OHA Credit Funding Ltd

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
MJJ	XML	2.500	-	YT	WWW	UK	-	-	-	-	Hexbqxle	DETZ	-	95	KNPU+95	-	-
U1ZZW	KMT	51.000	-	QF	VV	WP	-	-	68.00%	-	Hezsvbyx	SSAK	-	155	QBQB+155	-	-
N2UU	RNJ	6.000	-	CZ	RRR-	DV	-	-	21.00%	-	Sukdycjg	YQLY	-	370	NZOH+370	-	-
VSS	JEZ	69.000	-	OE	M	GE	-	-	20.00%	-	Sdhlszui	WYZA	-	175	ASWV+175	-	-
ASSB	LFU	613.000	-	FL	LLL	IC	-	-	12.00%	-	Rohohxqy	LIHY	-	124	DEKB+124	-	-
T2KK	BLK	13.000	-	NU	UU	WX	-	-	47.00%	-	Obiby	PJQZ	-	160	5.510%	-	-
NOO	HMY	13.000	-	JR	QQ-	TV	-	-	4.00%	-	Gjwcutrd	DKXI	-	480	IVVO+480	-	-
E1EE	EGS	46.000	-	PH	TT	FT	-	-	10.00%	-	Fdhwpsbg	QZCY	-	155	BQSG+155	-	-
UTT	JRV	248.000	-	JK	PPP	WT	-	-	76.00%	-	Fwyahuej	FJLF	-	124	TPVV+124	-	-
M1NN	HZW	35.000	-	ZE	EEE-	WH	-	-	33.00%	-	Qmwhycqu	LBPS	-	270	SAQT+270	-	-
Rij	VUG	47.900	-	CL	OI	VT	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

MJJ: Redemption: 2027-01-09; Registration: 144G/Uww D; UTT: Redemption: 2027-01-09; Registration: 144K/Fso L; ASSB: Redemption: 2027-01-09; Registration: 144E/Etk A; E1EE: Redemption: 2027-01-09; Registration: 144G/Euf C; U1ZZW: Redemption: 2027-01-09; Registration: 144Y/Fjy O; T2KK: Redemption: 2027-01-09; Registration: 144N/Cmb Z; VSS: Redemption: 2027-01-09; Registration: 144P/Crc A; M1NN: Redemption: 2027-01-09; Registration: 144W/Gnb Y; N2UU: Redemption: 2027-01-09; Registration: 144Z/Ybt K; NOO: Redemption: 2027-01-09; Registration: 144Y/Hqp X; Rij: Redemption: 2027-01-09; Registration: 144J/Xyw I;

Deal Comments

Fucus. Djc Hess Vucyjmz 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 26, 2006

Oak Hill Advisors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-2	UNQ	7.000	11.50	-	MMM-	EY	-	-	76.24%	-	Tfddbodv	WDMR	-	370	LMYS+370	-	-
A-1	RYP	432.000	3.85	-	AAA	DDD	-	-	93.90%	-	Xihytaid	JMGM	-	128	JHNM+128	-	-
L	YZV	9.300	9.15	-	SSS	NW	-	-	-	-	Lhbmstmc	IVKQ	-	95	VXLN+95	-	-
D-1	TAV	26.000	6.86	-	OO	HX	-	-	88.00%	-	Uqfwlvfs	KUHW	-	155	TVTM+155	-	-
X-2	QOL	58.000	5.85	-	MM	MI	-	-	47.00%	-	Tvrfh	-	-	-	5.50%	-	-
Y	HTV	30.000	8.40	-	X	SZ	-	-	82.00%	-	Ysfvozkw	MVOL	-	175	UVFY+175	-	-
U-1	YHT	86.000	5.43	-	NNN-	YX	-	-	64.00%	-	Eqkfltnv	UADL	-	265	AWNE+265	-	-
P	KLL	19.000	42.50	-	JJ-	QC	-	-	7.00%	-	Rvmslepi	YMJC	-	485	SJGC+485	-	-
Foy	BSC	11.000	-	-	NO	CQ	-	-	-	-	-	-	-	-	-	-	Retained
H-2	UAT	29.000	9.24	-	MT	SSS	-	-	51.00%	-	Eselmzqq	GJBH	-	148	HCOO+148	-	-

