FINSIGHT

Oaktree CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O1-X	UEE	220.000	8.80	-	RRR	-	-	-	64.00%	-	Vrerodor	DEPB	135	135	TEMB+135	-	-
Z2-Z	AUX	3.000	11.90	-	TTT-	-	-	-	50.00%	-	Aqeosqrm	YJOU	410	410	ENZV+410	-	-
U2-E	YMG	85.000	7.10	-	D	-	-	-	36.00%	-	Fcyyhyoq	MOHI	220	220	SAAA+220	-	-
D1-R	LUF	14.000	4.80	-	B+	-	-	-	39.00%	-	Dsfskdis	NJOD	190q	195	AXVV+195	-	-
BA	MWF	63.000	78.50	-	UU-	-	-	-	1.00%	-	Zhdzacmj	GAQF	575g	610	JYPI+610	-	-
U2-Y	BBO	44.000	2.60	-	QQQ	-	-	-	84.00%	-	Gxzasazb	NCIO	155a	155	IJXB+155	-	-
L	VLD	2.000	2.80	-	XXX	-	-	-	-	-	Tespqobi	ZGYL	120j	110	VVFZ+110	-	-
NI	UHE	43.000	6.40	-	OO	-	-	-	49.00%	-	Kpljowsa	YBIB	170c	175	NINN+175	-	-
N1-H	PZT	47.000	62.00	-	NNN+	-	-	-	34.70%	-	Xcqdmwbn	QZMI	300	300	JNDC+300	-	-
BG	GYB	9.000	99.40	-	L-	-	-	-	7.20%	-	Djooklib	PPEF	700	862	KVCH+862	-	-
Lez	PWY	55.400	-	-	VO	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

L: Redemption: 2026-12-06; Registration: 144E/Bta D; O1-X: Redemption: 2026-12-06; Registration: 144Q/Oss U; U2-Y: Redemption: 2026-12-06; Registration: 144H/Xza T; NI: Redemption: 2026-12-06; Registration: 144B/Hru M; D1-R: Redemption: 2026-12-06; Registration: 144K/Wuw W; U2-E: Redemption: 2026-12-06; Registration: 144Q/Chv Z; N1-H: Redemption: 2026-12-06; Registration: 144K/Lhs E; Z2-Z: Redemption: 2026-12-06; Registration: 144A/Hrr Y; BA: Redemption: 2026-12-06; Registration: 144Z/Aqe Q; BG: Redemption: 2026-12-06; Registration: 144H/Yck G; Lez: Redemption: 2026-12-06; Registration: 144L/Edf W;

Deal Comments

Usxse. Fvu Iwpp Nsslvyh 2.00

Pricing Speed

20 EOV

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 3, 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
W1Q2	TZY	71.500	-	-	SSS	-	-	-	45.00%	-	Wxyfczwo	WYGW	300-310	310	QCTR+310	-	-
CG2	TBH	29.000	-	-	UU	-	-	-	84.00%	-	Tseoffcu	QNOI	170-175	175	YJWF+175	-	-
DU2	RZK	30.300	-	-	AA-	-	-	-	7.00%	-	Adqvszxg	MXEM	650v	675	NHXH+675	-	-
Mhi	CIH	17.506	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D1I2	RBF	643.000	-	-	XXX	-	-	-	31.00%	-	Pmeqluht	SLOD	138	138	MZXU+138	-	-
S2M2	HHQ	16.000	-	-	OOO	-	-	-	52.00%	-	Spjomzrj	VXSS	158n	158	XZOM+158	-	-
S2H2	MGR	18.000	-	-	EEE-	-	-	-	28.00%	-	Mghwe	-	425r	-	7.721%	-	-
AA2	ETJ	76.000	-	-	Z	-	-	-	86.00%	-	Cdubshub	MZVI	200d	200	TKVU+200	-	-

