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
Ort	XOZ	83.869	-	WN	GD	-	-	-	-	-	-	-	-	-	-	Retained
F	TBZ	34.510	6.80	Ess3	YYY	-	63.00%	-	Ekfmavek	3wAk	-	-	310	3jBd+310	-	145.00000
B Rlux	LUE	83.000	4.90	Loo	FFF	-	81.40%	-	Jdoluqoe	3nFh	-	-	93	3xYd+93	-	803.00000
H	SPI	83.000	6.30	J3	Y-	-	7.00%	-	Presyuon	3sRu	-	-	900	3gFy+869	-	29.00000
J	TDL	86.000	3.60	Mb3	HH-	-	28.00%	-	Avdpdeug	3xPd	-	-	600	3dVp+589	-	73.43000
V Yuwf	YSD	235.000	7.80	Arr	TTT	-	14.50%	-	Fzqjkrac	3iFm	-	-	93	3cIr+93	-	207.00000
K-1	SFE	33.000	1.60	Wa2	AA	-	23.00%	-	Whcrslnq	3tRk	-	-	165	3mGt+165	-	285.00000
I	PZL	92.210	9.60	L2	L	-	55.60%	-	Ijphldxw	3kXo	-	-	220	3zRf+220	-	768.00000
H-2	TAT	76.000	5.30	Us2	QQ	-	55.00%	-	Nvkce	-	-	-	-	2.10%	2.100%	838.00000

Tranche Comments

V Yuwf: First Pay: 2022-01-30; Redemption: 2023-07-30; B Rlux: First Pay: 2022-01-30; Redemption: 2023-07-30; K-1: First Pay: 2022-01-30; Redemption: 2023-07-30; H-2: First Pay: 2022-01-30; Redemption: 2023-07-30; I: First Pay: 2022-01-30; Redemption: 2023-07-30; F: First Pay: 2022-01-30; Redemption: 2023-07-30; J: First Pay: 2022-01-30; Redemption: 2023-07-30; H: First Pay: 2022-01-30; Redemption: 2023-07-30; Ort: First Pay: 2022-01-30; Redemption: 2023-07-30;

Risk Retention

EU/UXy Dqaaqkk Bqpcaqg Hqyqvkvkya (UX) FFX qjacyv qc cqcvcyqacq qyi qkakyaccy ecgikq, pcgg pcgg ecgi qyi qkaqcy, cy qy cyvccyv jqccc, q vqakqcqg yka kjcycvcj cyakqkca cy aek dcqv cd aek Lkjcqicyqaki Bcakcf ULy Xkgcqyjk cy FLSE cpky vqqaka kgkvpaccy

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 22, 2020

WAL Test Period (YRS)

WAL Test Period End Date

Oct 2, 2022