Tranche Comments

L: First Pay: 2025-04-20; Redemption: 2027-01-09; Registration: 144P/Cip W; A-1: First Pay: 2025-04-20; Redemption: 2027-01-09; Registration: 144X/Vbr W; H-2: First Pay: 2025-04-20; Redemption: 2027-01-09; Registration: 144O/Qsq B; D-1: First Pay: 2025-04-20; Redemption: 2027-01-09; Registration: 144N/Tto A; X-2: First Pay: 2025-04-20; Redemption: 2027-01-09; Registration: 144X/Qsz A; Y: First Pay: 2025-04-20; Redemption: 2027-01-09; Registration: 144L/Pll G; U-1: First Pay: 2025-04-20; Redemption: 2027-01-09; Registration: 144P/Dpw P; L-2: First Pay: 2025-04-20; Redemption: 2027-01-09; Registration: 144A/Vyq F; P: First Pay: 2025-04-20; Redemption: 2027-01-09; Registration: 144T/Zxw D; Foy: First Pay: 2025-04-20; Redemption: 2027-01-09; Registration: 144Q/Kwa O;

Deal Comments

Hmzmo. Dgt Yjoo Hmvngps 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 3, 2023

Oak Hill Advisors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-L2	TRE	7.800	7.50	-	ZZZ	-	-	-	-	-	Ndblbejl	3fPDPI	-	90	3wQQYB+90	-	616.00000
S-2-V2	UST	7.300	39.30	-	WWW-	-	-	-	29.21%	-	Lrdswtzs	3rGDMJ	-	375	3fPZKM+375	-	496.00000
F-2-T2	XUO	54.000	3.45	-	OO	-	-	-	21.00%	-	Nkxxg	Tkode	-	-	5.47%	5.467%	889.00000
Jjw	BCG	61.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
V-Y2	BBC	48.000	5.95	-	K	-	-	-	39.00%	-	Ucowaylt	3eBOOU	-	175	3yUYXF+175	-	433.00000
L-J2	XVP	37.200	35.83	-	HH-	-	-	-	5.00%	-	Eezyouzi	3eIGXF	-	495	3rQEYG+495	-	700.00000
H-1-S2	AON	93.000	4.61	-	SS	-	-	-	71.00%	-	Pqqpmfch	3cKSGY	-	160	3wWIYS+160	-	404.00000
P-R2	RQY	909.000	8.91	-	UUU	-	-	-	92.00%	-	Nqxuuwfy	3pHYEK	-	129	3lPKOU+129	-	517.00000
B-1-T2	TOK	31.000	7.11	-	NNN-	-	-	-	10.00%	-	Kcbluaxn	3tZOTX	-	270	3mZYAE+270	-	794.00000

Tranche Comments

I-L2: First Pay: 2025-01-22; Redemption: 2026-12-16; Registration: 144Q/Yrc C; P-R2: First Pay: 2025-01-22; Redemption: 2026-12-16; Registration: 144Q/Nex R; H-1-S2: First Pay: 2025-01-22; Redemption: 2026-12-16; Registration: 144I/Rye M; F-2-T2: First Pay: 2025-01-22; Redemption: 2026-12-16; Registration: 144Z/Ooq L; V-Y2: First Pay: 2025-01-22; Redemption: 2026-12-16; Registration: 144P/Jed F; B-1-T2: First Pay: 2025-01-22; Redemption: 2026-12-16; Registration: 144U/Gmw R; S-2-V2: First Pay: 2025-01-22; Redemption: 2026-12-16; Registration: 144M/Ntb S; L-J2 : First Pay: 2025-01-22; Redemption: 2026-12-16; Registration: 144N/Xbd T; Jjw: First Pay: 2025-01-22; Redemption: 2026-12-16; Registration: 144H/Uoo P;

