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
Y	EID	21.000	-	-	H-	Q-	-	-	Klxjqdzf	3sFs	-	-	960	3cQc+799	-	76.00000
Iro	KMD	71.000	-	-	XG	CX	-	-	-	-	-	-	-	-	-	Retained
C-2	XTS	28.500	-	-	JJ	ZZ	-	-	Ajfrv	-	-	-	-	5.750%	5.750%	624.00000
N	XLD	6.170	-	-	WB	OP	-	-	-	-	-	-	-	-	-	Retained
N	AOH	14.600	-	-	V	N	-	-	Bfrekawz	3sCv	-	-	265	3pHe+265	-	346.00000
U	FWE	36.500	-	-	WWW-	RRR-	-	-	Fefzcstr	3cXf	-	-	380	3qTy+380	-	437.00000
V	QVM	58.300	-	-	LL-	QQ-	-	-	Tsxkckjr	3qFp	-	-	700	3hBz+681	-	13.00000
S	FVW	402.000	-	-	PPP	MMM	-	-	Axydflpp	3lCn	-	-	133	3wOx+133	-	604.00000
Z-G	GQO	49.000	-	-	BBB	VVV	-	-	Pxklcwhf	3oBo	-	-	133	3hFa+133	-	769.00000
Z-1	CDB	53.300	-	-	PP	BB	-	-	Cvovjcdr	3mIh	-	-	200	3gYm+200	-	286.00000

Tranche Comments

S: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144K/Gwg H; Z-G: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144O/Hlb Q; Z-1: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144H/Gsm B; C-2: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144N/Ced U; N: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144X/Leg M; U: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144E/Bqk P; V: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144C/Vqq B; Y: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144N/Bau X; N: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144H/Wii G; Iro: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144K/Zlo I;

Deal Comments

Jhbhi. Mie-Kbvv Lhxciir 1.00

Risk Retention

ME - Lbg

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 15, 1998

WAL Test Period (YRS)

WAL Test Period End Date

Dec 4, 2004