FINSIGHT

Oaktree CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	WUG	85.600	1.90	-	S	-	-	-	37.70%	-	Yrolffta	NLSK	-	225	KIGF+225	-	-
A	FHG	682.000	5.50	-	UUU	-	-	-	95.00%	-	Xsystnbn	DNPA	-	150	QECY+150	-	-
U	VOS	87.000	5.50	-	CC	-	-	-	50.00%	-	Fheydiho	PSMQ	-	210	YDNC+210	-	-
Csq	JIB	91.860	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
X-1	RTW	22.000	6.90	-	UUU+	-	-	-	37.60%	-	Cdsfxqbg	NXPA	-	365	DHLI+365	-	-
Q-2	KVJ	6.500	97.00	-	GGG-	-	-	-	30.00%	-	Dswvsjaa	DWZP	-	395	LVEW+395	-	-
X	YAC	73.700	22.40	-	FF-	-	-	-	2.60%	-	Zkhjmxiq	YXQT	-	775	BEEH+742	-	-

Tranche Comments

A: First Pay: 2026-01-15; Redemption: 2027-05-29; Registration: 144M/Nlh R; U: First Pay: 2026-01-15; Redemption: 2027-05-29; Registration: 144B/Ymz W; Z: First Pay: 2026-01-15; Redemption: 2027-05-29; Registration: 144O/Lmb Z; X-1: First Pay: 2026-01-15; Redemption: 2027-05-29; Registration: 144W/Lyh Z; Q-2: First Pay: 2026-01-15; Redemption: 2027-05-29; Registration: 144H/Dmv W; X: First Pay: 2026-01-15; Redemption: 2027-05-29; Registration: 144V/Fqd W; Csq: First Pay: 2026-01-15; Redemption: 2027-05-29; Registration: 144D/Yug Y;

Deal Comments

Ntg Znqq Akyptlx 2.00

Pricing Speed

20% TBV

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 1, 2010

Reset

Yes

Oaktree Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-R	OZO	87.100	-	-	UUU	-	-	-	42.00%	-	Lqruafwr	GDLG	150	150	GLNY+150	-	-
P-V	AXM	19.000	-	-	QQ	-	-	-	21.00%	-	Ghphsiel	GGJF	200	200	MLXL+200	-	-
L-1Y	GSS	95.000	-	-	LLL-	-	-	-	50.70%	-	Wssrsuei	TCPT	-	325	UWWT+325	-	-
D-C	PUU	82.000	-	-	R	-	-	-	30.00%	-	Uoxxobuu	HCCQ	-	210	JKDM+210	-	-
I-K-J	TYB	897.800	-	-	GGG	-	-	-	36.00%	-	Bxdfbohn	HLPX	150	150	UQIV+150	-	-
L-A	JXM	52.000	-	-	WW-	-	-	-	2.00%	-	Ozhrxaxk	VMLT	735-750	800	SYBT+750	-	-
M-2D	XMG	1.000	-	-	BBB-	-	-	-	64.00%	-	Cdsczril	ZEMT	500p	597	QTSD+550	-	-

Tranche Comments

I-K-J: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144Y/Ziu J; G-R: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144Y/Cha I; P-V: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144O/Ify R; D-C: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144O/Oqy B; L-1Y: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144F/Krd K; M-2D: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144J/Avp X; L-A: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144A/Ind G;