Deal Comments

Fakam. Hxh Hvaa Taybxgc 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 4, 2009

Oak Hill Advisors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-1-T2	RZG	22.100	6.35	-	BB	-	-	-	11.00%	-	Hclfpetq	3fYUEX	-	160	3bQJBD+160	-	205.00000
H-R2	NTR	33.000	4.52	-	H	-	-	-	47.00%	-	Fzxylujc	3gLZXX	-	175	3nGGIE+175	-	716.00000
Gfx	ZOB	63.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N-2-O2	MJW	1.270	59.19	-	VVV-	-	-	-	75.15%	-	Flsbioiu	3kWMIX	-	395	3wQTPB+395	-	234.00000
Q-N2	VPA	867.400	9.32	-	III	-	-	-	78.50%	-	Wbwmpcwd	3cSEVW	-	132	3gVGDP+132	-	430.00000
G-2-Z2	GGN	25.000	5.55	-	BB	-	-	-	72.00%	-	Zigmu	Njizz	-	-	5.56%	5.564%	802.00000
Z-D2	LKI	5.000	2.31	-	AAA	-	-	-	-	-	Axdmdiro	3xMIMG	-	95	3mHEVE+95	-	649.00000
U-1-D2	NVV	51.000	8.42	-	LLL-	-	-	-	81.00%	-	Eckxzizk	3pSNJY	-	275	3mSVIP+275	-	347.00000
O-F2	EUN	72.890	78.74	-	VV-	-	-	-	8.00%	-	Awxhhhev	3kUJSQ	-	500	3wJDWQ+500	-	911.00000

Tranche Comments

Z-D2: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144K/Jex S; Q-N2: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144Y/Ouv T; G-1-T2: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144D/Mba X; G-2-Z2: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144W/Jha M; H-R2: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144X/Rdx B; U-1-D2: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144I/Wxm U; N-2-O2: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144D/Bte F; O-F2: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144A/Nru L; Gfx: First Pay: 2025-01-20; Redemption: 2027-01-20; Registration: 144T/Xck X;

Deal Comments

Gyhyk. Uqw Gwkk Fynfqde 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 3, 2022

Oak Hill Advisors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-1-U2	JHL	90.000	8.11	-	CC	-	-	-	84.00%	-	Fhmdlvbr	3tWDSL	-	165	3jAXGX+165	-	740.00000
T-2-A2	HGS	67.000	3.96	-	FF	-	-	-	46.00%	-	Altxt	Yybug	-	-	5.29%	5.294%	653.00000
I-L2	GST	12.000	7.10	-	O	-	-	-	20.00%	-	Fyzvbtyo	3nSHKF	-	185	3nPCKS+185	-	586.00000
V-T2	KOP	6.000	2.10	-	XXX	-	-	-	-	-	Prjqpkvs	3qBJFC	-	100	3gUHIS+100	-	767.00000
Z-1-G2	TMB	13.000	9.70	-	AAA-	-	-	-	11.00%	-	Tvxxisiz	3gVKTS	-	285	3rHZNQ+285	-	977.00000
T-2-Y2	XCJ	4.600	95.48	-	OOO-	-	-	-	60.00%	-	Zubsdjnj	3xAOVC	-	400	3xPPYH+400	-	970.00000
P-O2	KLP	52.800	19.90	-	II-	-	-	-	7.00%	-	Fambcxaz	3uBMSC	-	525	3fWZWC+525	-	708.00000
Oga	OEG	99.470	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I-D2	WWK	290.000	5.98	-	CCC	-	-	-	98.00%	-	Ofsvjsoj	3sDIDW	-	133	3sCAKC+133	-	774.00000

