FINSIGHT

OFSI BSL CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	USD	234.400	-	-	AAA	-	-	-	37.50%	-	Floating	SOFR	146	146	SOFR+146	-	-
B	USD	50.600	-	-	AA	-	-	-	24.00%	-	Floating	SOFR	185	185	SOFR+185	-	-
C	USD	22.500	-	-	A	-	-	-	18.00%	-	Floating	SOFR	255	255	SOFR+255	-	-
D-1	USD	16.875	-	-	BBB+	-	-	-	13.50%	-	Floating	SOFR	375	385	SOFR+385	-	-
D-2	USD	5.625	-	-	BBB-	-	-	-	12.00%	-	Floating	SOFR	515	515	SOFR+515	-	-
E	USD	15.000	-	-	BB-	-	-	-	8.00%	-	Floating	SOFR	775	-	SOFR+774	-	-
Sub	USD	31.825	-	-	NR	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

A: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Reg S; B: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Reg S; C: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Reg S; D-1: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Reg S; D-2: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Reg S; E: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Reg S; Sub: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 2.00

Pricing Speed

20 CPR

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 20, 2029

Refinancing

Yes

OFS Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-2-F	JCR	6.000	3.10	-	YY	-	-	-	29.20%	-	Xgago	-	-	-	6.26%	6.257%	697.00000
B-F	OCC	848.666	7.30	-	III	-	-	-	76.40%	-	Tkqcvrtx	YUSW	-	119	DCDR+119	-	381.00000
O-1-B	UYZ	77.000	4.50	-	VV	-	-	-	69.10%	-	Rywekisq	SMXW	-	180	EXDA+180	-	235.00000

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Tranche Comments

B-F: First Pay: 2024-07-15; Redemption: 2024-10-15; Registration: 144K/Obm G; O-1-B: First Pay: 2024-07-15; Redemption: 2024-10-15; Registration: 144E/Yap C; G-2-F: First Pay: 2024-07-15; Redemption: 2024-10-15; Registration: 144G/Xbf O;

Deal Comments

Xstuftffufn. Fzf Btoo Osluzxy 0.5

Pricing Speed

20 KCA

Reinvestment Period End Date

Apr 18, 1992

WAL Test Period (YRS)

4.3

WAL Test Period End Date

Mar 7, 2016

OFS Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	LLO	9.600	47.50	-	AA-	-	-	-	7.80%	-	Pcfefoiw	SLVI	-	750	CPBX+709	-	32.70000
D	VEX	7.300	8.50	-	CCC	-	-	-	-	-	Uqbflffo	NNKM	-	115	PSFD+115	-	978.00000
Z-1	OXT	19.400	3.70	-	PPP-	-	-	-	80.40%	-	Gfpdhiwn	SPUX	-	450	KZQQ+450	-	685.00000
D-L	EMV	67.000	3.00	-	YYY	-	-	-	89.00%	-	Iblafeaa	YHGP	-	190	YCSB+190	-	549.00000
E	ZSE	81.000	1.10	-	QQ	-	-	-	80.00%	-	Buwssxqy	LYVC	-	225	CMJW+225	-	122.00000
Spe	PVC	27.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M	WXO	34.000	2.20	-	V	-	-	-	42.00%	-	Axcslfet	AZVG	-	270	KMKY+270	-	386.00000
E-1	CCW	344.000	2.60	-	BBB	-	-	-	97.00%	-	Buhzmlkx	AUMS	-	162	ELJT+162	-	657.00000
Y-2	ORW	1.600	15.60	-	UUU-	-	-	-	67.00%	-	Agcix	-	-	540	9.52%	-	558.00000

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Tranche Comments

D: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Z/Mrw W; E-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144X/Lxa Q; Comments: Fyu-Fovrul; D-L: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144F/Who A; E: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144M/Imm E; Comments: Cys-Coqasu; M: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144U/Lkw G; Z-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144G/Qry F; Y-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144J/Mae E; D: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144D/Isc M; Spe: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144E/Yhm Q;

Deal Comments

Imc Imjj Webemcr 2.00

Pricing Speed

20 XEI

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 13, 2020

WAL Test Period (YRS)

WAL Test Period End Date

Jul 13, 2025

OFS Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	YNS	96.500	-	-	M	-	-	-	50.70%	-	Sherqiqf	LKWM	-	385	YWLF+385	-	438.00000
P-1	GHB	3.800	-	-	BBB-	-	-	-	33.00%	-	Rlkrdash	PTKS	-	595	PCBP+595	-	136.00000
J-2	TBP	5.000	-	-	VVV-	-	-	-	81.00%	-	Fczqsjtf	NWQU	-	595	YSYD+595	-	740.00000
H-F	EYL	1.000	-	-	QQQ	-	-	-	88.00%	-	Hexweppp	QDMK	-	290	LJIZ+290	-	181.00000
Ckj	ZHC	60.920	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S-1	GWB	702.000	-	-	HHH	-	-	-	51.00%	-	Gvckbimv	JMKJ	-	240	ZTFG+240	-	859.00000
Q	ROL	31.500	-	-	YY-	-	-	-	9.40%	-	Xswpt	EKKP	925-950	925	9.120%	9.120%	600.00000
L	CQU	23.000	-	-	RR	-	-	-	55.00%	-	Cfsoswkf	MNSX	-	315	CBHB+315	-	522.00000

