VIII(R)

Arbour CLO DAC (ARBR) VIII(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
C	WCY	27.000	-	U3	-	A-	9.30%	-	Lrmsapqa	3mIv	-	-	910	3nDr+865	-	75.00000
T	LZN	9.270	-	BM	-	QV	-	-	-	-	-	-	-	-	-	Retained
Y	HXE	8.000	-	Qzz	-	DDD	-	-	Gwozhrdd	3hHz	-	-	60	3tGo+60	-	727.00000
T	DTZ	97.500	-	J2	-	Q	90.50%	-	Zajzacko	3bWj	-	-	210	3cQu+210	-	872.00000
E2	GAB	17.000	-	Gh2	-	II	82.40%	-	Fntvz	BHR	-	-	-	2.050%	2.050%	160.00000
Bjw	FMJ	11.700	-	ON	-	MN	-	-	-	-	-	-	-	-	-	Retained
P	FUT	316.000	-	Xtt	-	JJJ	77.00%	-	Lkkvylns	3kRm	-	-	100	3fPi+100	-	156.00000
P1	EMS	88.100	-	Xg2	-	RR	-	-	Srsooyaw	3bSc	-	-	170	3oCq+170	-	472.00000
V	CCN	23.000	-	Oaa3	-	PPP-	57.20%	-	Imfsmjvr	3oGx	-	-	300	3sKj+300	-	514.00000
M	LHE	17.000	-	Ul3	-	LL-	9.50%	-	Pzvxhtmb	3hXf	-	-	625	3dBo+611	-	91.00000

Tranche Comments

Y: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144L/Gsh U; P: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144Z/Nmx Y; P1: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144A/Aci M; E2: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144L/Muo G; T: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144T/Kbr Y; V: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144L/Kbo W; M: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144A/Aqa Q; C: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144C/Ckg V; T: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144B/Byj F; Bjw: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144A/Pzh K;

Deal Comments

Sjejv. Dkj Ipmm Kjpikiw 2.00