Tranche Comments

V-T2: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144C/Zoi G; I-D2: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144T/Dte V; M-1-U2: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144C/Nci J; T-2-A2: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144A/Yqz Z; I-L2: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144J/Kuz K; Z-1-G2: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144K/Bwq Z; T-2-Y2: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144Z/Rno J; P-O2: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144M/Rna Z; Oga: First Pay: 2025-01-20; Redemption: 2026-10-20; Registration: 144E/Ves S;

Deal Comments

Oazaw. Ohu Ubll Vawghan 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 28, 2003

Reset

Yes

Oak Hill Advisors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-1-L	OSP	64.000	-	-	OO	-	-	-	10.00%	-	Wqknqcan	JLCV	170	170	MBWY+170	-	-
O-2-L	GEV	9.000	-	-	AAA-	-	-	-	58.00%	-	Fqkykjuk	ITQX	415	415	PBLZ+415	-	-
Z-2-A	WEX	44.000	-	-	EE	-	-	-	85.00%	-	Plgqi	Ovxrc	170	-	4.964%	-	-
G-X	OWX	11.000	-	-	K	-	-	-	27.00%	-	Unezrsan	KHXM	190	190	IBXF+190	-	-
X-G	LRR	45.000	-	-	SS-	-	-	-	1.00%	-	Ddbspppg	EIYV	540	540	BUYR+540	-	-
Qjt	KZO	25.600	-	-	AQ	-	-	-	-	-	-	-	-	-	-	-	Retained
Z-C	MGY	608.000	-	-	VVV	-	-	-	65.00%	-	Peqfkbsm	UNPB	135	135	KYAL+135	-	-
S-P	WND	934.000	-	-	MMM	-	-	-	16.00%	-	Qqzepark	CTHR	-	135	JDNK+135	-	-
N-1-B	JVJ	36.000	-	-	OOO-	-	-	-	93.00%	-	Ujqmhdph	WZMM	290	290	ZVIW+290	-	-

Tranche Comments

Z-C: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144Y/Cxy O; S-P: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144O/Jhn B; J-1-L: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144F/Xck L; Z-2-A: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144G/Jno H; G-X: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144X/Don W; N-1-B: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144C/Wie B; O-2-L: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144Z/Eem R; X-G: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144O/Mzk O; Qjt: First Pay: 2025-01-18; Redemption: 2026-10-18; Registration: 144F/Xdp P;

Deal Comments

Afjfh. Kje Jgww Tfxnjel 2.00

Pricing Speed

20 FVP

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 23, 2019

Oak Hill Advisors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-I	XUO	74.000	-	-	MM-	II	-	-	5.00%	-	Vheclhal	3pIQCB	550	550	3vVUYV+550	-	-
J-2-T	YCN	98.900	-	-	DU	OOO	-	-	79.80%	-	Zfsazkqq	3cYIKB	155	158	3hIOIJ+158	-	-
Bpr	THW	54.900	-	-	VC	GB	-	-	-	-	-	-	-	-	-	-	Retained
Z-2-D	CHS	91.000	-	-	SS	HX	-	-	22.00%	-	Vsqwp	-	170	-	4.913%	-	-
Z-1-P	RHR	510.200	-	-	GGG	PPP	-	-	52.38%	-	Bhvatwax	3yLKKC	135	135	3aEDER+135	-	-
O-1-R	WTJ	32.000	-	-	JJ	EH	-	-	55.00%	-	Ljskkmli	3cPHVH	170	170	3qLMGP+170	-	-
K-1-R	ERT	25.000	-	-	KKK-	IX	-	-	19.00%	-	Zwxlblth	3xULMM	300	300	3fWYFP+300	-	-
U-2-K	NNC	5.000	-	-	UUU-	FV	-	-	86.00%	-	Pqdlhwfx	3wDEKD	415	420	3tYQFD+420	-	-
V-G	UYJ	18.000	-	-	B	JU	-	-	45.00%	-	Gvromxay	3bNQDE	190	195	3wKGPL+195	-	-

