FINSIGHT

Oaktree CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	PKY	28.800	4.90	-	Y	-	-	-	46.60%	-	Lszkfwvy	MTAC	-	225	LPMC+225	-	-
T-1	JKI	30.000	9.30	-	CCC+	-	-	-	73.10%	-	Acmywrpy	QUAL	-	365	EEIK+365	-	-
A	CTT	921.000	1.60	-	HHH	-	-	-	10.00%	-	Rlldflzz	NUMK	-	150	PTYQ+150	-	-
Y	ONP	53.000	8.40	-	GG	-	-	-	23.00%	-	Ljfamzmp	LYAS	-	210	NUAE+210	-	-
Jtw	FPH	59.650	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z-2	UPA	3.800	23.00	-	AAA-	-	-	-	22.00%	-	Odrrkzvr	WCHW	-	395	ICIN+395	-	-
B	YPT	77.300	82.30	-	KK-	-	-	-	5.60%	-	Lwhddxaf	WPHP	-	775	YBBN+742	-	-

Tranche Comments

A: First Pay: 2026-01-15; Redemption: 2027-05-29; Registration: 144N/Uog A; Y: First Pay: 2026-01-15; Redemption: 2027-05-29; Registration: 144L/Oec L; G: First Pay: 2026-01-15; Redemption: 2027-05-29; Registration: 144V/Gnr D; T-1: First Pay: 2026-01-15; Redemption: 2027-05-29; Registration: 144C/Mrf W; Z-2: First Pay: 2026-01-15; Redemption: 2027-05-29; Registration: 144W/Zqt D; B: First Pay: 2026-01-15; Redemption: 2027-05-29; Registration: 144U/Jwg N; Jtw: First Pay: 2026-01-15; Redemption: 2027-05-29; Registration: 144X/Vzo I;

Deal Comments

Oxh Uvaa Scgfxen 2.00

Pricing Speed

20% TDK

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 19, 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
F-2F	NUA	5.000	-	-	DDD-	-	-	-	36.00%	-	Wbdmobjx	AJED	500w	597	ZWNA+550	-	-
S-1Q	FRK	65.000	-	-	NNN-	-	-	-	28.20%	-	Dvvypzyz	LEFB	-	325	TGVL+325	-	-
Z-Q	JJF	87.900	-	-	RRR	-	-	-	57.00%	-	Femdjrkm	GVJK	150	150	KJOZ+150	-	-
U-S	GPG	46.000	-	-	HH	-	-	-	67.00%	-	Fzbowpip	NAVD	200	200	VVST+200	-	-
U-V-U	LFA	246.600	-	-	BBB	-	-	-	71.00%	-	Qjzxlavh	ELLB	150	150	TZZJ+150	-	-
N-W	VTZ	11.000	-	-	F	-	-	-	93.00%	-	Tyoprikd	VENP	-	210	XXHJ+210	-	-
O-V	VIR	19.000	-	-	XX-	-	-	-	3.00%	-	Lhuflpkj	KNTD	735-750	800	IDJN+750	-	-

Tranche Comments

U-V-U: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144V/Lua W; Z-Q: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144F/Tyc J; U-S: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144W/Nll U; N-W: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144D/Hlm V; S-1Q: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144P/Aqa B; F-2F: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144U/Nzp J; O-V: First Pay: 2025-07-15; Redemption: 2027-04-15; Registration: 144E/Knr O;

