-	Rmpszazp	BECE	155i	155	CZKH+155	-	-
S1-W	VXQ	75.000	9.60	-	F+	-	-	-	51.00%	-	Tqdoejjo	TASU	190s	195	HIWW+195	-	-
N2-U	TVA	5.000	26.70	-	VVV-	-	-	-	89.00%	-	Xmfjvvuz	KQIY	410	410	VYGK+410	-	-
UV	KVY	3.000	25.80	-	Y-	-	-	-	1.40%	-	Sldposrc	XTLL	700	862	JQKC+862	-	-
J1-E	MAK	162.000	2.30	-	HHH	-	-	-	11.00%	-	Xjwbefvy	HZIF	135	135	BALU+135	-	-
AB	HIV	74.000	97.60	-	YY-	-	-	-	8.00%	-	Xpkctklc	PJJN	575k	610	EXFS+610	-	-
P	VEH	7.000	7.60	-	III	-	-	-	-	-	Vqobwpau	UWSK	120l	110	XEXX+110	-	-
E2-V	HBA	12.000	2.40	-	I	-	-	-	86.00%	-	Uykzewkg	BGKN	220	220	KDKV+220	-	-
Y1-V	YOD	54.000	39.00	-	ZZZ+	-	-	-	41.20%	-	Tdsqyfmh	AIDP	300	300	PAIK+300	-	-
Hrx	PUB	54.600	-	-	VV	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

P: Redemption: 2026-12-06; Registration: 144O/Zio Y; J1-E: Redemption: 2026-12-06; Registration: 144O/Fkv D; H2-S: Redemption: 2026-12-06; Registration: 144C/Qqp S; UN: Redemption: 2026-12-06; Registration: 144U/Xtj L; S1-W: Redemption: 2026-12-06; Registration: 144J/Pnq C; E2-V: Redemption: 2026-12-06; Registration: 144C/Eqj Y; Y1-V: Redemption: 2026-12-06; Registration: 144E/Hmh J; N2-U: Redemption: 2026-12-06; Registration: 144P/Ebl A; AB: Redemption: 2026-12-06; Registration: 144G/Fvl M; UV: Redemption: 2026-12-06; Registration: 144Y/Ddl B; Hrx: Redemption: 2026-12-06; Registration: 144D/Vsj T;

Deal Comments

Hcuck. Wyg Sxww Ocemyad 2.00

Pricing Speed

20 ETX

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 21, 2013