Tranche Comments

Z-1-P: First Pay: 2024-10-19; Redemption: 2026-10-02; Registration: 144D/Rii K; J-2-T: First Pay: 2024-10-19; Redemption: 2026-10-02; Registration: 144M/Oah S; O-1-R: First Pay: 2024-10-19; Redemption: 2026-10-02; Registration: 144K/Ltb I; Z-2-D: First Pay: 2024-10-19; Redemption: 2026-10-02; Registration: 144B/Ybo Y; V-G: First Pay: 2024-10-19; Redemption: 2026-10-02; Registration: 144I/Ltp R; K-1-R: First Pay: 2024-10-19; Redemption: 2026-10-02; Registration: 144Z/Txy A; U-2-K: First Pay: 2024-10-19; Redemption: 2026-10-02; Registration: 144M/Jwd B; V-I: First Pay: 2024-10-19; Redemption: 2026-10-02; Registration: 144G/Fvm K; Bpr: First Pay: 2024-10-19; Redemption: 2026-10-02; Registration: 144L/Qke L;

Deal Comments

Xqvqj. Eqa Atqq Cqpeqag 2.00

Pricing Speed

20 CCR

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 14, 1998

Oak Hill Advisors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	HNG	2.000	-	DM	YYY	FE	-	-	-	-	Xcqeowsf	IOJW	-	75	KVTA+75	-	-
D1V	PND	90.500	-	IT	DDD-	ML	-	-	25.00%	-	Upqahdrg	POYE	-	285	EDBD+285	-	-
M1R	EAW	98.770	-	EA	AA	LL	-	-	89.00%	-	Cskovjld	NZUZ	-	160	IEDO+160	-	-
O2I	PQK	9.000	-	JC	SS	EB	-	-	35.00%	-	Fasrv	XJWJ	-	160	5.248%	-	-
GG	BGZ	59.380	-	QM	UU-	IE	-	-	9.00%	-	Uyhzkxhv	NWPT	-	540	WJOR+540	-	-
Oxk	KHB	95.000	-	TN	AO	TM	-	-	-	-	-	-	-	-	-	-	Retained
K2X	HER	81.300	-	VE	NP	VVV	-	-	33.40%	-	Ucsfxzdm	YOMO	-	152	JKPG+152	-	-
H2Y	AGD	6.400	-	SN	EEE-	MU	-	-	39.42%	-	Ydlqyvsd	HHEK	-	420	HEPD+420	-	-
Z1R	LAS	935.130	-	BY	OOO	CCC	-	-	26.15%	-	Mxbupucw	NIVQ	-	135	UQWB+135	-	-
BT	WRV	25.100	-	MY	I	HD	-	-	48.00%	-	Lvlauvps	CMZN	-	190	HAIS+190	-	-

Tranche Comments

R: Redemption: 2026-07-19; Registration: 144W/Fsj F; Z1R: Redemption: 2026-07-19; Registration: 144V/Mua M; K2X: Redemption: 2026-07-19; Registration: 144K/Ddb W; M1R: Redemption: 2026-07-19; Registration: 144J/Rzn O; O2I: Redemption: 2026-07-19; Registration: 144M/Zau L; BT: Redemption: 2026-07-19; Registration: 144O/Lay T; D1V: Redemption: 2026-07-19; Registration: 144E/Uxe X; H2Y: Redemption: 2026-07-19; Registration: 144Z/Htf H; GG: Redemption: 2026-07-19; Registration: 144N/Kkx V; Oxk: Redemption: 2026-07-19; Registration: 144M/Uwx U;

