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
L2-D	KRE	31.000	4.90	-	III	-	-	-	69.00%	-	Vhpsqoyl	VQWR	155g	155	CUNI+155	-	-
V1-J	KIP	97.000	46.00	-	DDD+	-	-	-	21.80%	-	Rfxwwczq	JADD	300	300	TYUK+300	-	-
JD	FNG	53.000	7.20	-	CC	-	-	-	35.00%	-	Dpxcqryj	CXIK	170y	175	KDJS+175	-	-
G	JCQ	2.000	1.60	-	SSS	-	-	-	-	-	Ijepdwxv	VZDE	120b	110	AQUJ+110	-	-
M2-V	CGP	20.000	9.80	-	F	-	-	-	14.00%	-	Vvhbacte	MXPY	220	220	SWFZ+220	-	-
W2-Q	NVO	3.000	53.20	-	YYY-	-	-	-	35.00%	-	Bxyfevwh	JOWS	410	410	KYQW+410	-	-
VZ	ZIK	21.000	15.30	-	TT-	-	-	-	9.00%	-	Dmowhsbe	KIVJ	575f	610	SLJG+610	-	-
A1-B	INK	517.000	5.70	-	WWW	-	-	-	35.00%	-	Wzbdscva	YZJC	135	135	WLZT+135	-	-
H1-P	BNF	48.000	6.70	-	K+	-	-	-	91.00%	-	Tfsvyjbf	CTOY	190o	195	SLKM+195	-	-
JL	RVK	5.000	88.80	-	H-	-	-	-	3.50%	-	Pvbzoylu	GLTU	700	862	GMCX+862	-	-
Bwa	JNI	23.900	-	-	JN	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

G: Redemption: 2026-12-06; Registration: 144C/Ibh R; A1-B: Redemption: 2026-12-06; Registration: 144Q/Wyo H; L2-D: Redemption: 2026-12-06; Registration: 144J/Eaa C; JD: Redemption: 2026-12-06; Registration: 144K/Xiw W; H1-P: Redemption: 2026-12-06; Registration: 144H/Clk T; M2-V: Redemption: 2026-12-06; Registration: 144J/Njc W; V1-J: Redemption: 2026-12-06; Registration: 144P/Oxl Y; W2-Q: Redemption: 2026-12-06; Registration: 144L/Fsq T; VZ: Redemption: 2026-12-06; Registration: 144U/Ocb J; JL: Redemption: 2026-12-06; Registration: 144L/Ifk J; Bwa: Redemption: 2026-12-06; Registration: 144V/Jyn A;

Deal Comments

Kmemu. Kzo Xcgg Emmeznk 2.00

Pricing Speed

20 NDX

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 12, 2019