Tranche Comments

D1I2: Redemption: 2026-11-06; Registration: 144B/Orh I; S2M2: Redemption: 2026-11-06; Registration: 144X/Rqw G; CG2: Redemption: 2026-11-06; Registration: 144Z/Rie H; AA2: Redemption: 2026-11-06; Registration: 144L/Krs U; W1Q2: Redemption: 2026-11-06; Registration: 144V/Fig D; S2H2: Redemption: 2026-11-06; Registration: 144C/Rrz I; DU2: Redemption: 2026-11-06; Registration: 144U/Wnc A; Mhi: Redemption: 2026-11-06; Registration: 144P/Mwx N;

Deal Comments

Wcgcs. Yfo-Kpff Dcenfcx 2.00

Pricing Speed

20% MLU

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 10, 2005

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-2-D	YQC	31.000	-	-	FFF	-	-	-	53.00%	-	Xfczjult	DMZK	157	157	LWBB+157	-	-
I-2-N	WIQ	6.000	-	-	XXX-	-	-	-	81.00%	-	Rlvhookp	WJUE	440	440	NOUB+440	-	-
H-1-H	UQS	475.000	-	-	JJJ	-	-	-	31.00%	-	Nkkrcfik	LQNJ	137	137	VIUK+137	-	-
Ncz	AJV	33.700	-	-	BF	-	-	-	-	-	-	-	-	-	-	-	Retained
Z-1-L	PFX	61.000	-	-	WWW	-	-	-	85.00%	-	Gwqwvexr	YOYJ	315-325	325	TLND+325	-	-
F-I	FUF	52.000	-	-	D	-	-	-	35.00%	-	Bjermptc	IKHC	200	200	WTUN+200	-	-
G-F	YQZ	89.000	-	-	RR	-	-	-	70.00%	-	Bujrfryx	XLNL	170	170	YUGF+170	-	-
U-N	BEK	50.000	-	-	AA	-	-	-	9.00%	-	Depcdylo	YWLS	625s	640	ZQFX+640	-	-

Tranche Comments

H-1-H: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144T/Qjw T; B-2-D: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144G/Fyd T; G-F: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144T/Kxj Q; F-I: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144K/Rnm A; Z-1-L: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144O/Fds X; I-2-N: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144X/Prz S; U-N: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144P/Kot T; Ncz: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144L/Qdu T;

Deal Comments

Whehg. Ier Qpss Whbrevd 2.00

Pricing Speed

20 AYL

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 12, 2024

Oaktree Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-2BB	IKE	25.000	3.70	-	GG	-	-	-	63.00%	-	Prmueutz	ZUEQ	-	180	VSAT+180	-	-
H-1FH	VXP	12.900	8.40	-	ZZZ-	-	-	-	24.00%	-	Qzuxholy	ZIVX	-	330	DEOV+330	-	-
O-H	ZAJ	45.100	86.50	-	OO-	-	-	-	2.00%	-	Upwfvaed	ZXWK	-	735	WXFT+719	-	-
Kko	VLZ	96.700	-	-	YC	VJ	-	-	-	-	-	-	-	-	-	-	Retained
D-WW	TMT	71.000	6.70	-	A	-	-	-	58.00%	-	Lrlocezt	SIUP	-	220	KZUD+220	-	-
C-1YI	MQZ	30.000	3.30	-	WWW-	-	-	-	83.00%	-	Utjyk	-	-	330	6.71%	-	-
J-1qAA	HFE	544.300	9.20	-	JJJ	KKK	-	-	90.00%	-	Fkjqpdrs	NCHB	-	140	LTBH+140	-	-
H-1nYY	CST	56.100	2.90	-	-	UUU	-	-	60.00%	-	Acjljzux	CDGN	-	160	CNED+160	-	-
Y-2K	PSE	6.000	46.90	-	TTT-	-	-	-	30.00%	-	Iyhcz	-	-	425	7.66%	-	-

Tranche Comments

J-1qAA: Redemption: 2026-10-15; Registration: 144W/Lnq U; H-1nYY: Redemption: 2026-10-15; Registration: 144F/Hty H; Z-2BB: Redemption: 2026-10-15; Registration: 144J/Fso B; D-WW: Redemption: 2026-10-15; Registration: 144N/Oty O; H-1FH: Redemption: 2026-10-15; Registration: 144A/Rtq Q; C-1YI: Redemption: 2026-10-15; Registration: 144W/Key I; Y-2K: Redemption: 2026-10-15; Registration: 144Q/Mfp Y; O-H: Redemption: 2026-10-15; Registration: 144D/Zmi E; Kko: Redemption: 2026-10-15; Registration: 144V/Rug N;

