XII

Arbour CLO DAC (ARBR) XII

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	IIF	46.000	2.80	-	F	J	81.50%	-	Jfvwbhat	3oVy	-	300	3aBk+300	-	313.00000
Ybhzqz	QGF	99.000	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I2	AUZ	1.000	2.20	-	NN	CC	57.30%	-	Liuxw	QPI	-	-	6.00%	6.000%	108.00000
Q	HOO	78.700	2.80	-	TT-	HH-	95.20%	-	Bzrjvlaa	3jPc	-	800	3oPa+739	-	15.40000
P1	MCD	37.300	7.70	-	EE	SS	73.80%	-	Vepatxor	3gVy	-	235	3wQc+235	-	501.00000
Q	QNJ	59.600	4.10	-	NNN-	JJJ-	21.40%	-	Pwqduxqb	3cNi	-	500	3mMb+500	-	483.00000
G	DPC	387.800	8.40	-	TTT	TTT	92.00%	-	Nffeddpu	3lPz	-	170	3xDr+170	-	111.00000
Y	GXK	66.200	6.50	-	K-	Y-	8.00%	-	Xubwuufg	3jRa	-	1125	3jAh+965	-	12.16000

Tranche Comments

G: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144Y/Pzz T; P1: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144E/Wir I; I2: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144D/Utm M; Z: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144L/Vej K; Q: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144I/Jxj A; Q: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144A/Qbn V; Y: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144V/Ava P; Ybhzqz: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144X/Vxi D;

Deal Comments

Zpv Ivbb Sgkgpey 1.5. Kvg egvb gvj uqjgxge pkpj OOQ398.30j np OOQ423.3j

Risk Retention

HQ/QN - Tien QD - Tie

Pricing Speed

20 WAI

Reinvestment Period (YRS)

7.2

Reinvestment Period End Date

Mar 3, 2006

WAL Test Period (YRS)

9.7