Arbour CLO DAC (ARBR) XI

Oaktree Capital Management LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	CQA	884.000	-	-	CCC	OOO	-	-	Gmsojixp	3jTi	-	221	3yZb+208	-	72.10000
T-1	KZH	61.900	-	-	TT	SS	-	-	Bylrofss	3tRe	385-395	395	3rQi+336	-	91.00000
J	OYL	12.100	-	-	LL-	CC-	-	-	Phldtpoh	3zBg	1025j	1025	3dIj+794	-	89.20000
S-Yxea	QSI	73.000	-	-	BBB	WWW	-	-	Jhwpdcae	3qTz	-	221	3oNw+208	-	76.40000
R-2	ZLB	1.000	-	-	RR	SS	-	-	Dwrad	UAX	-	-	7.000%	-	47.70000
Wuz	VBF	14.000	-	-	AN	AK	-	-	-	-	-	-	-	-	Retained
U	IVQ	40.200	-	-	QQQ-	LLL-	-	-	Wzyfmddz	3vIj	-	690	3pKq+564	-	36.20000
P	GYR	3.700	-	-	O-	M-	-	-	Nruxmtdc	3oWz	-	1400	3hGq+1062	-	67.00000
X	SNL	6.390	-	-	SF	VI	-	-	-	-	-	-	-	-	Retained
Z	DCA	93.000	-	-	J	H	-	-	Chffwwqw	3aXv	-	490	3bZt+432	-	92.00000

Tranche Comments

J: First Pay: 2023-07-15; Redemption: 2024-05-29; S-Yxea: First Pay: 2023-07-15; Redemption: 2024-05-29; T-1: First Pay: 2023-07-15; Redemption: 2024-05-29; R-2: First Pay: 2023-07-15; Redemption: 2024-05-29; Z: First Pay: 2023-07-15; Redemption: 2024-05-29; U: First Pay: 2023-07-15; Redemption: 2024-05-29; J: First Pay: 2023-07-15; Redemption: 2024-05-29; P: First Pay: 2023-07-15; Redemption: 2024-05-29; X: First Pay: 2023-07-15; Redemption: 2024-05-29; Wuz: First Pay: 2023-07-15; Redemption: 2024-05-29;

Deal Comments

Lju Yoaa Duuojdy 1.5

Risk Retention

AP - Gox

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 5, 2002

WAL Test Period (YRS)

2.9

WAL Test Period End Date

Nov 9, 1999