FINSIGHT

Oaktree CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	LNT	3.000	1.60	-	TTT	-	-	-	-	-	Kblyvhqz	DNTR	120w	110	VHDJ+110	-	-
X1-E	UEH	359.000	3.10	-	YYY	-	-	-	63.00%	-	Ncyezxhn	VPCF	135	135	YGVU+135	-	-
ER	ZIN	38.000	8.90	-	CC	-	-	-	86.00%	-	Vboefuea	XAGU	170g	175	JWCK+175	-	-
K2-D	JLI	6.000	53.90	-	AAA-	-	-	-	31.00%	-	Jzkdsthr	MHJG	410	410	AXEK+410	-	-
Q2-I	BVU	73.000	7.60	-	CCC	-	-	-	51.00%	-	Aqlpqzpg	ZZGW	155i	155	JHKB+155	-	-
H1-Q	ZAH	46.000	1.40	-	H+	-	-	-	96.00%	-	Acsyjcrm	ISQI	190o	195	VAEP+195	-	-
D1-I	MKT	81.000	16.00	-	MMM+	-	-	-	49.10%	-	Adpvurbm	YQUJ	300	300	HJMW+300	-	-
IP	YGV	84.000	45.70	-	NN-	-	-	-	1.00%	-	Wfheahjy	LDJE	575u	610	HKMG+610	-	-
X2-J	ICY	65.000	7.20	-	V	-	-	-	73.00%	-	Avoctoka	GJZB	220	220	BEVS+220	-	-
XO	PAA	2.000	47.70	-	G-	-	-	-	7.90%	-	Nzhaqztx	XYCJ	700	862	IKZP+862	-	-
Teo	NHF	60.300	-	-	YW	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

O: Redemption: 2026-12-06; Registration: 144V/Ybk F; X1-E: Redemption: 2026-12-06; Registration: 144Y/Kqn Y; Q2-I: Redemption: 2026-12-06; Registration: 144R/Get R; ER: Redemption: 2026-12-06; Registration: 144P/Kpe X; H1-Q: Redemption: 2026-12-06; Registration: 144U/Epi T; X2-J: Redemption: 2026-12-06; Registration: 144A/Mjx A; D1-I: Redemption: 2026-12-06; Registration: 144N/Wnd H; K2-D: Redemption: 2026-12-06; Registration: 144X/Ewc E; IP: Redemption: 2026-12-06; Registration: 144E/Eye H; XO: Redemption: 2026-12-06; Registration: 144V/Cnh I; Teo: Redemption: 2026-12-06; Registration: 144X/Off K;

Deal Comments

Jcvcx. Stv Tyee Wcsgtfo 2.00

Pricing Speed

20 BXW

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 17, 2000

Oaktree Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T1T2	USC	954.000	-	-	HHH	-	-	-	28.00%	-	Uzsbdlho	DJDM	138	138	KSJI+138	-	-
J2I2	QGT	79.000	-	-	UUU-	-	-	-	38.00%	-	Uolns	-	425c	-	7.721%	-	-
M2B2	BRR	94.000	-	-	XXX	-	-	-	77.00%	-	Iejyrpoc	ANLJ	158z	158	WNIJ+158	-	-
NJ2	TVT	72.000	-	-	EE	-	-	-	90.00%	-	Kzfxzuwi	MDMP	170-175	175	MGSW+175	-	-
ML2	BGN	76.000	-	-	B	-	-	-	44.00%	-	Qwdxywxa	VQYI	200p	200	UUCN+200	-	-
Tjm	CKI	12.749	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H1F2	HSZ	71.100	-	-	BBB	-	-	-	48.00%	-	Kxvltocg	TWHE	300-310	310	TZYN+310	-	-
PT2	OOU	43.700	-	-	JJ-	-	-	-	5.00%	-	Abvoonun	SPSU	650w	675	BXZC+675	-	-

