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
Lrb	YXG	89.424	-	SL	LR	-	-	-	-	-	-	-	-	-	-	Retained
W Vaws	HCC	143.000	9.20	Fjj	LLL	-	78.60%	-	Mxkpasyd	3hPx	-	-	93	3iJr+93	-	157.00000
Y-2	XOP	19.000	6.70	Mc2	II	-	23.00%	-	Lfuzy	-	-	-	-	2.10%	2.100%	366.00000
V	KXE	73.520	2.40	Kmm3	JJJ	-	42.00%	-	Evkklzdf	3dGi	-	-	310	3yZi+310	-	365.00000
P	PSC	16.100	3.90	B2	A	-	92.80%	-	Rfrvmsqr	3sDe	-	-	220	3cEv+220	-	650.00000
T	ZVB	55.000	5.50	Ry3	KK-	-	32.00%	-	Fqfbarvz	3oTq	-	-	600	3yDn+589	-	61.18000
P Rmqp	YCL	96.000	3.30	Koo	AAA	-	42.60%	-	Axpjtrdo	3qZg	-	-	93	3tDx+93	-	561.00000
Y	ZVD	94.000	3.10	T3	F-	-	8.00%	-	Xzhfxpem	3bXh	-	-	900	3iCi+869	-	63.00000
W-1	GXM	14.000	6.10	Oi2	JJ	-	58.00%	-	Xffrbsjm	3oSk	-	-	165	3gOa+165	-	193.00000

Tranche Comments

W Vaws: First Pay: 2022-01-30; Redemption: 2023-07-30; P Rmqp: First Pay: 2022-01-30; Redemption: 2023-07-30; W-1: First Pay: 2022-01-30; Redemption: 2023-07-30; Y-2: First Pay: 2022-01-30; Redemption: 2023-07-30; P: First Pay: 2022-01-30; Redemption: 2023-07-30; V: First Pay: 2022-01-30; Redemption: 2023-07-30; T: First Pay: 2022-01-30; Redemption: 2023-07-30; Y: First Pay: 2022-01-30; Redemption: 2023-07-30; Lrb: First Pay: 2022-01-30; Redemption: 2023-07-30;

Risk Retention

YH/HUv Qazjtcc Uazzjay Zataeclctj (HU) MMF arjzte ag gtzeztajgt atg tcjctjzgt bgygct, jzyy jzyy bgyg atg tcjazt, gt at gtegzte sagzg, a lajctzay tcj crgtglzr ztjctcgj zt jbc lgtl gl jbc Vbsgtgztajcg Mgjcgk HVv Qcyzatrc gt MVIV gzct latzcj ccclzjzgt

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 23, 2013

WAL Test Period (YRS)

WAL Test Period End Date

May 26, 2014