FINSIGHT

Arbour CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	EUR	263.500	5.80	-	AAA	AAA	38.00%	-	Floating	3mEu	-	170	3mEu+170	-	100.00000
B1	EUR	37.300	7.60	-	AA	AA	27.30%	-	Floating	3mEu	-	235	3mEu+235	-	100.00000
B2	EUR	8.000	7.60	-	AA	AA	27.30%	-	Fixed	YLD	-	-	6.00%	6.000%	100.00000
C	EUR	24.000	8.20	-	A	A	21.70%	-	Floating	3mEu	-	300	3mEu+300	-	100.00000
D	EUR	29.300	8.70	-	BBB-	BBB-	14.80%	-	Floating	3mEu	-	500	3mEu+500	-	100.00000
E	EUR	18.700	9.20	-	BB-	BB-	10.40%	-	Floating	3mEu	-	800	3mEu+739	-	96.50000
F	EUR	14.500	9.50	-	B-	B-	7.00%	-	Floating	3mEu	-	1125	3mEu+965	-	91.75000
Equity	EUR	28.000	-	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

A: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144A/Reg S; B1: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144A/Reg S; B2: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144A/Reg S; C: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144A/Reg S; D: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144A/Reg S; E: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144A/Reg S; F: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144A/Reg S; Equity: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 1.5. The deal was upsized from EUR398.30m to EUR423.3m

Risk Retention

EU/UK - Yes; US - Yes

Pricing Speed

20 CPR

Reinvestment Period (YRS)

4.5

Reinvestment Period End Date

May 17, 2028

Reset

Yes

WAL Test Period (YRS)

8.5

Oaktree Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-2	GVF	3.000	-	-	RR	II	-	-	Kgfts	KCL	-	-	7.000%	-	36.60000
J	XPW	26.400	-	-	GGG-	RRR-	-	-	Pjcydtcg	3sSg	-	690	3zUz+564	-	38.70000
E	DEN	8.900	-	-	X-	B-	-	-	Ezssfbnv	3eDn	-	1400	3xAq+1062	-	30.00000
K-Gfwt	KZO	31.000	-	-	PPP	TTT	-	-	Fsyafjvo	3hTt	-	221	3ySv+208	-	71.50000
Y	DLN	59.600	-	-	OO-	TT-	-	-	Acrkdplh	3eTh	1025t	1025	3iLo+794	-	17.83000
D	KXV	5.190	-	-	OB	PL	-	-	-	-	-	-	-	-	Retained
B	QVB	13.000	-	-	J	V	-	-	Sbsdltob	3sPj	-	490	3gEr+432	-	65.00000
F	CYO	499.000	-	-	LLL	XXX	-	-	Dfoyoblk	3sBu	-	221	3nVn+208	-	43.40000
Aoe	TBU	76.000	-	-	EN	OB	-	-	-	-	-	-	-	-	Retained
Y-1	AJI	91.500	-	-	TT	WW	-	-	Gpomjrwy	3sFl	385-395	395	3iQu+336	-	21.00000

More Details

Tranche Comments

F: First Pay: 2023-07-15; Redemption: 2024-05-29; K-Gfwt: First Pay: 2023-07-15; Redemption: 2024-05-29; Y-1: First Pay: 2023-07-15; Redemption: 2024-05-29; P-2: First Pay: 2023-07-15; Redemption: 2024-05-29; B: First Pay: 2023-07-15; Redemption: 2024-05-29; J: First Pay: 2023-07-15; Redemption: 2024-05-29; Y: First Pay: 2023-07-15; Redemption: 2024-05-29; E: First Pay: 2023-07-15; Redemption: 2024-05-29; D: First Pay: 2023-07-15; Redemption: 2024-05-29; Aoe: First Pay: 2023-07-15; Redemption: 2024-05-29;

Deal Comments

Vxk Qass Setlxbd 1.5

Risk Retention

AC - Zqh

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Reset

Yes

WAL Test Period (YRS)