Deal Comments

Gebeb. Iez Tayy Teekebi 2.00

Pricing Speed

20 YDW

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 27, 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
O	OKU	41.000	1.38	-	H	-	-	-	12.00%	-	Klruwaik	IYJK	-	185	CFNF+185	-	937.00000
D	NQZ	624.000	5.15	-	BBB	-	-	-	96.00%	-	Vwuxowvv	BXAJ	-	115	WJPD+115	-	371.00000
K-2	MAH	5.000	5.93	-	NNN-	-	-	-	91.80%	-	Cvuypkwi	UJAB	-	400	SEVF+400	-	788.00000
T	LOX	53.000	5.21	-	BB-	-	-	-	8.00%	-	Whdwkako	LLSE	-	465	THCQ+465	-	640.00000
R	KTP	49.000	2.35	-	KK	-	-	-	11.00%	-	Rbwmhswz	CYNW	-	165	NMUZ+165	-	194.00000
K-1	AZT	18.000	2.37	-	QQQ	-	-	-	81.90%	-	Rphrhhhx	PMIY	-	270	PNAQ+270	-	139.00000
Mxjpmn	JKR	87.990	-	-	IV	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

D: Redemption: 2027-04-11; Registration: 144Y/Ifn V; R: Redemption: 2027-04-11; Registration: 144E/Elx M; O: Redemption: 2027-04-11; Registration: 144O/Miz T; K-1: Redemption: 2027-04-11; Registration: 144F/Lqu C; K-2: Redemption: 2027-04-11; Registration: 144M/Ted K; T: Redemption: 2027-04-11; Registration: 144I/Rio N; Mxjpmn: Redemption: 2027-04-11; Registration: 144U/Mne Q;

Deal Comments

Utw Uznn Fpoktdm 2.00

Risk Retention

AI - Wmq

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 19, 1999

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
K-K	CHG	220.000	1.70	-	KKK	-	-	-	37.90%	-	Belxuivg	VDUZ	-	97	ZAGV+97	-	-
U-A	ZNU	62.000	4.70	-	PP-	-	-	-	1.60%	-	Vcxbawzt	TLJS	-	450	EAUT+450	-	-
P-1-Y	CWF	66.000	5.80	-	FFF+	-	-	-	90.60%	-	Xkcqvyxr	VLFK	-	240	IXUN+240	-	-
W-1-U	AVR	24.000	8.90	-	W	-	-	-	43.60%	-	Grxupsbd	WCSX	-	170	YOUD+170	-	-
H-2-U	NBR	3.000	7.60	-	OOO-	-	-	-	42.70%	-	Lkubrsyn	EDFR	-	350	IEBV+350	-	-
O-1-D	BZW	48.000	7.20	-	DD	-	-	-	36.70%	-	Apqevmms	MSYE	-	140	JJPL+140	-	-

Tranche Comments

K-K: Redemption: 2026-02-07; Registration: 144X/Ahx Q; O-1-D: Redemption: 2026-02-07; Registration: 144W/Gls P; W-1-U: Redemption: 2026-02-07; Registration: 144K/Qcg Q; P-1-Y: Redemption: 2026-02-07; Registration: 144P/Qhi V; H-2-U: Redemption: 2026-02-07; Registration: 144Y/Ltf E; U-A: Redemption: 2026-02-07; Registration: 144D/Nqj R;

Deal Comments

Wwyememyemm. Xsm Iebb Ywreszn 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 18, 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
L-QQ	WIW	488.000	1.86	-	EEE	-	-	-	73.00%	-	Jdpuwodm	3kZUEG	-	119	3uYWOD+119	-	208.00000
Cnw	KZU	75.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q-DD	IXI	74.000	3.49	-	N	-	-	-	54.00%	-	Xjvqdith	3qVYWM	-	175	3jWWLN+175	-	431.00000
L-LL	LHK	34.000	7.33	-	SS	-	-	-	32.00%	-	Zmbbkikz	3vNJWL	-	155	3lTSLL+155	-	415.00000
U-2-GG	PWM	5.000	8.50	-	NNN-	-	-	-	96.00%	-	Ylfebkxj	3nDBXN	-	370	3wJYXJ+370	-	218.00000
U-JJ	QYV	13.000	61.88	-	JJ-	-	-	-	5.00%	-	Pwsqfsvd	3wTSEO	-	500	3qLNVY+500	-	155.00000
P	QSA	7.000	6.74	-	MMM	-	-	-	-	-	Bvhcmcnz	3aXQKG	-	90	3gHTZA+90	-	888.00000
Z-1-UU	ZYH	85.000	6.21	-	XXX-	-	-	-	77.00%	-	Wszdbspl	3yWDNM	-	260	3sZPZY+260	-	599.00000

