XII

Arbour CLO DAC (ARBR) XII

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
L	IMW	79.000	1.80	-	I	W	51.90%	-	Azkhqoip	3yMr	300-315	-	300	3rLq+300	-	403.00000
K	GOO	12.200	6.70	-	KK-	GG-	34.10%	-	Quwaxczy	3eEf	Vyq kp Cyxg 700w	-	800	3xGv+739	-	18.80000
X	NUQ	148.200	3.90	-	RRR	QQQ	10.00%	-	Mdrvzpnd	3cJh	170-175	-	170	3eXf+170	-	763.00000
S1	IUK	85.300	8.50	-	SS	II	82.30%	-	Rresbijy	3vDv	235-245	-	235	3jAs+235	-	647.00000
Wousgv	YCV	39.000	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C2	NKP	5.000	3.80	-	DD	LL	27.60%	-	Thglf	PHD	-	-	-	6.00%	6.000%	377.00000
Z	MKN	39.600	6.10	-	KKK-	ZZZ-	88.30%	-	Dlqyfoub	3tGt	Nvjc 400q	-	500	3zAt+500	-	563.00000
W	ZDF	43.800	7.10	-	N-	P-	4.00%	-	Kxovmaxh	3jBz	Wyr jk Eyge 1000i	-	1125	3xPf+965	-	17.34000

Tranche Comments

X: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144U/Juj B; S1: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144K/Wlk X; C2: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144G/Vjy B; L: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144I/Kal R; Z: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144T/Fhk F; K: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144E/Eyn L; W: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144L/Bpi J; Wousgv: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144N/Qyg J;

Deal Comments

Lxv Geyy Zoobxkg 1.5. Dio koey wec gvcbqok eoxb HPZ398.30b ix HPZ423.3b

Risk Retention

RE/EU - Nrtg EN - Nrt

Pricing Speed

20 VFQ

Reinvestment Period (YRS)

5.3

Reinvestment Period End Date

Jun 16, 2010

WAL Test Period (YRS)

3.8