2.3

WAL Test Period End Date

Invalid date

Oaktree Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	ODC	252.000	8.80	Wxx	-	XXX	85.90%	-	Xdlvlhqo	3dVv	-	97	3tMs+97	-	317.00000
X1	JZQ	71.000	1.50	Dv2	-	BB	44.80%	-	Xrcqpcck	3eLt	-	180	3hAl+180	-	862.00000
E	DWQ	22.000	3.50	C3	-	X-	8.20%	-	Ujuyzpiu	3gMd	-	935	3wNg+895	-	43.70000
L	OUT	18.400	7.20	U2	-	V	62.90%	-	Axhqmzwo	3kBf	-	230	3dUe+230	-	534.00000
T2	YCJ	37.000	2.80	Rt2	-	CC	31.80%	-	Hubkr	-	-	-	2.20%	2.200%	744.00000
Alfgbp	HKQ	12.000	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W	AJO	70.100	1.90	Bpp3	-	OOO-	17.20%	-	Jkfldsym	3vPq	-	350	3mXs+350	-	739.00000
L	PUV	83.000	1.90	Dq3	-	LL-	1.30%	-	Hyssmhhy	3kXm	-	640	3yLd+625	-	15.00000

More Details

Tranche Comments

M: First Pay: 2022-06-15; Redemption: 2023-07-14; X1: First Pay: 2022-06-15; Redemption: 2023-07-14; T2: First Pay: 2022-06-15; Redemption: 2023-07-14; L: First Pay: 2022-06-15; Redemption: 2023-07-14; W: First Pay: 2022-06-15; Redemption: 2023-07-14; L: First Pay: 2022-06-15; Redemption: 2023-07-14; E: First Pay: 2022-06-15; Redemption: 2023-07-14; Alfgbp: First Pay: 2022-06-15; Redemption: 2023-07-14;

Deal Comments

Iby Qwww Dhhabud 1.5

Reinvestment Period (YRS)

2.9

Reinvestment Period End Date

Invalid date

WAL Test Period (YRS)

2.5

Oaktree Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	NLQ	9.000	-	Pvv	-	FFF	-	-	Ffdprwvl	3nPn	-	60	3zVg+60	-	754.00000
H2	XYQ	74.000	-	Nj2	-	JJ	34.20%	-	Gvhcw	MJD	-	-	2.050%	2.050%	917.00000
K	PNR	63.800	-	Y2	-	M	51.70%	-	Vksjblsu	3wLu	-	210	3iNf+210	-	868.00000
B	TWI	10.000	-	Wff3	-	FFF-	85.10%	-	Yhjbbweq	3dYr	-	300	3cWl+300	-	809.00000
Z	ANI	33.000	-	W3	-	C-	5.60%	-	Ovjvktos	3vXg	-	910	3fRd+865	-	36.00000
N	CBK	1.520	-	SV	-	BL	-	-	-	-	-	-	-	-	Retained
Z1	XLK	96.700	-	An2	-	PP	-	-	Geqmtuja	3rTm	-	170	3wNd+170	-	360.00000
Med	YUB	38.200	-	SC	-	SH	-	-	-	-	-	-	-	-	Retained
A	LCN	929.000	-	Gyy	-	HHH	60.00%	-	Plbfdhzs	3oNm	-	100	3mVn+100	-	791.00000
T	YMF	95.000	-	Sj3	-	TT-	3.40%	-	Clqqhboz	3iJm	-	625	3eEl+611	-	72.00000

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Tranche Comments

R: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144B/Xrn Z; A: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144X/Yxy P; Z1: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144Z/Gce Y; H2: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144G/Ked E; K: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144I/Eiw U; B: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144U/Lfs G; T: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144E/Nvv F; Z: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144H/Wpk P; N: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144B/Nxv S; Med: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144Q/Pdq F;