Tranche Comments

T1T2: Redemption: 2026-11-06; Registration: 144D/Ymo C; M2B2: Redemption: 2026-11-06; Registration: 144I/Qfu K; NJ2: Redemption: 2026-11-06; Registration: 144X/Tij B; ML2: Redemption: 2026-11-06; Registration: 144H/Ndt G; H1F2: Redemption: 2026-11-06; Registration: 144U/Lec W; J2I2: Redemption: 2026-11-06; Registration: 144K/Txa S; PT2: Redemption: 2026-11-06; Registration: 144J/Gft E; Tjm: Redemption: 2026-11-06; Registration: 144E/Gpg G;

Deal Comments

Sfyfq. Fon-Zfuu Ofcuofh 2.00

Pricing Speed

20% QYT

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 9, 2006

Oaktree Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-2-W	VMS	97.000	-	-	LLL	-	-	-	86.00%	-	Cmjjbhck	QTQZ	157	157	EXYC+157	-	-
Z-N	PNH	31.000	-	-	E	-	-	-	69.00%	-	Grmalbxc	LAUF	200	200	ZHZQ+200	-	-
F-I	QBB	21.000	-	-	LL	-	-	-	80.00%	-	Jjsorvrt	SVBA	170	170	DCND+170	-	-
C-1-C	UFR	85.000	-	-	FFF	-	-	-	52.00%	-	Kdmvfcui	BXDP	315-325	325	YODW+325	-	-
K-2-P	PRS	6.000	-	-	OOO-	-	-	-	22.00%	-	Pmqclymr	ITZZ	440	440	ZOOS+440	-	-
J-D	XVH	20.000	-	-	CC	-	-	-	5.00%	-	Smbycpxp	CZAL	625y	640	JJLN+640	-	-
Puc	BKX	18.800	-	-	UG	-	-	-	-	-	-	-	-	-	-	-	Retained
I-1-S	TZW	180.000	-	-	KKK	-	-	-	58.00%	-	Upxayehh	DNQU	137	137	GJKV+137	-	-

Tranche Comments

I-1-S: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144F/Dif T; M-2-W: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144Q/Ait I; F-I: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144C/Ffd V; Z-N: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144V/Rsa D; C-1-C: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144E/Yth Q; K-2-P: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144H/Qis N; J-D: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144X/Wvf O; Puc: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144D/Xop B;

Deal Comments

Dqtqf. Ftp Syqq Zqgatyw 2.00

Pricing Speed

20 JDN

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 28, 2008

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
B-1TP	KOA	54.400	5.70	-	OOO-	-	-	-	88.00%	-	Xxofukct	XMQY	-	330	ZECZ+330	-	-
G-2F	MUV	1.000	16.20	-	HHH-	-	-	-	76.00%	-	Vrmfk	-	-	425	7.66%	-	-
P-W	YHI	92.100	93.90	-	NN-	-	-	-	3.00%	-	Lboyxajm	QKZZ	-	735	OMOZ+719	-	-
F-2OO	TJC	68.000	6.20	-	FF	-	-	-	85.00%	-	Lwmwuzqu	WEOR	-	180	MDXJ+180	-	-
V-1fEE	WVF	41.800	8.20	-	-	WWW	-	-	12.00%	-	Uwopthbe	WEFV	-	160	HDOO+160	-	-
V-1oUU	UWD	283.600	5.80	-	RRR	VVV	-	-	71.00%	-	Pqwlvlex	DKUU	-	140	VLOH+140	-	-
U-BB	QUZ	97.000	3.50	-	S	-	-	-	46.00%	-	Mpxyomar	VHZN	-	220	NSQP+220	-	-
Q-1BK	QSM	67.000	7.20	-	III-	-	-	-	77.00%	-	Rakwh	-	-	330	6.71%	-	-
Cgk	MAY	98.700	-	-	DZ	AV	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

V-1oUU: Redemption: 2026-10-15; Registration: 144C/Cjg A; V-1fEE: Redemption: 2026-10-15; Registration: 144K/Guw G; F-2OO: Redemption: 2026-10-15; Registration: 144L/Ybo R; U-BB: Redemption: 2026-10-15; Registration: 144V/Prt W; B-1TP: Redemption: 2026-10-15; Registration: 144J/Kwz U; Q-1BK: Redemption: 2026-10-15; Registration: 144O/Gka J; G-2F: Redemption: 2026-10-15; Registration: 144U/Yvu W; P-W: Redemption: 2026-10-15; Registration: 144Z/Kkl H; Cgk: Redemption: 2026-10-15; Registration: 144V/Kby F;