Deal Comments

Dpspk. Tby Vkgg Kpznbrh 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 6, 2005

Oaktree Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M2J	WJL	7.000	-	-	QQQ-	-	-	-	60.00%	-	Zuwluked	ALGS	435-450	470	VNXR+470	-	-
KH	CUB	72.000	-	-	RR-	-	-	-	9.00%	-	Dvkllluk	SOEO	625-650	650	NJNI+650	-	-
A2B	RZG	17.000	-	-	DDD	-	-	-	19.00%	-	Tlbxkhil	MXXC	155x	158	VZLU+158	-	-
I1O	YSY	117.000	-	-	LLL	-	-	-	18.00%	-	Ubqjykbe	HIOG	136w	138	UYNP+138	-	-
E1ZA	XRI	26.000	-	-	GGG	-	-	-	40.00%	-	Eyyfuzjl	SAIH	-	138	BQUD+138	-	-
EJ	GJP	22.000	-	-	MM	-	-	-	92.00%	-	Sdfjdpsh	HEII	165-170	175	TWQG+175	-	-
Bmw	JBU	32.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
BS	RLB	16.000	-	-	F	-	-	-	79.00%	-	Wuuahlwm	HIIH	200-210	210	ENTO+210	-	-
L1W	ZBH	53.000	-	-	BBB-	-	-	-	78.00%	-	Kcdluzqn	XCSG	300-310	330	BDQY+330	-	-

Tranche Comments

I1O: Redemption: 2026-09-10; Registration: 144K/Tqs K; E1ZA: Redemption: 2026-09-10; Registration: 144V/Gej N; A2B: Redemption: 2026-09-10; Registration: 144B/Bvc Y; EJ: Redemption: 2026-09-10; Registration: 144Y/Kbx V; BS: Redemption: 2026-09-10; Registration: 144W/Rxd Z; L1W: Redemption: 2026-09-10; Registration: 144T/Trs B; M2J: Redemption: 2026-09-10; Registration: 144T/Ypt V; KH: Redemption: 2026-09-10; Registration: 144W/Www W; Bmw: Redemption: 2026-09-10; Registration: 144Z/Kwn M;

Deal Comments

Lkpkb. Awb Izll Wkmewrq 2.00

Pricing Speed

20% LHW

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 23, 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
Gjx	BBB	34.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
V2	OSU	44.000	-	EX	PPP	-	-	-	86.00%	-	Yyqbxupg	NSAE	150r	157	EJAB+157	-	-
C1	PUV	778.000	-	Bkk	AAA	-	-	-	43.00%	-	Xcmpempd	ZDAN	-	136	KJVT+136	-	-
T	BOX	14.000	-	OX	EE	-	-	-	63.00%	-	Zjsxtxlo	DDWW	160-165	165	VMAP+165	-	-
M1	BYD	50.000	-	LR	OOO-	-	-	-	26.00%	-	Cmmdzwhz	KVZM	285-290	300	ZOOE+300	-	-
B2	EUY	6.000	-	HM	HHH-	-	-	-	15.00%	-	Nhpvxzfp	NTGV	415-425	420	PQBE+420	-	-
C	GCH	90.000	-	DE	FF-	-	-	-	6.00%	-	Hpbwfmcj	XGUO	550s	560	SGNZ+560	-	-
D	WGY	58.000	-	UI	I	-	-	-	36.00%	-	Vvsjpiiq	CMHK	190-195	200	NVYV+200	-	-

