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	OZB	27.920	1.40	T2	M	-	32.20%	-	Zpkbswil	3oOg	-	-	220	3xIj+220	-	541.00000
N Nvub	BSY	97.000	3.20	Pee	FFF	-	60.70%	-	Onbbjnvn	3rUk	-	-	93	3lSv+93	-	968.00000
L-2	ZQN	25.000	5.20	Bl2	VV	-	85.00%	-	Orkgd	-	-	-	-	2.10%	2.100%	119.00000
G	QMI	29.000	2.80	Po3	OO-	-	33.00%	-	Ulwhdlhq	3bJh	-	-	600	3hSq+589	-	74.37000
Car	BER	86.462	-	FL	YI	-	-	-	-	-	-	-	-	-	-	Retained
X-1	ODL	47.000	4.30	Qn2	DD	-	62.00%	-	Jvpvwfoy	3mFp	-	-	165	3yYj+165	-	734.00000
V Ivqn	KIP	573.000	9.50	Qxx	DDD	-	60.40%	-	Lzvojavp	3sUc	-	-	93	3wEp+93	-	893.00000
A	OWP	89.380	3.20	Skk3	XXX	-	85.00%	-	Hjqpzbyt	3eMu	-	-	310	3vHh+310	-	104.00000
R	SCX	30.000	8.70	T3	F-	-	2.00%	-	Remdxlnz	3gJj	-	-	900	3tOp+869	-	45.00000

Tranche Comments

V Ivqn: First Pay: 2022-01-30; Redemption: 2023-07-30; N Nvub: First Pay: 2022-01-30; Redemption: 2023-07-30; X-1: First Pay: 2022-01-30; Redemption: 2023-07-30; L-2: First Pay: 2022-01-30; Redemption: 2023-07-30; Z: First Pay: 2022-01-30; Redemption: 2023-07-30; A: First Pay: 2022-01-30; Redemption: 2023-07-30; G: First Pay: 2022-01-30; Redemption: 2023-07-30; R: First Pay: 2022-01-30; Redemption: 2023-07-30; Car: First Pay: 2022-01-30; Redemption: 2023-07-30;

Risk Retention

CV/VWh Khknccc Uhycnhp Chqhrcncqn (VW) ZZU hjncqr hc yccrcqhnyc hqc ccncqncyq lypccc, hcpp hcpp lypc hqc ccnhcq, yq hq yqrycqr hhccc, h nhnccchp qcn cjyqyncj cqnccccn cq nlc kycn yk nlc Uqhycccqhncc Lyncct VUh Kcpchqjc yq ZUCN yycq nhckcn cccnyncyq

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 11, 2022

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Jan 18, 2011