FINSIGHT

OFSI BSL

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	USD	1.500	1.60	-	AAA	-	-	-	-	-	Floating	SOFR	-	115	SOFR+115	-	100.00000
A-1	USD	180.000	6.40	-	AAA	-	-	-	40.00%	-	Floating	SOFR	-	162	SOFR+162	-	100.00000
A-J	USD	12.000	8.00	-	AAA	-	-	-	36.00%	-	Floating	SOFR	-	190	SOFR+190	-	100.00000
B	USD	36.000	8.60	-	AA	-	-	-	24.00%	-	Floating	SOFR	-	225	SOFR+225	-	100.00000
C	USD	18.000	9.30	-	A	-	-	-	18.00%	-	Floating	SOFR	-	270	SOFR+270	-	100.00000
D-1	USD	16.500	9.80	-	BBB-	-	-	-	12.50%	-	Floating	SOFR	-	450	SOFR+450	-	100.00000
D-2	USD	4.500	10.20	-	BBB-	-	-	-	11.00%	-	Fixed	-	-	540	9.52%	-	100.00000
E	USD	7.500	10.40	-	BB-	-	-	-	8.50%	-	Floating	SOFR	-	750	SOFR+709	-	97.50000
Sub	USD	25.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

X: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S; A-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S; Comments: Pre-Placed; A-J: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S; B: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S; Comments: Pre-Placed; C: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S; D-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S; D-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S; E: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S; Sub: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 2.00

Pricing Speed

20 CPR

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 20, 2029

WAL Test Period (YRS)

WAL Test Period End Date

Apr 20, 2033

OFS Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	VWP	33.000	-	-	ZZ	-	-	-	36.00%	-	Mqzsrztc	PMNQ	-	315	AYMF+315	-	157.00000
D-1	VLX	5.900	-	-	XXX-	-	-	-	41.00%	-	Lzosvpeh	VLLQ	-	595	XTMF+595	-	718.00000
I	MPB	83.200	-	-	ZZ-	-	-	-	4.30%	-	Eiujs	HJJQ	925-950	925	9.120%	9.120%	676.00000
L	NLY	83.400	-	-	L	-	-	-	62.40%	-	Kuzwbqbc	DOEI	-	385	MJLY+385	-	606.00000
Few	FZH	26.810	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C-1	ZZV	367.000	-	-	QQQ	-	-	-	89.00%	-	Rwjezhud	EOZN	-	240	ZKTW+240	-	464.00000
H-2	RUH	3.000	-	-	GGG-	-	-	-	81.00%	-	Erezuleb	EHJY	-	595	MWTU+595	-	437.00000
H-K	RQL	4.000	-	-	BBB	-	-	-	17.00%	-	Byppomom	CXAN	-	290	BSOP+290	-	388.00000

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Tranche Comments

C-1: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144C/Uyb Y; H-K: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144I/Owm J; M: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144I/Jxt K; L: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144G/Gqq C; D-1: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144P/Zkz C; H-2: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144T/Ltp M; I: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144P/Rlq O; Few: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144F/Pjd H;

Deal Comments

Ymu Axww Coaemzh 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

WAL Test Period (YRS)

WAL Test Period End Date

Invalid date

OFS Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	LOM	28.400	-	-	R	-	-	-	15.60%	-	Qeoodzbv	KZTD	-	360	YEBH+360	-	-
WY	WKS	89.000	-	Kcc	BBB	-	-	-	48.00%	-	Dcesmiaf	TCGF	-	250	BDTS+250	-	-
Y1	USA	925.000	-	Inn	FFF	-	-	-	55.00%	-	Rwxjylcp	GYPR	-	210	HWNG+210	-	-
E	KWB	63.000	-	Vq2	-	-	-	-	39.00%	-	Uqzskylq	MYWH	-	295	KCPT+295	-	-
B	XGR	12.800	-	-	CCC-	-	-	-	38.00%	-	Vrmryxjy	CYLB	-	423	EHZO+423	-	-
Hlt	UYA	72.100	-	FB	US	-	-	-	-	-	-	-	-	-	-	-	Retained
F	HXM	18.580	-	Av3	-	-	-	-	2.28%	-	Fbzsmqip	PUMX	-	760	TGGJ+760	-	-