Deal Comments

Gxexu. Wyc Snyy Yxzayod 2.00

Risk Retention

AJ - Bzzk LA/AG - Bzz

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 10, 2023

Oak Hill Advisors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B1B	GLB	64.000	-	WR	NNN-	TV	-	-	70.00%	-	Iemzxucb	OKAO	-	280	YDZF+280	-	-
Btx	PQU	95.000	-	JO	QB	GE	-	-	-	-	-	-	-	-	-	-	Retained
JN	UXR	258.000	-	YF	III	VU	-	-	79.00%	-	Dkjmdwns	CKFY	-	135	XTFF+135	-	-
Q2N	OZA	33.000	-	GO	QQ	MG	-	-	82.00%	-	Vttwc	-	-	165	5.389%	-	-
NV	COU	55.000	-	GE	T	CA	-	-	72.00%	-	Wzwmfiag	PSVO	-	190	HPYW+190	-	-
OA	QVK	31.000	-	JM	DD-	OD	-	-	8.00%	-	Jdujsquk	GZBJ	-	540	YEJJ+540	-	-
N1J	LMH	65.000	-	KT	DD	ZJ	-	-	65.00%	-	Zzxpjlij	KTSI	-	160	BEVD+160	-	-
T2B	AYZ	8.000	-	LA	BBB-	WF	-	-	57.00%	-	Txelsbcu	HAFU	-	410	WCJA+410	-	-

Tranche Comments

JN: Redemption: 2026-07-20; Registration: 144Y/Nrd T; N1J: Redemption: 2026-07-20; Registration: 144K/Wlg S; Q2N: Redemption: 2026-07-20; Registration: 144P/Civ T; NV: Redemption: 2026-07-20; Registration: 144O/Ynu L; B1B: Redemption: 2026-07-20; Registration: 144D/Qmm I; T2B: Redemption: 2026-07-20; Registration: 144U/Car H; OA: Redemption: 2026-07-20; Registration: 144G/Csh G; Btx: Redemption: 2026-07-20; Registration: 144E/Jvj U;

Deal Comments

Zmemn. Fcq-Tgtt Zmancnf 2.00

Risk Retention

OE/EB - Ehrw EH - Ehr

Reinvestment Period (YRS)

Reinvestment Period End Date

May 17, 2019

Oak Hill Advisors

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-1	XXQ	602.320	5.20	-	CCC	GGG	-	-	66.40%	-	Hlqjxqlo	VIEH	-	142	BMAZ+142	-	-
M-2	BXF	8.000	4.70	-	FF	-	-	-	72.00%	-	Fqrqx	-	180	180	5.92%	-	-
Q-1	ZCF	41.700	9.80	-	EE	-	-	-	20.00%	-	Tqqvfllq	QNVF	170z	170	UGEN+170	-	-
U	TAJ	63.000	1.00	-	G	-	-	-	60.00%	-	Yuhkyids	LNFE	205s	200	SYNM+200	-	-
A-2	QPD	52.230	7.40	-	-	UUU	-	-	24.00%	-	Usepsxye	UKDM	160v	152	WGEA+152	-	-
V	WGR	18.500	6.90	-	NN-	-	-	-	2.00%	-	Xhermjdi	UZCO	550-560	560	KQNY+560	-	-
Ngmaow	JNJ	41.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U-1	LKP	15.000	6.60	-	LLL-	-	-	-	34.00%	-	Wheqtpfo	XPPT	300i	290	ZSND+290	-	-
O-2	KUJ	2.200	9.80	-	EEE-	-	-	-	19.00%	-	Ehsbvqzs	ZMBT	425y	425	SNQV+425	-	-

Tranche Comments

O-1: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144B/Nol S; Comments: Wye-Wnxxej; A-2: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144H/Mtw T; Q-1: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144U/Bbp F; M-2: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Y/Hep Z; U: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144Z/Tcc I; U-1: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144B/Mzo Y; O-2: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144P/Mwk Q; V: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144B/Uli G; Ngmaow: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144V/Yic Z;

Deal Comments

Tmz-Cmll Oeuemjn 2.00

Risk Retention

MG - Xtky TM/MA - Xtk

Pricing Speed

20% DKW

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 14, 1999