VIII

Arbour CLO DAC (ARBR) VIII

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
N-2	OWK	42.500	-	-	YY	JJ	67.60%	-	Rdyqaaeq	3vBd	-	210-220	210	3pWs+210	-	322.00000
N	IXX	23.800	-	-	D	S	47.75%	-	Ghfupmrz	3eCe	-	290-300	290	3sCd+290	-	838.00000
V	NXV	47.700	-	-	UUU	NNN-	55.50%	-	Bkdscjoh	3vEe	-	400e	400	3aQv+400	-	332.00000
O-1	YHM	41.000	-	-	ZZ	GG	-	-	Sfwhx	-	-	2.55-2.65%	-	2.550%	2.550%	885.00000
G	ZFW	33.600	-	-	EE-	KK-	69.50%	-	Vzqvmfnu	3dVa	-	700m	700	3cDd+613	-	19.00000
H	WAH	252.000	-	-	SV	EK	-	-	-	-	-	-	-	-	-	-
Y	DWN	808.200	-	-	UUU	CCC	43.30%	-	Aakorauv	3qKi	-	150w	145	3cMw+145	-	207.00000
Y	XDY	3.000	-	-	DDD	LLL	-	-	Qekdhcvi	3wQf	-	65-70	70	3aTq+70	-	366.00000
Bib	XBK	99.600	-	-	YR	HL	-	-	-	-	-	-	-	-	-	-

Tranche Comments

Y: First Pay: 2021-04-21; Redemption: 2021-07-15; Y: First Pay: 2021-04-21; Redemption: 2021-07-15; O-1: First Pay: 2021-04-21; Redemption: 2021-07-15; N-2: First Pay: 2021-04-21; Redemption: 2021-07-15; N: First Pay: 2021-04-21; Redemption: 2021-07-15; V: First Pay: 2021-04-21; Redemption: 2021-07-15; G: First Pay: 2021-04-21; Redemption: 2021-07-15; H: First Pay: 2021-04-21; Redemption: 2021-07-15; Bib: First Pay: 2021-04-21; Redemption: 2021-07-15;

Deal Comments

Ago-Wkcc Dkqtgox 1.00

Risk Retention

QV - Eymscyneor/Tmsjsnoeym

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 24, 1996