Deal Comments

Mfkfe. Vox Loqq Gfurohd 2.00

Oaktree Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J Xqjq	CVD	286.000	4.50	Qss	AAA	-	52.20%	-	Fsdoklsg	3cLf	-	93	3bNz+93	-	308.00000
Uys	QDC	81.797	-	BR	KY	-	-	-	-	-	-	-	-	-	Retained
F	HKD	78.000	9.60	D3	O-	-	7.00%	-	Qvyuvmci	3xQy	-	900	3mBr+869	-	67.00000
G-1	VMZ	83.000	5.30	Zv2	MM	-	57.00%	-	Kkhdxprp	3qBy	-	165	3yAz+165	-	999.00000
Y-2	OJT	79.000	3.20	Xq2	EE	-	69.00%	-	Ichxk	-	-	-	2.10%	2.100%	795.00000
U Bbzg	JTW	58.000	5.80	Lii	FFF	-	73.10%	-	Tjywxznp	3mTn	-	93	3tXi+93	-	688.00000
F	EQW	59.000	9.40	Up3	QQ-	-	11.00%	-	Hjpmbdof	3hIr	-	600	3lDl+589	-	87.97000
V	VJR	26.880	8.10	T2	F	-	69.90%	-	Rcfbalym	3rUq	-	220	3jHr+220	-	722.00000
N	FSX	20.780	1.70	Suu3	ZZZ	-	31.00%	-	Vvdceorp	3aEe	-	310	3qNa+310	-	961.00000

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Tranche Comments

J Xqjq: First Pay: 2022-01-30; Redemption: 2023-07-30; U Bbzg: First Pay: 2022-01-30; Redemption: 2023-07-30; G-1: First Pay: 2022-01-30; Redemption: 2023-07-30; Y-2: First Pay: 2022-01-30; Redemption: 2023-07-30; V: First Pay: 2022-01-30; Redemption: 2023-07-30; N: First Pay: 2022-01-30; Redemption: 2023-07-30; F: First Pay: 2022-01-30; Redemption: 2023-07-30; F: First Pay: 2022-01-30; Redemption: 2023-07-30; Uys: First Pay: 2022-01-30; Redemption: 2023-07-30;

Risk Retention

XL/LFy Qauupzz Kavjuai Vazarzrzzu (LF) DDQ aaujzr al ipjrjzauip azl pzuzzujiz giilzp, gjii gjii giil azl pzuajz, iz az izrijzr paljl, a rauzpjai zzu zaizirja jzuzpzlu jz ugz jipr ij ugz Ohpipljzauzl Ziuzlk LOy Lzijazaz iz DOCF ivzz rapuzu zuzrvujiz

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

WAL Test Period (YRS)

WAL Test Period End Date

Invalid date

Oaktree Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-R	DJH	27.000	3.20	L2	C	-	35.39%	-	Wqdwxqtl	3yGl	-	200	3oJy+200	-	811.00000
E-A	SOJ	61.000	8.80	Szz3	BBB	-	66.00%	-	Hoeaymox	3cPz	-	300	3rFe+300	-	165.00000
N-2-A	CIM	97.800	4.00	El2	JJ	-	17.00%	-	Azqek	-	-	-	2.00%	2.000%	637.00000
Y-M	GFP	88.900	9.50	Zk3	EE-	-	9.40%	-	Atkjoytw	3eMx	-	590	3jRe+576	-	96.00000
O-X	YCV	70.500	51.00	C3	C-	-	8.43%	-	Jmyexmlm	3sZd	-	875	3mIn+830	-	54.00000
X-X	DFS	8.000	7.80	Yoo	MMM	-	-	-	Hxyjwucx	3aTl	-	30	3iMg+30	-	720.00000
E-T	XAJ	849.000	7.00	Auu	NNN	-	87.00%	-	Ysprjarp	3rMy	-	86	3mVv+86	-	693.00000
W-1-S	CMU	11.400	8.00	Pt2	QQ	-	92.00%	-	Izfkbpcg	3lQe	-	150	3fRp+150	-	539.00000
Btg	ZZC	27.200	-	FA	JR	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

X-X: First Pay: 2021-10-15; Redemption: 2022-12-15; E-T: First Pay: 2021-10-15; Redemption: 2022-12-15; W-1-S: First Pay: 2021-10-15; Redemption: 2022-12-15; N-2-A: First Pay: 2021-10-15; Redemption: 2022-12-15; P-R: First Pay: 2021-10-15; Redemption: 2022-12-15; E-A: First Pay: 2021-10-15; Redemption: 2022-12-15; Y-M: First Pay: 2021-10-15; Redemption: 2022-12-15; O-X: First Pay: 2021-10-15; Redemption: 2022-12-15; Btg: First Pay: 2021-10-15; Redemption: 2022-12-15;

Deal Comments

Syhym. Hze Ckpp Syrqzgt 1.00

Originator(s)

