FINSIGHT

Oaktree CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	JVK	97.000	4.30	-	DD	-	-	-	97.00%	-	Juebfprv	HKQE	-	210	SBLL+210	-	-
G	WWP	91.700	34.80	-	JJ-	-	-	-	5.80%	-	Oyevavpw	QXAK	-	775	CCWS+742	-	-
X-2	CGJ	6.900	86.00	-	VVV-	-	-	-	48.00%	-	Amxuexyh	UVFM	-	395	UQTO+395	-	-
G	JXI	88.100	4.80	-	I	-	-	-	68.50%	-	Aueprcae	JXDX	-	225	YATB+225	-	-
Yzz	YBB	77.670	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
X	AUM	119.000	5.70	-	MMM	-	-	-	12.00%	-	Qxrscled	YVGB	-	150	CAEH+150	-	-
T-1	OEB	41.000	1.90	-	TTT+	-	-	-	98.20%	-	Ezuskuov	HYAX	-	365	PVMY+365	-	-

Tranche Comments

X: First Pay: 2026-01-15; Redemption: 2027-05-29; Registration: 144J/Yko O; A: First Pay: 2026-01-15; Redemption: 2027-05-29; Registration: 144L/Okz B; G: First Pay: 2026-01-15; Redemption: 2027-05-29; Registration: 144J/Mym H; T-1: First Pay: 2026-01-15; Redemption: 2027-05-29; Registration: 144F/Oti P; X-2: First Pay: 2026-01-15; Redemption: 2027-05-29; Registration: 144C/Eel O; G: First Pay: 2026-01-15; Redemption: 2027-05-29; Registration: 144W/Hwk J; Yzz: First Pay: 2026-01-15; Redemption: 2027-05-29; Registration: 144C/Hzg X;

Deal Comments

Ffk Tmhh Pectfrv 2.00

Pricing Speed

20% VQU

Reinvestment Period (YRS)

Reinvestment Period End Date

May 14, 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
U-2I	XEW	6.000	-	-	FFF-	-	-	-	98.00%	-	Fsusuosw	AABU	500t	597	HQZA+550	-	-
H-G	CZI	28.000	-	-	XX	-	-	-	39.00%	-	Hkkpscbb	DCPC	200	200	XAIB+200	-	-
D-P	MWI	47.000	-	-	O	-	-	-	18.00%	-	Qucpkzjx	WHEG	-	210	ZMTI+210	-	-
X-X	AMK	58.000	-	-	GG-	-	-	-	2.00%	-	Bqksmjlv	PTYF	735-750	800	XEGS+750	-	-
H-M-Y	UWQ	394.600	-	-	FFF	-	-	-	13.00%	-	Yezwcuio	LPHX	150	150	MQFN+150	-	-
M-1I	RPE	43.000	-	-	MMM-	-	-	-	83.70%	-	Acpwcsyx	DPTH	-	325	XJGS+325	-	-
M-X	EMH	97.200	-	-	QQQ	-	-	-	52.00%	-	Jjkxuzms	BMCR	150	150	WZBD+150	-	-

Tranche Comments

H-M-Y: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144F/Jrm V; M-X: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144N/Xtd N; H-G: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144X/Xde B; D-P: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144E/Jif D; M-1I: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144B/Liq Q; U-2I: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144I/Qud L; X-X: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144Y/Pwl Y;

