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
B	NJH	50.400	-	-	P	O	-	-	Ujmotwko	3nQf	-	-	265	3tOl+265	-	278.00000
Sve	KZZ	69.000	-	-	QL	OW	-	-	-	-	-	-	-	-	-	Retained
S-2	KQL	41.200	-	-	PP	GG	-	-	Vktpt	-	-	-	-	5.750%	5.750%	761.00000
Q-A	MHW	34.000	-	-	PPP	JJJ	-	-	Mheeyxjv	3bQy	-	-	133	3zVk+133	-	394.00000
R-1	XBU	95.500	-	-	CC	CC	-	-	Iuqvmxdd	3kMp	-	-	200	3sCb+200	-	939.00000
Q	CEZ	1.100	-	-	UW	AM	-	-	-	-	-	-	-	-	-	Retained
G	GTJ	820.000	-	-	HHH	JJJ	-	-	Oeyfezjh	3hGy	-	-	133	3eFo+133	-	737.00000
R	MEJ	47.500	-	-	VVV-	QQQ-	-	-	Nwjxuxsb	3oYz	-	-	380	3nAk+380	-	280.00000
P	WEW	96.300	-	-	MM-	YY-	-	-	Wshhtkdi	3jYz	-	-	700	3aHd+681	-	63.00000
E	GHX	14.000	-	-	D-	D-	-	-	Hqjmktpl	3cFn	-	-	960	3qUd+799	-	19.00000

Tranche Comments

G: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144X/Kje P; Q-A: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144I/Rta G; R-1: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144L/Vyc I; S-2: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144E/Zqz N; B: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144V/Nbo J; R: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144Z/Epk J; P: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144F/Uaz L; E: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144P/Iyy L; Q: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144Y/Fvc M; Sve: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144P/Qod S;

Deal Comments

Ogygz. Ejh-Zypp Lgxgjjo 1.00

Risk Retention

VO - Wlx

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 13, 2009

WAL Test Period (YRS)

WAL Test Period End Date

Sep 25, 2012