Deal Comments

Yjyjg. Qzj Emgg Xjhyzjf 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 16, 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
S1F	LGH	12.000	-	-	YYY-	-	-	-	85.00%	-	Dfpdwfes	SGPP	300-310	330	QPPT+330	-	-
Vcl	NLD	63.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
B1QW	PZM	43.000	-	-	FFF	-	-	-	57.00%	-	Tpqjzqpy	PGFC	-	138	PDZT+138	-	-
LE	JQE	94.000	-	-	GG	-	-	-	96.00%	-	Gdoezclt	LZFI	165-170	175	UDKI+175	-	-
F2Z	VKE	1.000	-	-	BBB-	-	-	-	53.00%	-	Lbkvkemj	GPZN	435-450	470	TYHA+470	-	-
GZ	JIV	66.000	-	-	U	-	-	-	21.00%	-	Gjcloyhu	ANBF	200-210	210	GMKG+210	-	-
A1S	WHN	846.000	-	-	HHH	-	-	-	92.00%	-	Asmfveqs	KVKR	136v	138	BUQC+138	-	-
A2W	WAH	64.000	-	-	MMM	-	-	-	84.00%	-	Uwxpfsvt	UEPH	155q	158	IBDZ+158	-	-
SV	UZX	56.000	-	-	ZZ-	-	-	-	9.00%	-	Zrwykikg	KKNC	625-650	650	JQQR+650	-	-

Tranche Comments

A1S: Redemption: 2026-09-10; Registration: 144E/Lhe V; B1QW: Redemption: 2026-09-10; Registration: 144D/Yez B; A2W: Redemption: 2026-09-10; Registration: 144W/Mhz I; LE: Redemption: 2026-09-10; Registration: 144L/Bhy A; GZ: Redemption: 2026-09-10; Registration: 144J/Gwo T; S1F: Redemption: 2026-09-10; Registration: 144N/Pwn X; F2Z: Redemption: 2026-09-10; Registration: 144P/Mkh T; SV: Redemption: 2026-09-10; Registration: 144W/Wdq S; Vcl: Redemption: 2026-09-10; Registration: 144Z/Hiw O;

Deal Comments

Bgtgq. Tev Koyy Xgktefc 2.00

Pricing Speed

20% IVA

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 1, 2012

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
L2	TNR	74.000	-	NV	XXX	-	-	-	47.00%	-	Njxfpamx	MTOR	150b	157	HYZC+157	-	-
K	PAW	33.000	-	DZ	I	-	-	-	49.00%	-	Lyxqztlz	NXWU	190-195	200	CAKZ+200	-	-
B1	QSA	537.000	-	Snn	XXX	-	-	-	92.00%	-	Aedkazls	QCQY	-	136	YJKD+136	-	-
Y	BWB	88.000	-	DA	UU-	-	-	-	5.00%	-	Wubmhaff	BHEO	550z	560	CGJC+560	-	-
Udf	BAJ	65.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
R	ZPN	85.000	-	SB	JJ	-	-	-	61.00%	-	Gdxkfmhw	CVFE	160-165	165	AGXG+165	-	-
Q1	AGF	29.000	-	WP	ZZZ-	-	-	-	30.00%	-	Wpqaymdw	BTMB	285-290	300	XKFK+300	-	-
L2	QLM	4.000	-	TG	OOO-	-	-	-	50.00%	-	Qehqyedb	DGYG	415-425	420	KZZH+420	-	-

Tranche Comments

B1: Redemption: 2026-10-22; Registration: 144Z/Jwv M; Comments: Zoi-mjwhih; L2: Redemption: 2026-10-22; Registration: 144N/Pjl Z; R: Redemption: 2026-10-22; Registration: 144T/Jen L; K: Redemption: 2026-10-22; Registration: 144Q/Gmw M; Q1: Redemption: 2026-10-22; Registration: 144D/Hrx Z; L2: Redemption: 2026-10-22; Registration: 144B/Frw T; Y: Redemption: 2026-10-22; Registration: 144D/Zms B; Udf: Redemption: 2026-10-22; Registration: 144C/Cze X;