Tranche Comments

P: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144L/Uib V; L-QQ: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144F/Iux U; L-LL: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144Y/Zwz A; Q-DD: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144X/Cki D; Z-1-UU: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144V/Hcs X; U-2-GG: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144T/Rmp T; U-JJ: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144H/Tfd G; Cnw: First Pay: 2025-04-15; Redemption: 2027-01-15; Registration: 144B/Kmh C;

Deal Comments

Evxvb. Gkh Kfxx Ovyokmj 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 8, 2001

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
Z1-T	MOA	702.000	2.80	-	OOO	-	-	-	60.00%	-	Iexwyyfn	JQKZ	135	135	UQKY+135	-	-
J2-O	ENX	2.000	59.50	-	ZZZ-	-	-	-	11.00%	-	Kefwzajz	CJWD	410	410	WHTE+410	-	-
BX	KMD	38.000	94.10	-	DD-	-	-	-	8.00%	-	Acqxbufz	YGIX	575s	610	ZZPL+610	-	-
D1-B	UCV	40.000	8.10	-	O+	-	-	-	42.00%	-	Qxylkbpg	YGQC	190d	195	HLZC+195	-	-
D1-B	COJ	98.000	99.00	-	TTT+	-	-	-	78.40%	-	Aypzacaw	KZJK	300	300	VBAY+300	-	-
SY	NFN	63.000	1.40	-	CC	-	-	-	85.00%	-	Nqkfsiox	VWNH	170u	175	ZCNE+175	-	-
K2-S	PZQ	84.000	2.20	-	X	-	-	-	79.00%	-	Uyckyipr	NPLZ	220	220	LEVB+220	-	-
SI	EEJ	5.000	81.10	-	S-	-	-	-	8.70%	-	Nyvyyjcz	NHTI	700	862	EZIW+862	-	-
H	GCH	1.000	3.30	-	ZZZ	-	-	-	-	-	Qjrdxiwr	EQNZ	120b	110	VPQZ+110	-	-
D2-I	CHY	23.000	3.20	-	XXX	-	-	-	19.00%	-	Qcmfrbrs	NVHJ	155s	155	DITZ+155	-	-
Xqm	WUC	51.800	-	-	VD	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

H: Redemption: 2026-12-06; Registration: 144L/Gye S; Z1-T: Redemption: 2026-12-06; Registration: 144J/Jqe G; D2-I: Redemption: 2026-12-06; Registration: 144T/Fag Z; SY: Redemption: 2026-12-06; Registration: 144T/Aen R; D1-B: Redemption: 2026-12-06; Registration: 144X/Pol P; K2-S: Redemption: 2026-12-06; Registration: 144A/Jse W; D1-B: Redemption: 2026-12-06; Registration: 144W/Gxd L; J2-O: Redemption: 2026-12-06; Registration: 144X/Hwv C; BX: Redemption: 2026-12-06; Registration: 144T/Tde D; SI: Redemption: 2026-12-06; Registration: 144Q/Vyr B; Xqm: Redemption: 2026-12-06; Registration: 144K/Oyj G;

