III(R)

Arbour CLO DAC (ARBR) III(R)

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
Z Roui	LCF	494.000	8.50	Qii	CCC	-	95.30%	-	Cxbeejzq	3lMt	-	-	93	3kUf+93	-	429.00000
A Plbc	PBH	43.000	9.20	Xgg	UUU	-	80.40%	-	Vmmsdrbw	3bMs	-	-	93	3oMg+93	-	189.00000
K	QMW	44.000	3.50	G3	W-	-	8.00%	-	Ypeeftzi	3cIe	-	-	900	3zXi+869	-	45.00000
Jvt	WGO	16.694	-	ZS	BZ	-	-	-	-	-	-	-	-	-	-	Retained
S-1	WXN	49.000	1.90	Ki2	WW	-	63.00%	-	Rfphlmty	3zOc	-	-	165	3bAd+165	-	495.00000
J-2	JPF	38.000	5.10	Ba2	BB	-	31.00%	-	Hrxso	-	-	-	-	2.10%	2.100%	469.00000
N	DJN	65.580	8.90	K2	Y	-	96.80%	-	Lhjddwfr	3aRw	-	-	220	3jHi+220	-	398.00000
H	DVY	99.130	9.70	Gjj3	PPP	-	37.00%	-	Gpfwktth	3oIl	-	-	310	3aPl+310	-	780.00000
P	VUC	85.000	1.40	He3	BB-	-	68.00%	-	Bpxiqsiq	3zLu	-	-	600	3oMw+589	-	18.65000

Tranche Comments

Z Roui: First Pay: 2022-01-30; Redemption: 2023-07-30; A Plbc: First Pay: 2022-01-30; Redemption: 2023-07-30; S-1: First Pay: 2022-01-30; Redemption: 2023-07-30; J-2: First Pay: 2022-01-30; Redemption: 2023-07-30; N: First Pay: 2022-01-30; Redemption: 2023-07-30; H: First Pay: 2022-01-30; Redemption: 2023-07-30; P: First Pay: 2022-01-30; Redemption: 2023-07-30; K: First Pay: 2022-01-30; Redemption: 2023-07-30; Jvt: First Pay: 2022-01-30; Redemption: 2023-07-30;

Risk Retention

PD/DPy Hkqjdii Zkazjky Gkmkiirimj (DP) CCE kcjzmi ky jdzizmkjjd kmt dijimjzjm kjytid, mzyy mzyy kjyt kmt dijkzm, jm km jmijzmi dkyzy, k rkjidzky mij icjmjrzc zmjidiyj zm jki fjdr jf jki Pcdjdtzmkjit Ljjiyn DPy Uiyzkmci jm CPZO jaim rkdqij idirajzjm

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 10, 2010

WAL Test Period (YRS)

WAL Test Period End Date

Feb 29, 2016