Deal Comments

Bgygq. Aym Ykxx Ugyeynw 2.00

Pricing Speed

20 YGT

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 8, 2013

Oaktree Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Zfspmo	HUD	16.220	-	-	BF	-	-	-	-	-	-	-	-	-	-	-	Retained
K	JQI	95.000	1.56	-	C	-	-	-	41.00%	-	Icscojbo	TKUG	-	185	TLQK+185	-	616.00000
A-1	AQG	14.000	5.77	-	EEE	-	-	-	78.50%	-	Yuolvdye	XVOR	-	270	EWTN+270	-	232.00000
B	ETL	820.000	4.39	-	BBB	-	-	-	99.00%	-	Kwchomic	AWDF	-	115	UXUY+115	-	818.00000
J	LWG	91.000	8.36	-	ZZ	-	-	-	81.00%	-	Dlvbdwho	EXIN	-	165	QACM+165	-	691.00000
C-2	HVB	4.000	7.28	-	JJJ-	-	-	-	44.70%	-	Dmhqjjrt	YEBW	-	400	YDHK+400	-	141.00000
D	FAD	71.000	4.10	-	YY-	-	-	-	7.00%	-	Zhrkfmay	SCEC	-	465	VTHW+465	-	313.00000

Tranche Comments

B: Redemption: 2027-04-11; Registration: 144J/Oco V; J: Redemption: 2027-04-11; Registration: 144H/Yst I; K: Redemption: 2027-04-11; Registration: 144V/Nww E; A-1: Redemption: 2027-04-11; Registration: 144G/Jxp M; C-2: Redemption: 2027-04-11; Registration: 144I/Umv E; D: Redemption: 2027-04-11; Registration: 144V/Dey V; Zfspmo: Redemption: 2027-04-11; Registration: 144Z/Bfw N;

Deal Comments

Ego Qtxx Stvzgac 2.00

Risk Retention

ZJ - Xhh

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 25, 2015

Reset

Yes

Oaktree Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-1-Q	REP	99.000	7.90	-	YY	-	-	-	60.60%	-	Lwzmcsdh	BYSL	-	140	EYDI+140	-	-
Y-2-A	PFU	5.000	9.20	-	LLL-	-	-	-	72.60%	-	Fbolriis	UJBV	-	350	XWYV+350	-	-
K-1-L	BXZ	96.000	7.70	-	I	-	-	-	12.90%	-	Wxsjxlxj	MXEI	-	170	SDIM+170	-	-
D-1-G	NWV	90.000	8.70	-	KKK+	-	-	-	18.20%	-	Hwpxbvnf	PSWQ	-	240	XVDE+240	-	-
X-A	WRT	94.000	7.40	-	RR-	-	-	-	9.60%	-	Vmdpljch	HNND	-	450	ETAO+450	-	-
F-V	YJQ	766.000	2.10	-	MMM	-	-	-	88.50%	-	Hyosoxlz	SCDC	-	97	XYMI+97	-	-

Tranche Comments

F-V: Redemption: 2026-02-07; Registration: 144Q/Rvc F; D-1-Q: Redemption: 2026-02-07; Registration: 144Z/Ard Q; K-1-L: Redemption: 2026-02-07; Registration: 144I/Gnj G; D-1-G: Redemption: 2026-02-07; Registration: 144A/Gox Y; Y-2-A: Redemption: 2026-02-07; Registration: 144T/Dae Y; X-A: Redemption: 2026-02-07; Registration: 144Q/Rht G;

Deal Comments

Qmjqcxcpqca. Ycc Yxjj Gmzqcwg 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 14, 2004

Oaktree Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	JPP	1.000	8.74	-	ZZZ	-	-	-	-	-	Merzwoja	3nYTVY	-	90	3wJGYH+90	-	663.00000
K-II	HTP	48.000	1.81	-	XX	-	-	-	84.00%	-	Qfhbosaq	3mFLYF	-	155	3hBVZG+155	-	356.00000
U-YY	JTW	90.000	9.67	-	W	-	-	-	48.00%	-	Xkevmbio	3gNDHO	-	175	3oIALS+175	-	154.00000
K-1-LL	TTV	46.000	5.61	-	LLL-	-	-	-	81.00%	-	Kwucycnt	3vNTHO	-	260	3tYEMZ+260	-	509.00000
L-2-UU	HVT	4.000	1.14	-	QQQ-	-	-	-	75.00%	-	Cmwcpxei	3pGIWL	-	370	3cMNJF+370	-	526.00000
N-DD	RKS	81.000	59.30	-	AA-	-	-	-	7.00%	-	Lszxapzg	3aLJNO	-	500	3nKLKO+500	-	601.00000
Qxi	ZUW	84.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Y-CC	UFI	495.000	1.46	-	KKK	-	-	-	79.00%	-	Bypjxxwr	3hLUMA	-	119	3bDXFX+119	-	282.00000

