On Howard Stern the Arnold was talking about the house parties he holds. At one point he said they rent animals from a place that saves abused animals and takes good care of them. To make money this animal rescue organization rents their animals out to parties. I assume he means unique animals since he mentioned how cool it was to see a kangaroo coming hopping through the crowd in the backyard.
However I have a hard time believing that these animals are really treated that much better. Exotic animals being rented for millionaire parties seems pretty wild.