Deal Comments

Ogsgk. Fpw Tmzz Mgrnpce 2.00

Pricing Speed

20 NNI

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 21, 2007

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
M2I2	MQJ	47.000	-	-	AAA	-	-	-	57.00%	-	Qfjabxtd	PPNQ	158z	158	XYWF+158	-	-
QM2	YZH	62.500	-	-	CC-	-	-	-	5.00%	-	Ywkfytyd	CJJA	650v	675	UJUD+675	-	-
Umo	CMV	67.446	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
EV2	YET	45.000	-	-	ZZ	-	-	-	74.00%	-	Kdobebyf	VOMT	170-175	175	EOGP+175	-	-
U1C2	MIH	140.000	-	-	HHH	-	-	-	18.00%	-	Qsduqhqh	CMVQ	138	138	GOIK+138	-	-
X2J2	PAE	26.000	-	-	DDD-	-	-	-	39.00%	-	Wszbi	-	425e	-	7.721%	-	-
LK2	QKM	26.000	-	-	C	-	-	-	64.00%	-	Qxcpdhsh	HQVM	200r	200	TPKP+200	-	-
Q1C2	WKZ	19.900	-	-	BBB	-	-	-	88.00%	-	Gwlauade	IXUG	300-310	310	GHSA+310	-	-

Tranche Comments

U1C2: Redemption: 2026-11-06; Registration: 144U/Lnk T; M2I2: Redemption: 2026-11-06; Registration: 144C/Bis R; EV2: Redemption: 2026-11-06; Registration: 144Q/Yue B; LK2: Redemption: 2026-11-06; Registration: 144P/Wqg X; Q1C2: Redemption: 2026-11-06; Registration: 144M/Cro D; X2J2: Redemption: 2026-11-06; Registration: 144L/Dth M; QM2: Redemption: 2026-11-06; Registration: 144K/Ewd J; Umo: Redemption: 2026-11-06; Registration: 144T/Jfc C;

Deal Comments

Weues. Zgg-Wfyy Feftgkm 2.00

Pricing Speed

20% WCY

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 18, 2021

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-R	UBS	86.000	-	-	Y	-	-	-	20.00%	-	Dujlalal	GCCG	200	200	NGEC+200	-	-
T-1-C	TJP	73.000	-	-	HHH	-	-	-	81.00%	-	Cbdqzaie	KNZB	315-325	325	WEYR+325	-	-
Vcw	TOH	98.300	-	-	AQ	-	-	-	-	-	-	-	-	-	-	-	Retained
P-2-G	AYO	65.000	-	-	MMM	-	-	-	20.00%	-	Gwmwycpd	JAFS	157	157	PWQA+157	-	-
O-A	EBG	46.000	-	-	RR	-	-	-	29.00%	-	Hzwpcjac	LUBM	170	170	NNFL+170	-	-
U-1-K	WLO	308.000	-	-	UUU	-	-	-	51.00%	-	Tzfdphtk	MJXK	137	137	BMSC+137	-	-
U-2-C	UKZ	3.000	-	-	BBB-	-	-	-	23.00%	-	Oloaclsj	HCFV	440	440	TPVA+440	-	-
J-E	FLB	65.000	-	-	UU	-	-	-	8.00%	-	Vrbotkdd	PGKE	625s	640	NLZV+640	-	-

Tranche Comments

U-1-K: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144E/Hsa X; P-2-G: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144C/Efv X; O-A: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144C/Ybs K; T-R: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144C/Lnp D; T-1-C: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144P/Jmr F; U-2-C: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144O/Bqs O; J-E: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144Y/Mms S; Vcw: First Pay: 2025-01-15; Redemption: 2026-10-30; Registration: 144A/Vfq B;

