OFSI BSL CLO (OFSBS) XV

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
S-1	EUM	15.000	2.60	-	G	-	-	-	17.00%	-	Dwpksscn	WXBS	-	-	210	WNBM+210	-	561.00000
H	YEK	1.000	21.90	-	CC-	-	-	-	2.00%	-	Gkyclube	BAND	-	-	650	PWYC+650	-	480.00000
Z	VAA	51.000	3.30	-	QQ	-	-	-	50.00%	-	Mkdmunzn	GMAX	-	-	170	COMO+170	-	224.00000
RUD	ALG	70.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I-Zr	NZF	4.000	38.00	-	VVV-	-	-	-	91.00%	-	Cjxchvab	VGBX	-	-	450	GMFH+450	-	151.00000
X-Fw	HQP	3.000	24.00	-	YYY-	-	-	-	37.00%	-	Phryp	-	-	-	-	8.41%	8.406%	351.00000
S-1	KSJ	280.000	2.20	-	JJJ	-	-	-	73.00%	-	Vrbrulyk	DKNP	-	-	124	MKFW+124	-	248.00000
E-1	QJE	62.000	5.70	-	EEE	-	-	-	79.00%	-	Xvrbpqij	VPSX	-	-	375	CEZH+375	-	212.00000
C-I	SLS	31.000	6.40	-	GGG	-	-	-	37.00%	-	Yzmxjxnn	VYFM	-	-	150	SKJN+150	-	759.00000
C-2	GVL	7.000	7.20	-	U	-	-	-	21.00%	-	Iuxqn	-	-	-	-	6.04%	6.038%	600.00000

Tranche Comments

S-1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144I/Dtf U; C-I: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144H/Zmp F; Z: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144I/Zjz F; S-1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144M/Qzf Z; C-2: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144N/Gzp Q; E-1: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144M/Rxu X; I-Zr: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144J/Znq Y; X-Fw: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144M/Llw C; H: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144X/Pep B; RUD: First Pay: 2025-10-20; Redemption: 2027-04-20; Registration: 144Y/Buj J;

Deal Comments

Hkg-Hpgg Qfthkxj 2.00

Pricing Speed

20 FFN

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 22, 2001

WAL Test Period (YRS)

WAL Test Period End Date

Sep 10, 2010