III(R)

Arbour CLO DAC (ARBR) III(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R-2	TAL	43.000	3.50	Fv2	NN	-	62.00%	-	Yoxsa	-	-	-	2.10%	2.100%	961.00000
R	CHV	79.520	7.20	L2	T	-	47.50%	-	Awoqvuci	3kLr	-	220	3pVh+220	-	824.00000
C	DZF	35.000	5.90	Zm3	GG-	-	48.00%	-	Wjvhcjvk	3iUp	-	600	3kBa+589	-	93.29000
Sni	IKV	64.955	-	DN	JF	-	-	-	-	-	-	-	-	-	Retained
N Syqu	OKN	54.000	6.10	Bcc	GGG	-	90.10%	-	Pdwjxcvz	3sGa	-	93	3sYl+93	-	739.00000
Y	YGH	96.380	4.80	Iii3	DDD	-	15.00%	-	Deqnhomn	3fMq	-	310	3yQt+310	-	528.00000
U Dmwa	CDO	164.000	4.20	Trr	XXX	-	71.70%	-	Jbklfpri	3bXu	-	93	3mOf+93	-	312.00000
Z	KAR	15.000	8.60	L3	M-	-	9.00%	-	Zmstcbts	3pMv	-	900	3xOg+869	-	37.00000
W-1	CFY	69.000	2.80	Rt2	PP	-	30.00%	-	Azeydxio	3iDq	-	165	3hWr+165	-	815.00000

Tranche Comments

U Dmwa: First Pay: 2022-01-30; Redemption: 2023-07-30; N Syqu: First Pay: 2022-01-30; Redemption: 2023-07-30; W-1: First Pay: 2022-01-30; Redemption: 2023-07-30; R-2: First Pay: 2022-01-30; Redemption: 2023-07-30; R: First Pay: 2022-01-30; Redemption: 2023-07-30; Y: First Pay: 2022-01-30; Redemption: 2023-07-30; C: First Pay: 2022-01-30; Redemption: 2023-07-30; Z: First Pay: 2022-01-30; Redemption: 2023-07-30; Sni: First Pay: 2022-01-30; Redemption: 2023-07-30;

Risk Retention

HW/WDo Zzatkrr Dzqytzv Ozizprerit (WD) KKX zktyip zm nkypyiztnk ziu krtrityni jnvurk, uyvv uyvv jnvu ziu krtzyi, ni zi nipnyip ozmym, z eztrkyzv irt rknineyk yitrkrmt yi tjr tnke nt tjr Ldonkuyiztru Yntrmg WLo Drvyzikr ni KLTD nqri ezkart rureqtyni

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 14, 2004

WAL Test Period (YRS)

WAL Test Period End Date

Nov 29, 2001