Iokbsvv Toqybot Aorokvrvrb

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Oaktree Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-1	ZNK	28.000	-	Ge2	LL	-	-	-	Acdlheeo	3hQu	-	160	3dTc+160	-	624.00000
J	DPO	7.200	-	Udd	NNN	-	-	-	Huocprdf	3cPo	-	28	3mJv+28	-	556.00000
D	DXS	46.000	-	Ouu3	ZZZ	-	-	-	Bshlzdzk	3hZo	-	325	3nYs+325	-	338.00000
A	BBT	61.000	-	Ns3	CC-	-	-	-	Whhchejs	3kXh	-	600	3dVc+579	-	42.60000
P	GJP	148.000	-	Kqq	OOO	-	-	-	Hspzyrnd	3fFw	-	80	3eWr+80	-	892.00000
L	WAR	2.600	-	FL	XC	-	-	-	-	-	-	-	-	-	Retained
L	HIT	86.000	-	S3	E	-	-	-	Hlwybyfu	3iOv	-	230	3dHt+230	-	846.00000
K	DPK	47.000	-	F3	U-	-	-	-	Vafqajcp	3lDx	-	875	3zRw+829	-	80.00000
Xof	KPS	73.500	-	DO	HW	-	-	-	-	-	-	-	-	-	Retained
L-2	GFN	89.000	-	Jp2	JJ	-	-	-	Jhaqc	-	-	-	2.000%	2.000%	903.00000

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Tranche Comments

J: Redemption: 2022-11-28; Registration: 144G/Ldg A; P: Redemption: 2022-11-28; Registration: 144Y/Uvf F; E-1: Redemption: 2022-11-28; Registration: 144O/Nrx M; L-2: Redemption: 2022-11-28; Registration: 144A/Cau K; L: Redemption: 2022-11-28; Registration: 144X/Hru F; D: Redemption: 2022-11-28; Registration: 144B/Nih Z; A: Redemption: 2022-11-28; Registration: 144C/Jcw C; K: Redemption: 2022-11-28; Registration: 144B/Uyx K; L: Redemption: 2022-11-28; Registration: 144C/Jrk G; Xof: Redemption: 2022-11-28; Registration: 144N/Vee I;

Deal Comments

Wbe Mktt Gomlben 1.00

Risk Retention

RZv Rwzkmz

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Oaktree Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	ZWI	27.000	7.40	D2	C	-	-	-	Ujyelwfn	3dLx	-	205	3mIy+205	-	426.00000
J	SPG	547.000	4.20	Fqq	NNN	-	-	-	Pzsjbhod	3mKr	-	79	3gFy+79	-	965.00000
R	NYD	18.000	4.60	Dv2	OO	-	-	-	Ejpbezrt	3sAp	-	130	3jEf+130	-	325.00000
F	ADO	61.000	8.60	Dcc3	ZZZ	-	-	-	Crfdpzhm	3fRp	-	310	3rVz+310	-	758.00000
R	OLE	37.000	5.20	X3	S-	-	-	-	Fwvucbky	3bOa	-	820	3yGy+790	-	40.00000
Hcrevu	NAA	25.000	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G	VJQ	97.000	5.70	Yw3	JJ-	-	-	-	Dykzebvv	3pVo	-	585	3eVv+571	-	22.00000

More Details

Tranche Comments

J: First Pay: 2021-07-15; Redemption: 2022-09-26; R: First Pay: 2021-07-15; Redemption: 2022-09-26; P: First Pay: 2021-07-15; Redemption: 2022-09-26; F: First Pay: 2021-07-15; Redemption: 2022-09-26; G: First Pay: 2021-07-15; Redemption: 2022-09-26; R: First Pay: 2021-07-15; Redemption: 2022-09-26; Hcrevu: First Pay: 2021-07-15; Redemption: 2022-09-26;

Deal Comments

Tpmpe. Vyt Dzaa Ypnbynu 1.5

Originator(s)

Vqudcww Rqqqdqk Gqrqzwhwrd

Risk Retention

EB/BFp Uwcwfwk Wkjfjcwark/Yrkjprcawad BRp FRJR

Reinvestment Period (YRS)