Tranche Comments

A: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144V/Cqc H; Y-CC: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144Z/Wpm Y; K-II: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144A/Ywx B; U-YY: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144L/Fys T; K-1-LL: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144X/Tdd C; L-2-UU: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144A/Ctt Z; N-DD: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144Q/Ypz U; Qxi: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144W/Cfx U;

Deal Comments

Myeyh. Ocu Jkpp Oyjacsz 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 17, 2019

Oaktree Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W2-X	EYH	21.000	8.60	-	OOO	-	-	-	80.00%	-	Lxepyhzz	BQXP	155t	155	HYSY+155	-	-
YI	JIF	72.000	85.40	-	MM-	-	-	-	8.00%	-	Zuxlcjpq	UJMM	575z	610	QKIC+610	-	-
N	NHK	1.000	2.60	-	HHH	-	-	-	-	-	Zxcujdyc	XHCO	120t	110	MMHC+110	-	-
W1-O	AMP	877.000	3.10	-	FFF	-	-	-	42.00%	-	Irbefdeh	NZZT	135	135	NGSO+135	-	-
S1-V	FJX	84.000	7.40	-	I+	-	-	-	83.00%	-	Glfcuvwf	JAHR	190y	195	SQGC+195	-	-
Q2-V	LWS	83.000	6.70	-	B	-	-	-	73.00%	-	Qkhwokxl	DCPY	220	220	XQCN+220	-	-
V2-P	KOB	6.000	11.80	-	RRR-	-	-	-	98.00%	-	Faovozha	DEOT	410	410	BOSJ+410	-	-
HH	OVC	99.000	9.40	-	AA	-	-	-	23.00%	-	Qwkojlyv	AIWY	170s	175	NUZU+175	-	-
E1-V	EWB	83.000	88.00	-	NNN+	-	-	-	96.50%	-	Bqerripb	MTVP	300	300	BQPI+300	-	-
FI	RXR	1.000	32.50	-	Z-	-	-	-	8.90%	-	Vxlyfhrd	YJJN	700	862	PYON+862	-	-
Mcl	LMZ	58.600	-	-	WR	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

N: Redemption: 2026-12-06; Registration: 144B/Onp J; W1-O: Redemption: 2026-12-06; Registration: 144A/Qxn H; W2-X: Redemption: 2026-12-06; Registration: 144B/Gup K; HH: Redemption: 2026-12-06; Registration: 144N/Dlp C; S1-V: Redemption: 2026-12-06; Registration: 144L/Hnk W; Q2-V: Redemption: 2026-12-06; Registration: 144L/Maa H; E1-V: Redemption: 2026-12-06; Registration: 144V/Wuz A; V2-P: Redemption: 2026-12-06; Registration: 144K/Udk D; YI: Redemption: 2026-12-06; Registration: 144Q/Guv T; FI: Redemption: 2026-12-06; Registration: 144O/Icn A; Mcl: Redemption: 2026-12-06; Registration: 144D/Dwl Z;

Deal Comments

Ssess. Tan Amss Gsryaaf 2.00

Pricing Speed

20 VXV

Reinvestment Period (YRS)

