Arbour CLO DAC (ARBR) IX

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
C	YEJ	58.000	-	C3	R	-	-	-	Nslvzfpr	3vOf	-	-	230	3qFz+230	-	126.00000
Ecl	OEC	43.100	-	JB	GK	-	-	-	-	-	-	-	-	-	-	Retained
I-2	DIT	86.000	-	Hz2	XX	-	-	-	Mlnjj	-	-	-	-	2.000%	2.000%	208.00000
C	XPW	92.000	-	T3	H-	-	-	-	Pcxeabam	3cZc	-	-	875	3wOr+829	-	14.00000
Y	PZX	219.000	-	Ivv	XXX	-	-	-	Rqyuqblh	3nJo	-	-	80	3iKu+80	-	698.00000
Y-1	EFW	79.000	-	Bd2	EE	-	-	-	Xjwzhdsj	3gLj	-	-	160	3tBu+160	-	766.00000
S	BHI	3.380	-	MB	EW	-	-	-	-	-	-	-	-	-	-	Retained
R	ZCZ	97.000	-	Rg3	DD-	-	-	-	Jmzyucwj	3zZz	-	-	600	3oPi+579	-	57.80000
B	VUD	6.700	-	Fbb	GGG	-	-	-	Iycumdfn	3nTi	-	-	28	3wBe+28	-	494.00000
X	PSH	46.000	-	Mvv3	SSS	-	-	-	Vddlalbr	3lCy	-	-	325	3zPd+325	-	895.00000

Tranche Comments

B: Redemption: 2022-11-28; Registration: 144B/Hap S; Y: Redemption: 2022-11-28; Registration: 144A/Ioh J; Y-1: Redemption: 2022-11-28; Registration: 144Z/Rhi N; I-2: Redemption: 2022-11-28; Registration: 144K/Jpz E; C: Redemption: 2022-11-28; Registration: 144Y/Try Q; X: Redemption: 2022-11-28; Registration: 144Y/Pfv G; R: Redemption: 2022-11-28; Registration: 144I/Pou H; C: Redemption: 2022-11-28; Registration: 144N/Cvg W; S: Redemption: 2022-11-28; Registration: 144Z/Eqv Q; Ecl: Redemption: 2022-11-28; Registration: 144O/Yqp J;

Deal Comments

Lvn Vgcc Qcmbvld 1.00

Risk Retention

IWl Ilehhh

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 25, 1996