XII(R)

OFSI BSL CLO (OFSBS) XII(R)

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
X-2Y	QEW	8.000	42.00	-	AAA-	-	-	-	26.00%	-	Qjwppqkg	ZZKL	-	-	400	ICPY+400	-	144.00000
U-X	NRA	1.000	80.30	-	DD-	-	-	-	5.00%	-	Uyswhpdy	XTDE	-	-	660	DMFI+660	-	760.00000
Uyn	GCG	58.660	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M-A-W	JVZ	4.000	4.40	-	UUU	-	-	-	66.00%	-	Fezwpeeh	UUIW	-	-	155	PANT+155	-	172.00000
F-I	URR	71.000	3.20	-	HH	-	-	-	56.00%	-	Fddmhevw	VBFB	-	-	180	VVGI+180	-	736.00000
C-1-D	LBL	163.000	1.30	-	CCC	-	-	-	26.00%	-	Czklxihj	VNED	-	-	134	GNFO+134	-	179.00000
O-H	XRB	33.000	4.30	-	Z	-	-	-	57.00%	-	Hxphsluh	ULIK	-	-	205	KTAN+205	-	175.00000
V-1M	LBM	27.000	3.10	-	WWW-	-	-	-	75.00%	-	Bsysszvj	EKFU	-	-	320	CYCU+320	-	705.00000

Tranche Comments

C-1-D: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144C/Kya H; M-A-W: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Z/Fnm O; F-I: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Z/Hqo B; O-H: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144K/Kuc M; V-1M: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144V/Hsr I; X-2Y: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144J/Gpx B; U-X: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144U/Qeg J; Uyn: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144F/Yct L;

Deal Comments

Aezej. Rje Uyzz Veeijeu 2.00

Pricing Speed

20 VGY

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 15, 2009

WAL Test Period (YRS)

WAL Test Period End Date

Oct 25, 2003