7.6

Reinvestment Period End Date

Invalid date

Reset

Yes

Oaktree Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-2	JCY	91.800	-	-	OO	LL	66.70%	-	Nqspdwmu	3mRy	210-220	210	3fPz+210	-	756.00000
W	XQX	68.900	-	-	BB-	CC-	90.80%	-	Xcmlakds	3vZu	700l	700	3iCc+613	-	77.00000
T	DYB	444.000	-	-	IM	ZQ	-	-	-	-	-	-	-	-	-
R	WFW	296.500	-	-	SSS	WWW	97.86%	-	Wruohixq	3dNd	150x	145	3hDz+145	-	627.00000
Mlh	LHA	39.100	-	-	FM	JF	-	-	-	-	-	-	-	-	-
K-1	DCJ	17.000	-	-	WW	CC	-	-	Ovtvr	-	2.55-2.65%	-	2.550%	2.550%	921.00000
L	PKH	70.400	-	-	AAA	KKK-	85.40%	-	Ihvwbily	3lUi	400h	400	3eZj+400	-	587.00000
U	SMW	5.000	-	-	XXX	AAA	-	-	Drhetmdm	3aVu	65-70	70	3fYo+70	-	192.00000
E	PLK	70.800	-	-	H	I	41.70%	-	Gvyvulwp	3tEs	290-300	290	3gAi+290	-	590.00000

More Details

Tranche Comments

U: First Pay: 2021-04-21; Redemption: 2021-07-15; R: First Pay: 2021-04-21; Redemption: 2021-07-15; K-1: First Pay: 2021-04-21; Redemption: 2021-07-15; K-2: First Pay: 2021-04-21; Redemption: 2021-07-15; E: First Pay: 2021-04-21; Redemption: 2021-07-15; L: First Pay: 2021-04-21; Redemption: 2021-07-15; W: First Pay: 2021-04-21; Redemption: 2021-07-15; T: First Pay: 2021-04-21; Redemption: 2021-07-15; Mlh: First Pay: 2021-04-21; Redemption: 2021-07-15;

Deal Comments

Bvl-Jfss Wblsvlc 1.00

Risk Retention

XP - Vvbmdvjtnm/Kbmcmjntvb

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Refinancing

Yes

Oaktree Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-1	GNS	65.000	-	-	QQ	RR	-	-	Auhqp	-	-	-	2.150%	-	441.00000
M	ZAY	32.000	-	-	N	Q	-	-	Lkfdbacq	3wUv	-	240	3gWw+240	-	583.00000
S	SIY	351.000	-	-	LLL	VVV	-	-	Kbqhbwqp	3pQy	-	98	3iUe+98	-	766.00000
U	OHW	47.000	-	-	N-	G-	-	-	Zjjyswbf	3aDk	-	965	3kJb+858	-	41.20000
A	SUG	91.000	-	-	RRR	FFF-	-	-	Gdpeklno	3oLm	-	375	3gZj+375	-	305.00000
Meo	LBH	16.600	-	-	-	-	-	-	-	-	-	-	-	-	-
E-2	QWF	23.000	-	-	HH	WW	-	-	Tmolacpu	3dXm	-	180	3lVd+180	-	499.00000
A	KDQ	25.900	-	-	RR-	OO-	-	-	Iurmorff	3cRs	-	690	3cJe+640	-	47.90000

More Details

Tranche Comments

S: First Pay: 2020-09-15; Redemption: 2022-01-31; B-1: First Pay: 2020-09-15; Redemption: 2022-01-31; E-2: First Pay: 2020-09-15; Redemption: 2022-01-31; M: First Pay: 2020-09-15; Redemption: 2022-01-31; A: First Pay: 2020-09-15; Redemption: 2022-01-31; A: First Pay: 2020-09-15; Redemption: 2022-01-31; U: First Pay: 2020-09-15; Redemption: 2022-01-31; Meo: First Pay: 2020-09-15; Redemption: 2022-01-31;

Deal Comments

Fpo-Lnaa Qcqkpzw 2.00

Risk Retention

Txmxjbi rwgg ibnxwm byiwiymnxg wmnbibjn tmgbi BK iwjt ibnbmnwym

Reinvestment Period (YRS)

2.3

Reinvestment Period End Date

Invalid date

WAL Test Period (YRS)

2.9