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

OFS Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-2-P	BQT	9.000	8.70	-	XX	-	-	-	62.60%	-	Mwabu	-	-	-	6.26%	6.257%	604.00000
J-1-R	NGD	81.000	9.70	-	BB	-	-	-	48.90%	-	Xmzhdszq	XOVO	-	180	DEAA+180	-	339.00000
G-V	ANZ	524.724	3.50	-	CCC	-	-	-	88.80%	-	Nvcloqfi	JUWC	-	119	NYUE+119	-	141.00000

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Tranche Comments

G-V: First Pay: 2024-07-15; Redemption: 2024-10-15; Registration: 144P/Vyg V; J-1-R: First Pay: 2024-07-15; Redemption: 2024-10-15; Registration: 144M/Eta H; L-2-P: First Pay: 2024-07-15; Redemption: 2024-10-15; Registration: 144W/Yff X;

Deal Comments

Fumzememzew. Xqe Fmll Yulzqzp 0.5

Pricing Speed

20 ILU

Reinvestment Period End Date

Feb 5, 2020

WAL Test Period (YRS)

3.7

WAL Test Period End Date

Aug 24, 2008

OFS Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	UCQ	23.000	1.80	-	KK	-	-	-	91.00%	-	Pxowezxy	BXWD	-	225	YKIM+225	-	605.00000
G-1	HIK	18.500	6.50	-	BBB-	-	-	-	81.40%	-	Uhqtztfe	EPHD	-	450	DMCQ+450	-	878.00000
W-1	YBV	123.000	4.90	-	GGG	-	-	-	40.00%	-	Xqxfyhbq	ADXG	-	162	CWAQ+162	-	473.00000
Mfm	GEO	15.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D	HYW	20.000	2.40	-	L	-	-	-	81.00%	-	Ldfejfaa	IOPK	-	270	VUDO+270	-	290.00000
X-O	CYP	14.000	1.00	-	AAA	-	-	-	14.00%	-	Xyxuckda	PQAS	-	190	UYDE+190	-	818.00000
A-2	KHR	8.100	64.80	-	NNN-	-	-	-	49.00%	-	Pyoyj	-	-	540	9.52%	-	149.00000
P	ZCE	5.200	7.50	-	SSS	-	-	-	-	-	Izumloty	QWXY	-	115	QUJY+115	-	216.00000
G	YHA	7.500	61.50	-	SS-	-	-	-	3.40%	-	Ijrkruhl	BDTB	-	750	ZQTY+709	-	29.40000

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Tranche Comments

P: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144I/Qou T; W-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144T/Tqm B; Comments: Qyf-Qtncfk; X-O: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144J/Oow S; L: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144G/Ihv C; Comments: Nfv-Nkrjvl; D: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Npi G; G-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144N/Tcj K; A-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144I/Tli Z; G: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144N/Dfw J; Mfm: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144X/Uhm U;

Deal Comments

Ttm Nxww Feretwz 2.00

Pricing Speed

20 WKU

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 8, 1998

WAL Test Period (YRS)

WAL Test Period End Date

Mar 18, 2017

OFS Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	VNN	93.300	-	-	PP-	-	-	-	4.40%	-	Qqngv	AHYN	925-950	925	9.120%	9.120%	532.00000
R-1	HLK	2.100	-	-	JJJ-	-	-	-	75.00%	-	Ldxnwqyn	GWUH	-	595	EHIE+595	-	332.00000
Y-2	MVZ	5.000	-	-	CCC-	-	-	-	35.00%	-	Qjwhfkiw	AMSJ	-	595	LDQD+595	-	253.00000
H-1	JRA	804.000	-	-	UUU	-	-	-	94.00%	-	Fbbhkcap	IFEF	-	240	PGKS+240	-	824.00000
E	ETV	72.000	-	-	BB	-	-	-	83.00%	-	Fblblxnx	CXUF	-	315	NMYI+315	-	627.00000
N-P	XAK	7.000	-	-	YYY	-	-	-	86.00%	-	Vzfawrbf	JVCI	-	290	UKZZ+290	-	449.00000
S	JXO	42.400	-	-	H	-	-	-	67.70%	-	Xbjvdkwl	UUHZ	-	385	LDVP+385	-	234.00000
Uqo	JOK	46.190	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

H-1: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144I/Bzb Y; N-P: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144V/Pul O; E: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144A/Yym S; S: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144M/Jmu E; R-1: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144J/Dcd A; Y-2: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144K/Pqn K; D: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144J/Ulz M; Uqo: First Pay: 2023-10-20; Redemption: 2025-01-20; Registration: 144B/Wsi L;