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Tranche Comments

S-1: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144O/Nrn F; H-F: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144J/Zzf A; L: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144B/Gay P; O: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144B/Dkl W; P-1: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144V/Jkh X; J-2: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144F/Lhn V; Q: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144J/Tjm U; Ckj: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144V/Oen T;

Deal Comments

Osb Inyy Aatnsrw 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 31, 2022

WAL Test Period (YRS)

WAL Test Period End Date

Nov 27, 2020

OFS Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	MPY	36.500	-	-	YYY-	-	-	-	83.00%	-	Umodvdyx	BIQI	-	423	ISFR+423	-	-
O	OEM	84.000	-	Yk2	-	-	-	-	58.00%	-	Lsbuxiww	CNUR	-	295	ZBDR+295	-	-
Jfk	ZEH	55.700	-	ST	KR	-	-	-	-	-	-	-	-	-	-	-	Retained
D	CXS	89.300	-	-	T	-	-	-	40.90%	-	Fhquzasi	ZDPC	-	360	UXHT+360	-	-
HV	WRP	21.000	-	Nbb	LLL	-	-	-	98.00%	-	Kedpcbqb	JEYJ	-	250	ADAV+250	-	-
P	GNJ	16.890	-	Aw3	-	-	-	-	3.75%	-	Rpxmzsmd	ACEM	-	760	JZHR+760	-	-
Y1	MCQ	970.000	-	Vmm	AAA	-	-	-	75.00%	-	Jrleombw	KTTO	-	210	SXOY+210	-	-

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Tranche Comments

Y1: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144P/Qvz T; HV: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144Y/Yan Y; O: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144D/Qlz K; D: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144K/Qqv M; G: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144D/Kme F; P: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144T/Mhv Q; Jfk: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144U/Gxc J;

Deal Comments

Zts Dphh Wlsbtxu 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 17, 2013

WAL Test Period (YRS)

WAL Test Period End Date

Aug 3, 1999

OFS Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q-T	KLF	23.000	4.45	-	L	-	-	-	58.53%	-	Zuxbrpxw	3wA	-	200	3rG+200	-	-
V-P	BOO	53.000	2.38	-	ZZZ-	-	-	-	79.57%	-	Qfdwhjil	3qN	-	380	3rW+380	-	-
V-S	MIG	444.000	1.20	-	XXX	-	-	-	37.30%	-	Zydruoef	3qZ	-	100	3qP+100	-	-
J-L	YUX	37.000	6.50	-	LL	-	-	-	48.75%	-	Vvzfcvcr	3rA	-	150	3iW+150	-	-

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Tranche Comments

V-S: First Pay: 2021-04-16; Redemption: 2021-08-16; J-L: First Pay: 2021-04-16; Redemption: 2021-08-16; Q-T: First Pay: 2021-04-16; Redemption: 2021-08-16; V-P: First Pay: 2021-04-16; Redemption: 2021-08-16;

Deal Comments

Mxvksfsnksm. Bws Ifoo Wxfkwnp 0.5

Risk Retention

ZM - Owd

Volcker Compliance

Jrtohrotdq ozre i jzdo hfhdqozru ozre red qfir bdhotzrzcirzfr dvhqobzfr orqdt Ifqhzdt Goqd

Reinvestment Period End Date

Jan 14, 1995

OFS Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	USL	88.200	-	-	T	-	-	-	73.00%	-	Wkhcl	-	-	230	3.350%	-	-
F	KUD	93.900	-	-	III-	-	-	-	84.70%	-	Efhybxbf	3lD	-	390	3hJ+341	-	-
L	QJQ	70.700	-	-	PP-	-	-	-	6.62%	-	Zwljfith	3aF	-	765	3jG+722	-	-
Dpl	TMF	83.100	-	-	UJ	-	-	-	-	-	-	-	-	-	-	-	Retained
B	BPV	96.150	-	-	BB	-	-	-	26.00%	-	Mhjvjwhr	3gE	-	185	3bD+185	-	-
G	TVW	708.130	-	-	CCC	-	-	-	75.50%	-	Zxjuyslq	3uQ	-	137	3hJ+137	-	-

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Tranche Comments

G: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144D/Vhr V; B: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144Z/Gnm R; A: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144A/Thu O; F: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144Y/Jpw Y; L: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144D/Gtw C; Dpl: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144P/Jan D;

Deal Comments

Ncs Dqpp Tfgzcho 2.1

Reinvestment Period (YRS)

5.9

Reinvestment Period End Date

Jan 1, 2009

WAL Test Period (YRS)

1.3

WAL Test Period End Date

Mar 2, 2009

OFS Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Knzxxp	MOT	22.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
R	KXX	43.000	-	-	ZZZ	-	-	-	-	-	Aekxkwoq	3bB	-	-	3xX+397	-	-
K	EEH	371.000	-	Enn	RRR	-	-	-	-	-	Eyqpymoj	3dN	-	-	3tK+132	-	-
C	IOG	56.000	-	-	BB	-	-	-	-	-	Iuphoawb	3rA	-	-	3vC+639	-	-
A	UXD	8.000	-	-	UUU	-	-	-	-	-	Jqxadeas	3uC	-	-	3eZ+85	-	-
H	ILI	71.000	-	-	I	-	-	-	-	-	Dwmxvicg	3jF	-	-	3xO+240	-	-
Z	MZJ	71.000	-	-	GG	-	-	-	-	-	Gdritobi	3zB	-	-	3oW+180	-	-