Arbour CLO DAC (ARBR) X

Oaktree Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	DGY	44.000	8.30	Ok3	-	HH-	6.90%	-	Rjmxvomd	3dXj	-	640	3qEp+625	-	73.00000
F2	LJD	47.000	8.80	Vx2	-	RR	15.60%	-	Uffgr	-	-	-	2.20%	2.200%	175.00000
Z	TFG	666.000	1.40	Guu	-	YYY	72.30%	-	Lmcbyzrh	3qDb	-	97	3yKw+97	-	507.00000
D	LBG	23.500	3.30	Udd3	-	JJJ-	80.20%	-	Pfcmbhwg	3qOl	-	350	3ePt+350	-	301.00000
S	ITL	28.000	1.70	V3	-	T-	4.80%	-	Fyuojici	3hYo	-	935	3bTz+895	-	78.30000
Aaveef	ZVF	39.000	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Y1	NYY	83.000	8.20	Dl2	-	WW	22.60%	-	Vfupxuvk	3gMu	-	180	3qRg+180	-	915.00000
A	IPM	80.500	7.20	K2	-	Q	99.20%	-	Vqwsofuq	3qKy	-	230	3sVj+230	-	351.00000

Tranche Comments

Z: First Pay: 2022-06-15; Redemption: 2023-07-14; Y1: First Pay: 2022-06-15; Redemption: 2023-07-14; F2: First Pay: 2022-06-15; Redemption: 2023-07-14; A: First Pay: 2022-06-15; Redemption: 2023-07-14; D: First Pay: 2022-06-15; Redemption: 2023-07-14; G: First Pay: 2022-06-15; Redemption: 2023-07-14; S: First Pay: 2022-06-15; Redemption: 2023-07-14; Aaveef: First Pay: 2022-06-15; Redemption: 2023-07-14;

Deal Comments

Bwn Jgoo Lyunwkx 1.5

Reinvestment Period (YRS)

9.8

Reinvestment Period End Date

Jun 17, 2008

WAL Test Period (YRS)

5.5