Tranche Comments

C1: Redemption: 2026-10-22; Registration: 144N/Xuz G; Comments: Rvn-omrbnb; V2: Redemption: 2026-10-22; Registration: 144T/Hyt D; T: Redemption: 2026-10-22; Registration: 144M/Aym F; D: Redemption: 2026-10-22; Registration: 144F/Tkr H; M1: Redemption: 2026-10-22; Registration: 144B/Leg X; B2: Redemption: 2026-10-22; Registration: 144Z/Pmm K; C: Redemption: 2026-10-22; Registration: 144H/Kaz K; Gjx: Redemption: 2026-10-22; Registration: 144Z/Xob Z;

Deal Comments

Ykf Njww Bbnrked 2.00

Risk Retention

VQ - Quz

Pricing Speed

20% HCG

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 3, 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
E-XX	ERW	26.400	6.28	-	UU	-	-	-	62.00%	-	Imddmhon	3zSGTA	-	192	3vUVKC+192	-	375.00000
Y-1-NN	ZRV	60.900	3.44	-	JJJ	-	-	-	43.00%	-	Ikbdejvh	3dCUIX	-	340	3oMMIS+340	-	643.00000
A-ZZ	QFF	81.400	6.23	-	I	-	-	-	18.60%	-	Etoldhwt	3tJNQA	-	227	3bICCQ+227	-	393.00000
B-2-WW	KIA	27.980	56.40	-	PPP-	-	-	-	84.80%	-	Nbbhnemn	3hMBCP	-	470	3mGCKV+470	-	676.00000
Psi	XJN	84.720	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D	LMS	5.400	1.99	-	LLL	-	-	-	-	-	Ouvzatko	3iMUIM	-	105	3aSGCR+105	-	221.00000
L-OO	RVE	520.400	9.96	-	CCC	-	-	-	51.00%	-	Dbkeebfs	3nHXZX	-	151	3iPAZC+151	-	197.00000
X-AA	HCL	10.800	77.54	-	OO-	-	-	-	8.50%	-	Cylxsyqd	3rSCWP	-	675	3nNZII+659	-	83.00000

Tranche Comments

D: First Pay: 2024-07-20; Redemption: 2026-06-18; Registration: 144K/Pwj F; L-OO: First Pay: 2024-07-20; Redemption: 2026-06-18; Registration: 144K/Fbp O; E-XX: First Pay: 2024-07-20; Redemption: 2026-06-18; Registration: 144W/Gzi F; A-ZZ: First Pay: 2024-07-20; Redemption: 2026-06-18; Registration: 144V/Hon S; Y-1-NN: First Pay: 2024-07-20; Redemption: 2026-06-18; Registration: 144M/Feh A; B-2-WW: First Pay: 2024-07-20; Redemption: 2026-06-18; Registration: 144V/Jeg B; X-AA: First Pay: 2024-07-20; Redemption: 2026-06-18; Registration: 144A/Hdt N; Psi: First Pay: 2024-07-20; Redemption: 2026-06-18; Registration: 144D/Gkx A;

Deal Comments

Eyoyt. Twx Gfcc Zynowtm 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 9, 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
U	QFW	82.000	9.30	-	GG	-	-	-	33.00%	-	Lhxchlra	MHZJ	-	195	EMUH+195	-	-
N-1	KCX	10.000	2.20	-	YYY-	-	-	-	85.00%	-	Rjqjfpmj	KNGL	-	345	TMMX+345	-	-
Ehw	FHK	15.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
J-2	XVL	5.000	48.60	-	OOO-	-	-	-	39.00%	-	Wfpasmfp	ZHFI	-	525	YPUS+525	-	-
Y-2	IFA	79.000	7.60	-	SSS	-	-	-	44.00%	-	Nyzqjvcc	KEVB	-	170	PXCR+170	-	-
D	KXB	31.000	74.30	-	VV-	-	-	-	5.00%	-	Rdhfjodt	QAZA	-	650	EGBC+650	-	-
O-1	XTZ	469.000	1.20	-	PPP	-	-	-	71.00%	-	Tvwklxmj	AKZK	-	153	QCJS+153	-	-
X	JXS	97.000	5.90	-	J	-	-	-	82.00%	-	Vmyckihf	DLYV	-	240	QZUN+240	-	-

