FINSIGHT

Arbour CLO DAC

Deals

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Oaktree Capital Management LP

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
I	DML	67.900	-	-	I	I	16.30%	-	Xdfjxcxr	3gKt	-	210-220	235	3sSq+235	-	111.00000
G	VYF	87.100	-	-	L-	K-	6.60%	-	Yejowrca	3tLv	-	Iel 800d	900	3jGv+859	-	53.70000
P	KVQ	100.800	-	-	CCC	JJJ	95.50%	-	Jvhytwml	3eAa	-	133-135	135	3rJk+135	-	470.00000
J	ZWN	73.400	-	-	TTT-	RRR-	77.70%	-	Lsqhcrvj	3qWv	-	300-315	320	3pMy+320	-	343.00000
V	FPM	64.000	-	-	VV-	JJ-	6.80%	-	Spueohpg	3mVh	-	Zej 500y	570	3kSe+570	-	504.00000
V	XON	60.100	-	-	TT	QQ	95.60%	-	Uyumjurz	3fAq	-	185-190	195	3bSf+195	-	114.00000
Iym	FEA	24.000	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

P: First Pay: 2025-10-15; Redemption: 2027-01-15; Registration: 144Z/Dou S; V: First Pay: 2025-10-15; Redemption: 2027-01-15; Registration: 144J/Hig V; I: First Pay: 2025-10-15; Redemption: 2027-01-15; Registration: 144H/Kml Y; J: First Pay: 2025-10-15; Redemption: 2027-01-15; Registration: 144Z/Nov D; V: First Pay: 2025-10-15; Redemption: 2027-01-15; Registration: 144U/Axp Y; G: First Pay: 2025-10-15; Redemption: 2027-01-15; Registration: 144M/Iry E; Iym: First Pay: 2025-10-15; Redemption: 2027-01-15; Registration: 144T/Ljy X;

Deal Comments

Uyjym. Mku Euoo Xymvkki 1.50

Risk Retention

YT/TY - Wnmqxnke

Reinvestment Period (YRS)

2.1

Reinvestment Period End Date

Mar 1, 2006

WAL Test Period (YRS)

6.9

WAL Test Period End Date

Oct 8, 2029