Deal Comments

Rfefp. Tqf Akww Rfbqqpz 2.00

Pricing Speed

20 UBT

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 8, 2015

Refinancing

Yes

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	WLG	43.000	6.74	-	TT	-	-	-	25.00%	-	Cfpzmcnj	KJVJ	-	165	EVTO+165	-	665.00000
T	RYF	92.000	2.81	-	F	-	-	-	57.00%	-	Cesqpajo	NXAQ	-	185	KUDY+185	-	344.00000
N-1	ZNO	87.000	1.41	-	VVV	-	-	-	19.30%	-	Plsyufxm	LJPO	-	270	PMBV+270	-	795.00000
Eeezzr	INO	55.160	-	-	HK	-	-	-	-	-	-	-	-	-	-	-	Retained
W-2	GWN	1.000	1.88	-	UUU-	-	-	-	33.20%	-	Ixfbmmvg	LGGC	-	400	UQKP+400	-	497.00000
N	OBC	849.000	2.42	-	EEE	-	-	-	13.00%	-	Njkyxvzu	VBOH	-	115	HOCQ+115	-	959.00000
L	CNE	72.000	5.15	-	MM-	-	-	-	5.00%	-	Kbvroflh	AADS	-	465	KPSZ+465	-	648.00000

Tranche Comments

N: Redemption: 2027-04-11; Registration: 144Q/Bmx R; G: Redemption: 2027-04-11; Registration: 144U/Ipg T; T: Redemption: 2027-04-11; Registration: 144P/Rld W; N-1: Redemption: 2027-04-11; Registration: 144B/Euk C; W-2: Redemption: 2027-04-11; Registration: 144L/Irr K; L: Redemption: 2027-04-11; Registration: 144G/Cwr Z; Eeezzr: Redemption: 2027-04-11; Registration: 144Z/Ttk C;

Deal Comments

Nzw Rzuu Oqkjzsc 2.00

Risk Retention

ND - Mqz

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 15, 2011

Oaktree Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-U	WQG	21.000	7.70	-	KK-	-	-	-	2.20%	-	Jlryivwi	EWWI	-	450	SJIJ+450	-	-
Q-1-Z	GQF	83.000	4.90	-	O	-	-	-	54.30%	-	Unmklatn	XWYC	-	170	ICDL+170	-	-
W-1-M	UTA	70.000	5.20	-	EE	-	-	-	80.70%	-	Bhrkrjfg	TUWE	-	140	PHKT+140	-	-
Z-2-P	XYT	9.000	5.70	-	UUU-	-	-	-	97.20%	-	Rpubdame	QZFO	-	350	VBVK+350	-	-
U-1-K	JMI	91.000	6.90	-	DDD+	-	-	-	36.10%	-	Sxzcwvsw	LDWI	-	240	ZJEZ+240	-	-
K-F	KAJ	223.000	2.80	-	MMM	-	-	-	55.10%	-	Apbvzruj	KXCA	-	97	AKMU+97	-	-

Tranche Comments

K-F: Redemption: 2026-02-07; Registration: 144N/Ocx P; W-1-M: Redemption: 2026-02-07; Registration: 144G/Nla S; Q-1-Z: Redemption: 2026-02-07; Registration: 144M/Uha X; U-1-K: Redemption: 2026-02-07; Registration: 144Y/Kuk Q; Z-2-P: Redemption: 2026-02-07; Registration: 144Y/Ysu M; L-U: Redemption: 2026-02-07; Registration: 144P/Rsx O;

Deal Comments

Bbximjmtimy. Tom Bjxx Ybyiofe 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 15, 2020

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	CSV	8.000	9.80	-	RRR	-	-	-	-	-	Vsepmqez	3pICIB	-	90	3zMLGC+90	-	648.00000
Q-LL	FWI	27.000	9.11	-	TT	-	-	-	51.00%	-	Tkbuwcce	3zBDHG	-	155	3nAXUV+155	-	642.00000
S-ZZ	VED	22.000	19.85	-	VV-	-	-	-	2.00%	-	Mrzvfoao	3kVHMN	-	500	3rIZYP+500	-	181.00000
T-2-MM	GNT	3.000	8.68	-	OOO-	-	-	-	64.00%	-	Cbzftcef	3pGUZM	-	370	3uPVNX+370	-	690.00000
T-1-GG	XPU	26.000	8.95	-	LLL-	-	-	-	16.00%	-	Vjkqztif	3iIZDH	-	260	3zQMOT+260	-	870.00000
Zie	ZBW	45.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L-GG	QHD	24.000	5.78	-	Z	-	-	-	12.00%	-	Zmbqyyjc	3aSBBR	-	175	3yYLXW+175	-	516.00000
Z-FF	XPF	426.000	5.52	-	LLL	-	-	-	95.00%	-	Fcweumcj	3dHNSL	-	119	3vEDQB+119	-	178.00000

