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
X	FLF	9.000	-	-	AAA	CCC	-	-	Ohhklwjl	3jLc	-	65-70	70	3aRl+70	-	541.00000
C	KBE	606.100	-	-	TTT	OOO	74.82%	-	Mlxvelto	3pEx	-	150l	145	3wIe+145	-	546.00000
K	TJW	573.000	-	-	TF	IO	-	-	-	-	-	-	-	-	-	-
G	XJI	37.500	-	-	RRR	QQQ-	68.90%	-	Ylqhuyhz	3vJg	-	400z	400	3zCl+400	-	432.00000
Jfi	EIM	86.700	-	-	JQ	IQ	-	-	-	-	-	-	-	-	-	-
N-2	HNP	21.100	-	-	CC	OO	20.20%	-	Whehkomv	3jCx	-	210-220	210	3lMi+210	-	415.00000
L	KID	83.100	-	-	K	S	13.43%	-	Nvyhrkvq	3mOu	-	290-300	290	3mOl+290	-	746.00000
G	TXI	15.700	-	-	CC-	OO-	25.20%	-	Cbcwowff	3nSe	-	700l	700	3rHb+613	-	28.00000
Q-1	LMO	16.000	-	-	TT	ZZ	-	-	Abqpq	-	-	2.55-2.65%	-	2.550%	2.550%	133.00000

Tranche Comments

X: First Pay: 2021-04-21; Redemption: 2021-07-15; C: First Pay: 2021-04-21; Redemption: 2021-07-15; Q-1: First Pay: 2021-04-21; Redemption: 2021-07-15; N-2: First Pay: 2021-04-21; Redemption: 2021-07-15; L: First Pay: 2021-04-21; Redemption: 2021-07-15; G: First Pay: 2021-04-21; Redemption: 2021-07-15; G: First Pay: 2021-04-21; Redemption: 2021-07-15; K: First Pay: 2021-04-21; Redemption: 2021-07-15; Jfi: First Pay: 2021-04-21; Redemption: 2021-07-15;

Deal Comments

Xya-Gnkk Dmanyub 1.00

Risk Retention

SA - Jhxwchuozy/Yxwwwuzohx

Reinvestment Period (YRS)

Reinvestment Period End Date

May 27, 2016