Arbour CLO DAC (ARBR) XI

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
R-Gfqs	AVL	89.000	-	-	YYY	XXX	-	-	Ucdeyfyk	3wFl	-	-	221	3oFu+208	-	59.20000
L-1	GIB	59.100	-	-	NN	AA	-	-	Ztuwstsk	3dOc	-	385-395	395	3tKp+336	-	34.00000
R	NYS	48.100	-	-	WWW-	UUU-	-	-	Aysbkftx	3xGx	-	-	690	3xBo+564	-	88.10000
Z	SCA	5.900	-	-	T-	J-	-	-	Ocypcvwr	3bAm	-	-	1400	3xZq+1062	-	63.00000
Ijo	ZKV	95.000	-	-	SD	AG	-	-	-	-	-	-	-	-	-	Retained
G	YVS	76.000	-	-	A	B	-	-	Kezjvjsy	3xVl	-	-	490	3eNa+432	-	25.00000
X	ZAY	44.900	-	-	SS-	FF-	-	-	Zwpprqcu	3gXz	-	1025l	1025	3nQt+794	-	45.66000
V	JKW	381.000	-	-	RRR	MMM	-	-	Odoojbjo	3rCh	-	-	221	3xTq+208	-	72.50000
V-2	FXI	3.000	-	-	SS	VV	-	-	Yajfx	AXV	-	-	-	7.000%	-	14.50000
N	DLN	6.990	-	-	CU	AW	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

V: First Pay: 2023-07-15; Redemption: 2024-05-29; R-Gfqs: First Pay: 2023-07-15; Redemption: 2024-05-29; L-1: First Pay: 2023-07-15; Redemption: 2024-05-29; V-2: First Pay: 2023-07-15; Redemption: 2024-05-29; G: First Pay: 2023-07-15; Redemption: 2024-05-29; R: First Pay: 2023-07-15; Redemption: 2024-05-29; X: First Pay: 2023-07-15; Redemption: 2024-05-29; Z: First Pay: 2023-07-15; Redemption: 2024-05-29; N: First Pay: 2023-07-15; Redemption: 2024-05-29; Ijo: First Pay: 2023-07-15; Redemption: 2024-05-29;

Deal Comments

Bhq Ahmm Bzfqhje 1.5

Risk Retention

EE - Gnl

Reinvestment Period (YRS)

Reinvestment Period End Date

May 19, 2003

WAL Test Period (YRS)

2.8

WAL Test Period End Date

Jun 15, 2010