Tranche Comments

T: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144P/Fjv O; Z-FF: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144B/Bjc I; Q-LL: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144L/Cyv J; L-GG: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144M/Mju D; T-1-GG: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144G/Rtk O; T-2-MM: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144J/Apo N; S-ZZ: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144D/Vkh D; Zie: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144J/Kfn W;

Deal Comments

Uhgho. Fmm Hwuu Bhvsmok 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 18, 2011

Oaktree Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y1-C	XJM	15.000	1.70	-	L+	-	-	-	66.00%	-	Bhxxrupk	XEUI	190f	195	SOKA+195	-	-
K1-G	KZW	34.000	97.00	-	FFF+	-	-	-	38.90%	-	Udbdzuru	MWCV	300	300	GHAQ+300	-	-
M	YUS	6.000	6.30	-	AAA	-	-	-	-	-	Dpqcrfck	HAWO	120h	110	YIWZ+110	-	-
EH	USE	8.000	82.50	-	G-	-	-	-	4.20%	-	Vuduxfii	NCYF	700	862	PSCG+862	-	-
E2-A	YGK	73.000	2.40	-	Z	-	-	-	10.00%	-	Kbzprapt	YSCG	220	220	HSIS+220	-	-
N1-V	VNR	510.000	4.40	-	III	-	-	-	61.00%	-	Wpydowmq	WUMZ	135	135	IOSM+135	-	-
Q2-R	LZW	15.000	1.10	-	QQQ	-	-	-	19.00%	-	Pshcseiq	PXWL	155d	155	XQIT+155	-	-
Z2-N	GTY	7.000	63.50	-	FFF-	-	-	-	47.00%	-	Spoeltyg	BXGX	410	410	OWBO+410	-	-
QD	FUP	59.000	6.70	-	AA	-	-	-	38.00%	-	Xzzldwcl	PWJN	170i	175	HNID+175	-	-
ZK	LVB	81.000	38.80	-	QQ-	-	-	-	3.00%	-	Xulsqhvq	IQZV	575y	610	STNL+610	-	-
Evj	GTQ	25.500	-	-	ON	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

M: Redemption: 2026-12-06; Registration: 144X/Dyo S; N1-V: Redemption: 2026-12-06; Registration: 144P/Knl X; Q2-R: Redemption: 2026-12-06; Registration: 144Z/Olq A; QD: Redemption: 2026-12-06; Registration: 144D/Djr L; Y1-C: Redemption: 2026-12-06; Registration: 144N/Ahr B; E2-A: Redemption: 2026-12-06; Registration: 144T/Baa K; K1-G: Redemption: 2026-12-06; Registration: 144U/Cwh K; Z2-N: Redemption: 2026-12-06; Registration: 144Z/Otw Y; ZK: Redemption: 2026-12-06; Registration: 144T/Rzl H; EH: Redemption: 2026-12-06; Registration: 144A/Ncj I; Evj: Redemption: 2026-12-06; Registration: 144D/Isf B;

Deal Comments

Tubut. Enw Senn Uuugncz 2.00

Pricing Speed

20 XSI

Reinvestment Period (YRS)

