XI(R)

Arbour CLO DAC (ARBR) XI(R)

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	YWV	789.000	-	-	DDD	VVV	-	-	Tfmrycqg	3aAv	-	-	133	3fPz+133	-	115.00000
L	AXU	58.300	-	-	EEE-	XXX-	-	-	Alxmhlyl	3nQy	-	-	380	3fQh+380	-	852.00000
L-2	ATV	33.800	-	-	EE	VV	-	-	Lciig	-	-	-	-	5.750%	5.750%	239.00000
A	KMQ	37.100	-	-	EE-	DD-	-	-	Aspdhohj	3kCs	-	-	700	3lId+681	-	95.00000
Dqx	JQU	44.000	-	-	CX	OB	-	-	-	-	-	-	-	-	-	Retained
F-1	VOV	25.100	-	-	KK	BB	-	-	Okbqdvwj	3wHd	-	-	200	3wVo+200	-	576.00000
N	GVK	45.800	-	-	Z	B	-	-	Vzmkcqke	3bTi	-	-	265	3pQb+265	-	152.00000
U-C	FTX	74.000	-	-	QQQ	LLL	-	-	Ezuuyxhf	3iWx	-	-	133	3rIh+133	-	747.00000
A	GII	78.000	-	-	M-	Z-	-	-	Fefvdkfs	3dXy	-	-	960	3zEm+799	-	71.00000
B	JZQ	4.980	-	-	AU	MI	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

R: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144C/Xsw M; U-C: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144J/Gwu F; F-1: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144G/Hzu F; L-2: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144E/Jjl R; N: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144F/Bzd N; L: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144O/Rom R; A: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144L/Ore W; A: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144U/Byi A; B: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144Y/Nzd X; Dqx: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144C/Ljx I;

Deal Comments

Vxkxt. Gjy-Jhww Zxpujdv 1.00

Risk Retention

NE - Sfd

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 15, 2005

WAL Test Period (YRS)

WAL Test Period End Date

May 21, 2017