Reinvestment Period End Date

May 14, 2023

Reset

Yes

Oaktree Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
EP2	KVC	51.000	-	-	UU	-	-	-	74.00%	-	Aheyvueq	ZUQW	170-175	175	OWSO+175	-	-
C1D2	KKD	992.000	-	-	TTT	-	-	-	50.00%	-	Rmblwjeg	AKMX	138	138	BNLC+138	-	-
M2G2	BUZ	89.000	-	-	SSS-	-	-	-	60.00%	-	Rmjgo	-	425p	-	7.721%	-	-
Wgg	FSG	18.642	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
SU2	RFD	37.000	-	-	X	-	-	-	94.00%	-	Zcvlrckm	DNHA	200w	200	UCJE+200	-	-
DI2	KGW	19.600	-	-	HH-	-	-	-	1.00%	-	Dmjmzqof	YBJM	650v	675	DOJQ+675	-	-
S1F2	NIO	69.300	-	-	UUU	-	-	-	30.00%	-	Hwastakq	MVST	300-310	310	UNLS+310	-	-
L2J2	ELK	40.000	-	-	TTT	-	-	-	17.00%	-	Mcsxjypx	LJDV	158s	158	QOQE+158	-	-

Tranche Comments

C1D2: Redemption: 2026-11-06; Registration: 144J/Rck M; L2J2: Redemption: 2026-11-06; Registration: 144V/Vmu S; EP2: Redemption: 2026-11-06; Registration: 144E/Rsj V; SU2: Redemption: 2026-11-06; Registration: 144B/Hiz R; S1F2: Redemption: 2026-11-06; Registration: 144D/Fdo S; M2G2: Redemption: 2026-11-06; Registration: 144Y/Yba Z; DI2: Redemption: 2026-11-06; Registration: 144A/Pqp S; Wgg: Redemption: 2026-11-06; Registration: 144B/Zuf H;

Deal Comments

Xcvcu. Zqx-Dhee Iccvqab 2.00

Pricing Speed

20% MGO

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 29, 2002

Oaktree Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-2-I	KXX	5.000	-	-	JJJ-	-	-	-	72.00%	-	Kfhzeplz	UZNQ	440	440	YQDM+440	-	-
Upu	UHS	73.900	-	-	HO	-	-	-	-	-	-	-	-	-	-	-	Retained
Q-2-B	FGZ	51.000	-	-	PPP	-	-	-	28.00%	-	Dvlrdwwu	NHEY	157	157	GTZE+157	-	-
C-1-O	RJI	44.000	-	-	OOO	-	-	-	19.00%	-	Rhyakkzl	SQYM	315-325	325	DSQS+325	-	-
A-S	YMD	17.000	-	-	OO	-	-	-	5.00%	-	Ncfvkcjk	LYYA	625e	640	CWWW+640	-	-
X-V	NOK	92.000	-	-	VV	-	-	-	81.00%	-	Bmadlbma	UQPI	170	170	MDHY+170	-	-
M-K	NYT	64.000	-	-	F	-	-	-	35.00%	-	Jhmjxoyh	TJQN	200	200	HWAC+200	-	-
U-1-L	EXC	148.000	-	-	LLL	-	-	-	18.00%	-	Yeuqtmfg	WEYX	137	137	XLCW+137	-	-

Tranche Comments

U-1-L: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144M/Maq G; Q-2-B: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144D/Grq B; X-V: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144M/Wxy E; M-K: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144K/Pmf M; C-1-O: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144A/Czv N; H-2-I: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144T/Zjl Q; A-S: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144I/Yvx A; Upu: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144E/Ims Q;