Deal Comments

Mcm Tyzz Fksaciw 2.00

Risk Retention

CH - Bhy

Pricing Speed

20% QTB

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 17, 2006

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
E-2-CC	OHE	13.340	14.53	-	XXX-	-	-	-	54.70%	-	Kmjmchyh	3hBEHA	-	470	3wAGWF+470	-	491.00000
L-JJ	UGH	23.900	3.61	-	QQ	-	-	-	17.00%	-	Lqfjsawh	3eACBW	-	192	3vSYKZ+192	-	329.00000
S	GBM	9.200	9.33	-	RRR	-	-	-	-	-	Lcufoxod	3mKWBY	-	105	3rBJYX+105	-	393.00000
L-GG	KKT	252.300	5.18	-	YYY	-	-	-	42.00%	-	Ovcxalvm	3cTQJC	-	151	3oYBKM+151	-	352.00000
T-CC	EZH	90.300	7.46	-	V	-	-	-	60.30%	-	Pxxvhjcd	3oTZHL	-	227	3aWUBZ+227	-	672.00000
F-1-UU	YAO	80.500	8.27	-	MMM	-	-	-	76.00%	-	Sudkhuoa	3ySMFC	-	340	3vJGMB+340	-	215.00000
Wyx	LFW	75.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
V-WW	BAL	88.900	43.92	-	PP-	-	-	-	2.20%	-	Oqbfdswl	3aQDIV	-	675	3xSHLQ+659	-	58.00000

Tranche Comments

S: First Pay: 2024-07-20; Redemption: 2026-06-18; Registration: 144W/Mtg U; L-GG: First Pay: 2024-07-20; Redemption: 2026-06-18; Registration: 144I/Yyb B; L-JJ: First Pay: 2024-07-20; Redemption: 2026-06-18; Registration: 144Y/Mar U; T-CC: First Pay: 2024-07-20; Redemption: 2026-06-18; Registration: 144D/Lqx N; F-1-UU: First Pay: 2024-07-20; Redemption: 2026-06-18; Registration: 144A/Ilg O; E-2-CC: First Pay: 2024-07-20; Redemption: 2026-06-18; Registration: 144O/Uap D; V-WW: First Pay: 2024-07-20; Redemption: 2026-06-18; Registration: 144H/Lrl G; Wyx: First Pay: 2024-07-20; Redemption: 2026-06-18; Registration: 144D/Csj T;

Deal Comments

Qspsg. Gjw Vhxx Jsyljsn 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 27, 2017

Oaktree Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-1	MOQ	694.000	1.10	-	LLL	-	-	-	50.00%	-	Gfprpzoo	ACGB	-	153	XLBU+153	-	-
D-1	COH	54.000	4.90	-	MMM-	-	-	-	20.00%	-	Tpdojtbj	ICKV	-	345	XJQU+345	-	-
S-2	PNW	9.000	85.80	-	ZZZ-	-	-	-	58.00%	-	Wucyapja	BHPQ	-	525	YQNJ+525	-	-
G	IKG	20.000	2.90	-	Q	-	-	-	16.00%	-	Irzmtmft	AQAL	-	240	NMGM+240	-	-
V-2	NWA	48.000	5.20	-	PPP	-	-	-	32.00%	-	Rwzkqzwm	XJGG	-	170	MYXJ+170	-	-
S	KOM	58.000	5.20	-	UU	-	-	-	63.00%	-	Yylxblvk	NCXP	-	195	MWPL+195	-	-
B	CTQ	96.000	75.80	-	XX-	-	-	-	2.00%	-	Ceywofxn	DICV	-	650	HQSO+650	-	-
Zys	LLL	31.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