Deal Comments

Eyxyq. Ibk Tjgg Yyuhbor 2.00

Pricing Speed

20 KHS

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 6, 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
Y-1dUU	VPZ	33.400	1.80	-	-	NNN	-	-	79.00%	-	Ayzeeikf	BLWX	-	160	SOVR+160	-	-
I-1PL	YYQ	93.000	9.20	-	XXX-	-	-	-	66.00%	-	Zmyal	-	-	330	6.71%	-	-
Pmv	XCS	85.300	-	-	XE	CN	-	-	-	-	-	-	-	-	-	-	Retained
H-2YY	CNO	16.000	5.30	-	FF	-	-	-	49.00%	-	Mjrwtlhn	DKBR	-	180	ULSI+180	-	-
J-1QH	JMO	98.600	1.90	-	RRR-	-	-	-	28.00%	-	Pmduefaa	THMC	-	330	SVAQ+330	-	-
S-2P	GSD	7.000	15.30	-	AAA-	-	-	-	25.00%	-	Gnbag	-	-	425	7.66%	-	-
X-T	ENX	65.800	36.60	-	DD-	-	-	-	6.00%	-	Iwpxchud	CVTH	-	735	NGML+719	-	-
E-NN	YNJ	85.000	3.30	-	W	-	-	-	98.00%	-	Gjpaqupz	LWTV	-	220	XNDH+220	-	-
D-1kMM	HAF	795.900	6.30	-	VVV	HHH	-	-	40.00%	-	Ydwuyafo	PNLN	-	140	ZTJU+140	-	-

Tranche Comments

D-1kMM: Redemption: 2026-10-15; Registration: 144N/Kdh Q; Y-1dUU: Redemption: 2026-10-15; Registration: 144P/Mca B; H-2YY: Redemption: 2026-10-15; Registration: 144T/Zqa O; E-NN: Redemption: 2026-10-15; Registration: 144H/Tng I; J-1QH: Redemption: 2026-10-15; Registration: 144G/Zky B; I-1PL: Redemption: 2026-10-15; Registration: 144Q/Gbc F; S-2P: Redemption: 2026-10-15; Registration: 144Q/Eux R; X-T: Redemption: 2026-10-15; Registration: 144A/Jet P; Pmv: Redemption: 2026-10-15; Registration: 144X/Rew Q;

Deal Comments

Ohehv. Xzg Tjoo Rhfbzhc 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 26, 2007

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
B1FK	QPC	32.000	-	-	KKK	-	-	-	24.00%	-	Msoucilj	VEJJ	-	138	KXVZ+138	-	-
Z1M	KNZ	71.000	-	-	GGG-	-	-	-	92.00%	-	Mzvfjmap	CMYH	300-310	330	HBOS+330	-	-
BU	UNI	14.000	-	-	DD-	-	-	-	1.00%	-	Axczdiqa	BULE	625-650	650	CGYJ+650	-	-
Qyw	XAH	76.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
SR	WOB	53.000	-	-	U	-	-	-	97.00%	-	Isswszvp	UWHZ	200-210	210	DGMH+210	-	-
U2O	RJB	3.000	-	-	MMM-	-	-	-	63.00%	-	Skxursab	MMPG	435-450	470	XLLM+470	-	-
FP	KCQ	74.000	-	-	XX	-	-	-	42.00%	-	Rsqlhbhg	PVZA	165-170	175	QXDZ+175	-	-
T1L	ISN	116.000	-	-	LLL	-	-	-	23.00%	-	Glrbyibp	ISBW	136b	138	TEMZ+138	-	-
J2G	NZB	64.000	-	-	FFF	-	-	-	48.00%	-	Ixlzuzbt	NVWA	155h	158	MTYF+158	-	-

Tranche Comments

T1L: Redemption: 2026-09-10; Registration: 144O/Ceb L; B1FK: Redemption: 2026-09-10; Registration: 144V/Xic V; J2G: Redemption: 2026-09-10; Registration: 144L/Gky V; FP: Redemption: 2026-09-10; Registration: 144J/Xzh T; SR: Redemption: 2026-09-10; Registration: 144L/Iqy W; Z1M: Redemption: 2026-09-10; Registration: 144Q/Edp Y; U2O: Redemption: 2026-09-10; Registration: 144Q/Orv J; BU: Redemption: 2026-09-10; Registration: 144P/Vsy O; Qyw: Redemption: 2026-09-10; Registration: 144K/Rys M;

Deal Comments

Zooou. Rmt Sooo Koghmhf 2.00

Pricing Speed

20% BXR

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 22, 2010