Deal Comments

Vch Jhtt Exxicgk 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 30, 1999

Refinancing

Yes

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Aug 5, 2016

OFS Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	AKI	73.000	-	Au2	-	-	-	-	94.00%	-	Jllbyrec	THLH	-	295	YBBA+295	-	-
Q	HIK	11.200	-	-	J	-	-	-	56.70%	-	Wwqwesns	SIFE	-	360	UTPW+360	-	-
ER	WZD	20.000	-	Ioo	FFF	-	-	-	13.00%	-	Spiktwbi	HQKD	-	250	QZFP+250	-	-
K	OZT	83.800	-	-	UUU-	-	-	-	34.00%	-	Ehrarmnc	JLTV	-	423	LKDV+423	-	-
Y	SRS	38.690	-	Dt3	-	-	-	-	3.47%	-	Almhjjrr	MODR	-	760	TEID+760	-	-
E1	JBK	741.000	-	Okk	DDD	-	-	-	86.00%	-	Emuazxzv	EODO	-	210	SOQS+210	-	-
Ntn	HWX	93.100	-	SH	XH	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

E1: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144I/Amj H; ER: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144V/Ikh H; H: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144Q/Drk W; Q: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144I/Emv S; K: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144G/Qjo D; Y: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144G/Kps E; Ntn: First Pay: 2022-10-18; Redemption: 2023-07-18; Registration: 144G/Xpc S;

Deal Comments

Ozy Hnvv Swqzzvo 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 27, 1996

WAL Test Period (YRS)

WAL Test Period End Date

Jul 30, 2016

OFS Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-H	BTM	50.000	6.30	-	P	-	-	-	65.80%	-	Gwulrqes	3tY	-	200	3zX+200	-	-
N-L	VYC	224.000	1.80	-	SSS	-	-	-	69.80%	-	Fhrhmlsp	3hT	-	100	3wK+100	-	-
L-O	THY	52.000	9.35	-	VVV-	-	-	-	67.93%	-	Rekhwhqd	3sZ	-	380	3kS+380	-	-
G-X	TLR	84.000	7.40	-	CC	-	-	-	45.48%	-	Uqorkmth	3kG	-	150	3mF+150	-	-

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Tranche Comments

N-L: First Pay: 2021-04-16; Redemption: 2021-08-16; G-X: First Pay: 2021-04-16; Redemption: 2021-08-16; P-H: First Pay: 2021-04-16; Redemption: 2021-08-16; L-O: First Pay: 2021-04-16; Redemption: 2021-08-16;

Deal Comments

Yexmzwzbmzn. Miz Cwqq Resmigu 0.5

Risk Retention

NF - Hgz

Volcker Compliance

Jeftpetfbo mueq w eubm pirdopueo mueq eqb oiwe mbptfueudweuie bupotmuie teobf Niopmbf Ntob

Reinvestment Period End Date

Jun 24, 1995

OFS Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	VFO	75.500	-	-	KK-	-	-	-	5.59%	-	Mhcqxfws	3wU	-	765	3kA+722	-	-
A	ENX	97.720	-	-	PP	-	-	-	94.00%	-	Qfderddv	3bZ	-	185	3pB+185	-	-
E	ZMG	73.800	-	-	B	-	-	-	58.00%	-	Yhhls	-	-	230	3.350%	-	-
Ggw	GVO	44.200	-	-	BI	-	-	-	-	-	-	-	-	-	-	-	Retained
L	ZKT	64.700	-	-	CCC-	-	-	-	36.80%	-	Ouzqrxrr	3eN	-	390	3qQ+341	-	-
C	BXG	575.960	-	-	PPP	-	-	-	43.80%	-	Xruxdtdf	3fW	-	137	3cB+137	-	-

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Tranche Comments

C: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144N/Hoh Y; A: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144E/Dpq O; E: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144K/Kfv H; L: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144O/Yle V; X: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144T/Ypg L; Ggw: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144A/Wik G;

Deal Comments

Dpg Sztt Vyztpab 2.1

Reinvestment Period (YRS)

2.1

Reinvestment Period End Date

Nov 28, 2003

WAL Test Period (YRS)

1.8

WAL Test Period End Date

Feb 9, 2009

OFS Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	MEY	12.000	-	-	BBB	-	-	-	-	-	Hshehbcl	3iL	-	-	3eO+397	-	-
Nefdjm	OOB	24.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
S	OLT	45.000	-	-	SS	-	-	-	-	-	Nefjzsok	3wD	-	-	3pV+639	-	-
S	YYL	16.000	-	-	T	-	-	-	-	-	Wzepjcjc	3gI	-	-	3yL+240	-	-
L	QFN	207.000	-	Saa	UUU	-	-	-	-	-	Usyykvcx	3tC	-	-	3iZ+132	-	-
N	QIK	18.000	-	-	CC	-	-	-	-	-	Gkrdcxut	3nW	-	-	3rE+180	-	-
W	UGE	5.000	-	-	QQQ	-	-	-	-	-	Zxrcmzvf	3rA	-	-	3rH+85	-	-