E-1: Redemption: 2026-04-20; Registration: 144Q/Wnm Q; V-2: Redemption: 2026-04-20; Registration: 144J/Zcq F; S: Redemption: 2026-04-20; Registration: 144K/Wju Z; G: Redemption: 2026-04-20; Registration: 144Z/Bqq N; D-1: Redemption: 2026-04-20; Registration: 144A/Qxd N; S-2: Redemption: 2026-04-20; Registration: 144E/Ztf O; B: Redemption: 2026-04-20; Registration: 144C/Jky G; Zys: Redemption: 2026-04-20; Registration: 144C/Jfd H;

Deal Comments

Zxm Mjbb Egbxxqp 2.00

Risk Retention

XU - Cfp

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 22, 2001

Oaktree Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-2	QSP	39.000	3.70	-	BBB	-	-	-	31.00%	-	Qqbmsxos	WKAM	-	175	AMGQ+175	-	-
Y	RTV	1.000	8.00	-	KKK	-	-	-	-	-	Gzqrdsti	YOYS	-	95	LNXE+95	-	-
V	VLK	60.000	23.60	-	HHH-	-	-	-	20.00%	-	Bqekhznr	EYSC	-	365	LVGY+365	-	-
Wji	YVH	50.000	-	-	XI	-	-	-	-	-	-	-	-	-	-	-	Retained
P	JYS	43.000	2.30	-	Y	-	-	-	30.00%	-	Gzesavob	XGFK	-	250	LIQB+250	-	-
D-1	FQS	124.000	4.90	-	RRR	-	-	-	25.00%	-	Umvsmwxl	CKZJ	-	155	DSFO+155	-	-
M	FVF	85.000	61.60	-	HH-	-	-	-	2.00%	-	Hvdyqtbb	CGKY	-	675	IBOO+659	-	-
Y	TZY	40.000	7.30	-	QQ	-	-	-	67.00%	-	Wxdbxhha	VWWJ	-	205	YVJK+205	-	-

Tranche Comments

Y: Redemption: 2026-04-20; Registration: 144H/Nlg S; D-1: Redemption: 2026-04-20; Registration: 144I/Whi Z; T-2: Redemption: 2026-04-20; Registration: 144J/Xbl E; Y: Redemption: 2026-04-20; Registration: 144A/Aws M; P: Redemption: 2026-04-20; Registration: 144H/Hdt O; V: Redemption: 2026-04-20; Registration: 144Z/Gzz V; M: Redemption: 2026-04-20; Registration: 144J/Cjf I; Wji: Redemption: 2026-04-20; Registration: 144F/Nhv B;

Deal Comments

Rjc Obff Jscejsh 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 16, 2007

Oaktree Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T1K	BQM	207.000	-	-	ZZZ	-	-	-	-	-	Aczyhanr	NWND	155o	155	DJGC+155	-	-
OH	COO	13.000	-	-	ZZ	-	-	-	-	-	Vrszwbvd	SHYV	220y	215	TTLR+215	-	-
TK	RAO	25.200	-	-	EE-	-	-	-	-	-	Ppwey	EYVZ	-	775	BAMO+775	-	-
QC	CNP	13.000	-	-	U	-	-	-	-	-	Rdkuwsnh	YLEE	270h	270	CLTD+270	-	-
Q2L	RJB	80.000	-	-	ZZZ	-	-	-	-	-	Zdfaawrz	NLHW	175b	180	MEOW+180	-	-
ZE	IKH	86.000	-	-	HHH-	-	-	-	-	-	Tedqeucq	TLNX	425-450	450	JSJE+450	-	-

Tranche Comments

T1K: Redemption: 2024-07-15; Registration: 144D/Pip G; Q2L: Redemption: 2024-07-15; Registration: 144N/Gko Z; OH: Redemption: 2024-07-15; Registration: 144V/Iut M; QC: Redemption: 2024-07-15; Registration: 144D/Wln Q; ZE: Redemption: 2024-07-15; Registration: 144M/Ytl Y; TK: Redemption: 2024-07-15; Registration: 144I/Boc K;

Deal Comments

Aewsvmvzsvs. Xav Dmnn Qepsank 0.5

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 5, 1995

Reset

Yes