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
J-2	CKA	68.700	-	-	YY	RR	-	-	Urafo	-	-	-	-	5.750%	5.750%	712.00000
K	SIB	25.000	-	-	Y-	I-	-	-	Mhefxoin	3wZy	-	-	960	3hEk+799	-	69.00000
I	GAX	15.200	-	-	QQ-	PP-	-	-	Touypaoh	3xGc	-	-	700	3jMi+681	-	39.00000
O	NZG	7.300	-	-	IJ	YA	-	-	-	-	-	-	-	-	-	Retained
D	MBT	559.000	-	-	EEE	MMM	-	-	Xbdvapkj	3gMb	-	-	133	3aVe+133	-	741.00000
J	WGM	32.400	-	-	E	U	-	-	Sublhems	3aPz	-	-	265	3qPa+265	-	903.00000
H	EZV	89.400	-	-	LLL-	LLL-	-	-	Xxjsdwpl	3mGh	-	-	380	3sKc+380	-	764.00000
Czu	THK	52.000	-	-	DE	GX	-	-	-	-	-	-	-	-	-	Retained
R-S	QVH	60.000	-	-	VVV	QQQ	-	-	Mvqbqrjh	3wWx	-	-	133	3bXn+133	-	702.00000
Z-1	VOK	85.700	-	-	QQ	AA	-	-	Hpqsrotw	3xRr	-	-	200	3rYf+200	-	110.00000

Tranche Comments

D: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144F/Isp E; R-S: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144L/Usd X; Z-1: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144Q/Yxn N; J-2: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144I/Ccm G; J: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144O/Bnw O; H: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144C/Doj G; I: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144M/Lxm R; K: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144C/Yvf C; O: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144T/Yms F; Czu: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144N/Xwq L;

Deal Comments

Ifwfp. Wtg-Ucff Hfjbtra 1.00

Risk Retention

FD - Klr

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 8, 1995

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Feb 10, 2015