Reinvestment Period End Date

May 29, 2023

Oaktree Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C2G2	QCE	10.000	-	-	KKK-	-	-	-	59.00%	-	Pjoui	-	425b	-	7.721%	-	-
KM2	AWD	28.000	-	-	WW	-	-	-	23.00%	-	Hhefafxv	SGXI	170-175	175	WIBX+175	-	-
QB2	BWJ	46.900	-	-	VV-	-	-	-	8.00%	-	Cqbbkvci	CXFK	650b	675	KGGM+675	-	-
J2O2	CVP	93.000	-	-	ZZZ	-	-	-	16.00%	-	Qjljompd	CKVA	158e	158	CKPI+158	-	-
N1K2	ZCI	549.000	-	-	GGG	-	-	-	15.00%	-	Pmbvkzrh	UAVQ	138	138	NKUD+138	-	-
Mos	LYS	89.792	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
GW2	TZC	52.000	-	-	M	-	-	-	58.00%	-	Gjrchafi	UZQB	200h	200	GHLG+200	-	-
Z1X2	CQJ	87.700	-	-	UUU	-	-	-	67.00%	-	Hfqiuzio	QCGN	300-310	310	ZOXH+310	-	-

Tranche Comments

N1K2: Redemption: 2026-11-06; Registration: 144Q/Uru D; J2O2: Redemption: 2026-11-06; Registration: 144Z/Lta Q; KM2: Redemption: 2026-11-06; Registration: 144D/Gyu A; GW2: Redemption: 2026-11-06; Registration: 144M/Xzm R; Z1X2: Redemption: 2026-11-06; Registration: 144P/Fho Q; C2G2: Redemption: 2026-11-06; Registration: 144M/Rwi V; QB2: Redemption: 2026-11-06; Registration: 144Q/Ouz E; Mos: Redemption: 2026-11-06; Registration: 144I/Kea T;

Deal Comments

Tjhjv. Ykv-Ywcc Vjzokka 2.00

Pricing Speed

20% UHH

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 8, 2012

Oaktree Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-Y	QKV	79.000	-	-	W	-	-	-	78.00%	-	Rxbbymbp	HJKM	200	200	DPEJ+200	-	-
G-2-O	UNA	38.000	-	-	GGG	-	-	-	25.00%	-	Zvyktahh	NHZE	157	157	GMQN+157	-	-
Cgt	ROW	92.700	-	-	XF	-	-	-	-	-	-	-	-	-	-	-	Retained
B-1-O	KLY	82.000	-	-	VVV	-	-	-	40.00%	-	Fdlxklxm	VLXQ	315-325	325	VGOI+325	-	-
P-2-K	HVS	2.000	-	-	PPP-	-	-	-	35.00%	-	Ackstrxn	XCTM	440	440	DUUX+440	-	-
S-1-Z	HUK	514.000	-	-	QQQ	-	-	-	77.00%	-	Vdqktaxv	ZXMB	137	137	CZKF+137	-	-
E-G	PUO	96.000	-	-	YY	-	-	-	9.00%	-	Jjomcsbj	XIMN	625i	640	ETUU+640	-	-
K-V	HZZ	94.000	-	-	EE	-	-	-	79.00%	-	Kqfdlzow	LYDQ	170	170	LQKB+170	-	-

Tranche Comments

S-1-Z: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144J/Jpt Q; G-2-O: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144J/Mlx O; K-V: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144G/Htj O; F-Y: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144A/Oje V; B-1-O: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144O/Oxt M; P-2-K: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144H/Qwt W; E-G: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144X/Mwf A; Cgt: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144G/Wmn C;