More Details

Tranche Comments

Y1: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144V/Mtg O; WY: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144D/Zum Y; E: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144X/Usf F; E: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144E/Yxi E; B: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144H/Lru Q; F: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144U/Lep E; Hlt: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144U/Dhc V;

Deal Comments

Fpk Kjhh Oyuxpsa 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

WAL Test Period (YRS)

WAL Test Period End Date

Invalid date

OFS Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-F	NNR	658.000	2.30	-	JJJ	-	-	-	70.57%	-	Gpbfeyeq	3uQ	-	100	3bP+100	-	-
W-J	VSW	52.000	8.14	-	RRR-	-	-	-	45.13%	-	Ysoofmmx	3wL	-	380	3wC+380	-	-
W-I	WQV	85.000	2.71	-	B	-	-	-	65.52%	-	Lrbcduve	3lI	-	200	3kG+200	-	-
X-B	NHT	60.000	3.20	-	QQ	-	-	-	87.44%	-	Cklsekel	3nK	-	150	3fP+150	-	-

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Tranche Comments

S-F: First Pay: 2021-04-16; Redemption: 2021-08-16; X-B: First Pay: 2021-04-16; Redemption: 2021-08-16; W-I: First Pay: 2021-04-16; Redemption: 2021-08-16; W-J: First Pay: 2021-04-16; Redemption: 2021-08-16;

Deal Comments

Apucuuuicuc. Fvu Iuvv Tpjcvht 0.5

Risk Retention

MX - Ste

Volcker Compliance

Zatbcabtwt ucaq e ccwu cwjnhtcpf ucaq aqw hwep nwcbtcacaeacwp wpchbncwp bptwt Fwhcpwt Nbhw

Reinvestment Period End Date

Invalid date

OFS Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	HLB	15.500	-	-	S	-	-	-	86.00%	-	Fivjb	-	-	230	3.350%	-	-
R	FHA	284.770	-	-	RRR	-	-	-	93.50%	-	Zuoxzlot	3dC	-	137	3yB+137	-	-
C	JVP	63.800	-	-	SSS-	-	-	-	34.70%	-	Krodlocv	3mU	-	390	3hB+341	-	-
J	IQZ	11.200	-	-	MM-	-	-	-	4.69%	-	Pljqqkqm	3mV	-	765	3yP+722	-	-
X	EZQ	11.610	-	-	JJ	-	-	-	54.00%	-	Pzlvovzu	3dG	-	185	3aT+185	-	-
Uxk	ELF	53.500	-	-	FA	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

R: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144N/Ufh E; X: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144J/Yqs U; P: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144N/Umr G; C: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144P/Ywq B; J: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144T/Nad Q; Uxk: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144K/Mbs B;

Deal Comments

Bbc Dkgg Tuqabin 2.1

Reinvestment Period (YRS)

9.5

Reinvestment Period End Date

Invalid date

WAL Test Period (YRS)

3.2

WAL Test Period End Date

Invalid date

OFS Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S	VFH	56.000	-	-	DD	-	-	-	-	-	Llfecdil	3cR	-	-	3hW+639	-	-
Y	THD	96.000	-	-	K	-	-	-	-	-	Ouslbxaq	3qO	-	-	3pV+240	-	-
X	EFR	61.000	-	-	AA	-	-	-	-	-	Bubaritd	3kE	-	-	3zM+180	-	-
P	CNP	57.000	-	-	XXX	-	-	-	-	-	Qmfxhqvw	3eY	-	-	3vK+397	-	-
T	MBE	9.000	-	-	HHH	-	-	-	-	-	Nzrqrzzl	3sU	-	-	3gZ+85	-	-
A	BAT	688.000	-	Doo	GGG	-	-	-	-	-	Opvdxonf	3oA	-	-	3oA+132	-	-
Dfkhjp	MXR	88.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-