Oaktree Specialty Lending Corporation Direct Lending Approach slide image

Oaktree Specialty Lending Corporation Direct Lending Approach

OAKTREE OCSL | Specialty Lending Corporation Historical Portfolio Metrics ($ in thousands) Investments at Fair Value Number of Portfolio Companies Average Portfolio Company Debt Investment Size Asset Class: Senior Secured Debt Subordinated Debt Equity Senior Loan Fund JV Limited Partnership interests Interest Rate Type: % Floating-Rate % Fixed-Rate As of and for Three Months Ended June 30, 2017 $1,790,540 133 March 31, 2017 $1,788,690 133 December 31, 2016 September 30, 2016 June 30, 2016 $1,951,740 $2,165,490 $2,247,460 123 $16,000 $19,400 $19,000 129 $19,700 133 $19,100 74.1% 74.6% 77.6% 78.0% 78.8% 8.2% 7.4% 6.7% 7.2% 6.9% 8.3% 8.6% 7.3% 7.1% 6.8% 7.9% 7.9% 7.2% 6.6% 6.4% 1.5% 1.5% 1.3% 1.0% 1.1% 79.5% 78.9% 81.0% 80.9% 81.8% 20.5% 21.1% 19.0% 19.1% 18.2% Yields at Fair Value unless otherwise noted: Weighted Average Total Yield of Debt and Income Producing Securities at Amortized Cost 10.3% 10.4% 10.3% 10.4% 10.6% Weighted Average Cash Component of Interest Rate of Debt and Income Producing Securities 9.1% 9.1% 9.1% 9.6% 9.9% Investment Activity at Par: New Investment Commitments New Funded Investment Activity $188,100 $112,700 $118,300 $123,000 $192,300 $103,900 $104,200 $102,000 $276,600 $269,100 New Investment Commitments at Par: Number of New Investment Commitments in New and Existing Portfolio Companies Average New Investment Commitment 28 7 8 10 16 $6,718 $16,100 $14,788 $12,300 $17,288 Note: Historical results contained herein occurred during prior investment management contract period with Fifth Street Management LLC. 20
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