Deal Comments

Xchcw. Bfm Vgyy Pcqzfnl 2.00

Pricing Speed

20 GIF

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 12, 2020

Oaktree Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-1XW	EFT	15.000	6.10	-	QQQ-	-	-	-	98.00%	-	Zthzi	-	-	330	6.71%	-	-
E-O	ZXY	37.800	39.30	-	YY-	-	-	-	6.00%	-	Qbhbjutu	WXQJ	-	735	OSMO+719	-	-
J-BB	OWU	28.000	5.90	-	U	-	-	-	38.00%	-	Ckpslyyu	MAJO	-	220	QGHF+220	-	-
F-1MV	SXS	16.600	9.40	-	NNN-	-	-	-	97.00%	-	Jfkfcwdn	IZEY	-	330	EPLQ+330	-	-
Q-1aGG	JOF	76.200	2.20	-	-	OOO	-	-	40.00%	-	Edbaoqkr	MUHL	-	160	VCJI+160	-	-
X-1qPP	WJJ	206.400	4.50	-	NNN	RRR	-	-	92.00%	-	Wjbdjfin	XCVH	-	140	YUZB+140	-	-
Prg	RJS	33.800	-	-	TX	KP	-	-	-	-	-	-	-	-	-	-	Retained
N-2GG	CCG	10.000	2.70	-	XX	-	-	-	73.00%	-	Vlrmjeno	ZAKH	-	180	EDDI+180	-	-
Z-2L	WOL	2.000	47.90	-	WWW-	-	-	-	30.00%	-	Dgtrd	-	-	425	7.66%	-	-

Tranche Comments

X-1qPP: Redemption: 2026-10-15; Registration: 144Y/Evg Y; Q-1aGG: Redemption: 2026-10-15; Registration: 144D/Tof I; N-2GG: Redemption: 2026-10-15; Registration: 144X/Zer I; J-BB: Redemption: 2026-10-15; Registration: 144T/Mzd P; F-1MV: Redemption: 2026-10-15; Registration: 144Q/Vfc D; U-1XW: Redemption: 2026-10-15; Registration: 144N/Bcd S; Z-2L: Redemption: 2026-10-15; Registration: 144J/Vem A; E-O: Redemption: 2026-10-15; Registration: 144T/Gad V; Prg: Redemption: 2026-10-15; Registration: 144T/Cul O;

Deal Comments

Acycw. Gqg Ltbb Fcuaqgp 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 7, 2003

Oaktree Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E1A	AGT	727.000	-	-	OOO	-	-	-	26.00%	-	Irwdlmvf	HYAP	136g	138	NPMC+138	-	-
TD	EPD	19.000	-	-	U	-	-	-	98.00%	-	Wrowucrt	ZPDG	200-210	210	KWOT+210	-	-
Q2W	FWL	5.000	-	-	XXX-	-	-	-	35.00%	-	Uwfymuqa	ETJA	435-450	470	SLFI+470	-	-
Rlm	NWR	87.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T2K	HQO	12.000	-	-	WWW	-	-	-	86.00%	-	Zvslvobl	PZZS	155t	158	UTUV+158	-	-
NX	KGI	25.000	-	-	NN-	-	-	-	3.00%	-	Yddejcxw	WBMV	625-650	650	UVXL+650	-	-
E1G	ZIA	64.000	-	-	III-	-	-	-	61.00%	-	Twefvijv	EVSE	300-310	330	HBLF+330	-	-
K1UU	LCD	90.000	-	-	XXX	-	-	-	46.00%	-	Hwyzsrfn	WLGG	-	138	LENT+138	-	-
JM	ZNU	37.000	-	-	JJ	-	-	-	90.00%	-	Vwyurcce	NYUW	165-170	175	TBHQ+175	-	-

Tranche Comments

E1A: Redemption: 2026-09-10; Registration: 144M/Mve P; K1UU: Redemption: 2026-09-10; Registration: 144Q/Omv J; T2K: Redemption: 2026-09-10; Registration: 144H/Faa V; JM: Redemption: 2026-09-10; Registration: 144K/Twh T; TD: Redemption: 2026-09-10; Registration: 144P/Okf M; E1G: Redemption: 2026-09-10; Registration: 144A/Jlp T; Q2W: Redemption: 2026-09-10; Registration: 144Y/Pmy B; NX: Redemption: 2026-09-10; Registration: 144T/Lpb T; Rlm: Redemption: 2026-09-10; Registration: 144Y/Qsl T;

Deal Comments

Kpjpv. Gpb Xzww Bpawpby 2.00

Pricing Speed

20% UFQ

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 5, 2007