Tranche Comments

O-1: Redemption: 2026-04-20; Registration: 144J/Umx S; Y-2: Redemption: 2026-04-20; Registration: 144P/Rdv O; U: Redemption: 2026-04-20; Registration: 144I/Adk H; X: Redemption: 2026-04-20; Registration: 144L/Vno W; N-1: Redemption: 2026-04-20; Registration: 144H/Lzx R; J-2: Redemption: 2026-04-20; Registration: 144H/Ymh Z; D: Redemption: 2026-04-20; Registration: 144T/Ksb Z; Ehw: Redemption: 2026-04-20; Registration: 144H/Gdu U;

Deal Comments

Xyv Lztt Bxaryus 2.00

Risk Retention

DC - Nca

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 9, 1997

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-2	YHU	18.000	5.20	-	RRR	-	-	-	74.00%	-	Yktvzrts	ILTM	-	175	JHZQ+175	-	-
R	RRG	27.000	6.60	-	VV	-	-	-	43.00%	-	Dhfcrbqa	UUCK	-	205	UQCZ+205	-	-
Y	NKY	4.000	3.00	-	NNN	-	-	-	-	-	Ddfqeyze	VZBG	-	95	ZAEW+95	-	-
M	KJI	63.000	49.40	-	DDD-	-	-	-	95.00%	-	Zjhspacy	UDDN	-	365	KLSI+365	-	-
Cvy	GTS	44.000	-	-	YJ	-	-	-	-	-	-	-	-	-	-	-	Retained
P-1	KPZ	277.000	4.20	-	QQQ	-	-	-	55.00%	-	Lluprukq	LQIH	-	155	PZKU+155	-	-
I	YQD	11.000	3.30	-	K	-	-	-	62.00%	-	Nvrsfdhc	GHDS	-	250	CMND+250	-	-
M	PGA	59.000	61.60	-	ZZ-	-	-	-	7.00%	-	Fdrhejrt	TLUW	-	675	VLPG+659	-	-

Tranche Comments

Y: Redemption: 2026-04-20; Registration: 144V/Jny P; P-1: Redemption: 2026-04-20; Registration: 144T/Pmt E; S-2: Redemption: 2026-04-20; Registration: 144I/Jya B; R: Redemption: 2026-04-20; Registration: 144F/Iiv S; I: Redemption: 2026-04-20; Registration: 144F/Pjh U; M: Redemption: 2026-04-20; Registration: 144Y/Oku F; M: Redemption: 2026-04-20; Registration: 144V/Bhx U; Cvy: Redemption: 2026-04-20; Registration: 144C/Gdp D;

Deal Comments

Haa Tsvv Catyabr 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 24, 2014

Oaktree Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L1I	UEG	828.000	-	-	TTT	-	-	-	-	-	Bssdklmu	MOOB	155e	155	DVME+155	-	-
MU	KFZ	72.000	-	-	R	-	-	-	-	-	Eeuuzxzw	NGBJ	270c	270	VCHG+270	-	-
C2E	VTQ	68.000	-	-	CCC	-	-	-	-	-	Ofmvjxcx	BXVO	175r	180	EYWF+180	-	-
XZ	USV	63.000	-	-	TT	-	-	-	-	-	Tekpxdzk	BZDY	220z	215	AQQS+215	-	-
GE	LNR	45.300	-	-	EE-	-	-	-	-	-	Tismo	WDAQ	-	775	DBQA+775	-	-
UI	JJW	26.000	-	-	HHH-	-	-	-	-	-	Mxqcvipp	NSOP	425-450	450	CELY+450	-	-

Tranche Comments

L1I: Redemption: 2024-07-15; Registration: 144D/Lvo V; C2E: Redemption: 2024-07-15; Registration: 144H/Qro F; XZ: Redemption: 2024-07-15; Registration: 144Q/Tmm A; MU: Redemption: 2024-07-15; Registration: 144U/Qfd Z; UI: Redemption: 2024-07-15; Registration: 144Q/Yvt H; GE: Redemption: 2024-07-15; Registration: 144Y/Ljb T;

Deal Comments

Dtxtbhbatbj. Rvb Bhyy Ntetvqn 0.5

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 17, 2016