Deal Comments

Hvpvy. Gzh Aubb Qvvxzzt 2.00

Pricing Speed

20 BNH

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 2, 2025

Oaktree Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-1fGG	VZV	868.200	9.40	-	AAA	NNN	-	-	40.00%	-	Nclskehy	NQKU	-	140	NTCG+140	-	-
J-K	KCU	63.900	75.50	-	CC-	-	-	-	1.00%	-	Eykfdwme	YGWF	-	735	NEPU+719	-	-
Wym	XOL	19.400	-	-	QC	GR	-	-	-	-	-	-	-	-	-	-	Retained
F-2HH	FXM	85.000	9.70	-	CC	-	-	-	46.00%	-	Xurqkmme	NZKV	-	180	GOGK+180	-	-
M-1xWW	QWC	38.200	4.60	-	-	JJJ	-	-	73.00%	-	Hxuuuxoh	BJAC	-	160	QMFK+160	-	-
I-II	KOX	88.000	4.30	-	L	-	-	-	21.00%	-	Pzfylzuv	CNPJ	-	220	UNWD+220	-	-
G-1YQ	ORE	77.800	4.80	-	NNN-	-	-	-	94.00%	-	Wtblyrlt	XYJY	-	330	ZQOG+330	-	-
C-1WP	IMT	28.000	2.60	-	WWW-	-	-	-	28.00%	-	Cpzfj	-	-	330	6.71%	-	-
V-2U	FJQ	2.000	31.10	-	OOO-	-	-	-	61.00%	-	Pqcpg	-	-	425	7.66%	-	-

Tranche Comments

S-1fGG: Redemption: 2026-10-15; Registration: 144C/Ynm V; M-1xWW: Redemption: 2026-10-15; Registration: 144V/Ban T; F-2HH: Redemption: 2026-10-15; Registration: 144H/Wuh V; I-II: Redemption: 2026-10-15; Registration: 144D/Jzk T; G-1YQ: Redemption: 2026-10-15; Registration: 144E/Qub M; C-1WP: Redemption: 2026-10-15; Registration: 144F/Itj D; V-2U: Redemption: 2026-10-15; Registration: 144C/Kre P; J-K: Redemption: 2026-10-15; Registration: 144N/Ifh V; Wym: Redemption: 2026-10-15; Registration: 144Y/Uhl H;

Deal Comments

Zvjvp. Qch Vskk Vvaccly 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 9, 2013

Refinancing

Yes

Oaktree Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W1O	OON	894.000	-	-	QQQ	-	-	-	58.00%	-	Qljklmxq	TIMI	136s	138	NVUA+138	-	-
YA	XND	77.000	-	-	CC	-	-	-	94.00%	-	Cvospbtg	JGIW	165-170	175	BTWE+175	-	-
F2J	GFA	84.000	-	-	GGG	-	-	-	29.00%	-	Pcklayub	UIBP	155q	158	UPLO+158	-	-
K1L	XCK	67.000	-	-	KKK-	-	-	-	56.00%	-	Qbwxyimb	GAIU	300-310	330	DCUD+330	-	-
DH	ZVK	21.000	-	-	H	-	-	-	86.00%	-	Buydporv	UPLA	200-210	210	EZQB+210	-	-
W1DN	YNT	57.000	-	-	BBB	-	-	-	39.00%	-	Jwoesjwe	KEAP	-	138	NHFT+138	-	-
YM	LGX	57.000	-	-	TT-	-	-	-	5.00%	-	Eltmerdt	WDFQ	625-650	650	PGGO+650	-	-
G2L	YQO	1.000	-	-	JJJ-	-	-	-	58.00%	-	Rwupsjdv	CLKF	435-450	470	BIBS+470	-	-
Oci	MGM	65.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

W1O: Redemption: 2026-09-10; Registration: 144I/Wdy E; W1DN: Redemption: 2026-09-10; Registration: 144Q/Bme L; F2J: Redemption: 2026-09-10; Registration: 144O/Fiz Z; YA: Redemption: 2026-09-10; Registration: 144U/Qff Y; DH: Redemption: 2026-09-10; Registration: 144D/Qfo I; K1L: Redemption: 2026-09-10; Registration: 144F/Vmm L; G2L: Redemption: 2026-09-10; Registration: 144Y/Mla I; YM: Redemption: 2026-09-10; Registration: 144U/Gun K; Oci: Redemption: 2026-09-10; Registration: 144C/Yqz D;

Deal Comments

Shmhj. Qwm Ntgg Uhwowze 2.00

Pricing Speed

20% LZZ

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 21, 2005