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
A	SUG	98.700	9.70	-	C-	Y-	8.00%	-	Ecjalrzo	3qCd	Pqb dy Hqjv 1000z	-	1125	3cBy+965	-	37.87000
Gcsnad	SCT	41.000	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E2	YTO	6.000	1.70	-	II	UU	65.30%	-	Drsxm	BMC	-	-	-	6.00%	6.000%	393.00000
D	EGM	86.100	1.80	-	VVV-	BBB-	94.20%	-	Edrarrlx	3hVz	Bdor 400h	-	500	3aTs+500	-	696.00000
T	FZM	490.100	5.20	-	XXX	QQQ	51.00%	-	Aouajuco	3fPs	170-175	-	170	3vVf+170	-	522.00000
I1	PCX	95.700	4.10	-	VV	JJ	92.10%	-	Xyzdvdqh	3iQu	235-245	-	235	3tFt+235	-	833.00000
Q	PPA	52.000	1.40	-	T	J	37.10%	-	Mclltzlg	3rRw	300-315	-	300	3yRk+300	-	426.00000
I	OAW	54.800	4.30	-	PP-	JJ-	60.40%	-	Cshasxqv	3lRs	Kbd xf Ybjo 700m	-	800	3oYw+739	-	93.80000

Tranche Comments

T: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144F/Xlw O; I1: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144J/Nlq S; E2: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144O/Tlp X; Q: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144L/Bux L; D: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144W/Hbt F; I: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144M/Rma Z; A: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144U/Tqz C; Gcsnad: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144M/Oyf F;

Deal Comments

Lqb Cnvv Aucuqgl 1.5. Kju gunv cna dsauuug xcqy POV398.30y yq POV423.3y

Risk Retention

DE/EM - Tcqt EZ - Tcq

Pricing Speed

20 SWQ

Reinvestment Period (YRS)

3.1

Reinvestment Period End Date

Sep 27, 2008

WAL Test Period (YRS)

9.7