Arbour CLO DAC (ARBR) II(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
X-REUR1.0001.10AaaAAA---Floating3mEu-303mEu+30-100.00000
A-REUR248.0006.00AaaAAA-38.00%-Floating3mEu-863mEu+86-100.00000
B-1-REUR27.7008.00Aa2AA-28.00%-Floating3mEu-1503mEu+150-100.00000
B-2-REUR12.3008.00Aa2AA-28.00%-Fixed---2.00%2.000%100.00000
C-REUR25.0008.60A2A-21.75%-Floating3mEu-2003mEu+200-100.00000
D-REUR27.0009.10Baa3BBB-15.00%-Floating3mEu-3003mEu+300-100.00000
E-REUR21.2009.60Ba3BB--9.70%-Floating3mEu-5903mEu+576-99.00000
F-REUR11.30010.00B3B--6.88%-Floating3mEu-8753mEu+830-97.00000
SubEUR39.500-NRNR---------Retained
Tranche Comments
X-R: First Pay: 2021-10-15; Redemption: 2022-12-15; A-R: First Pay: 2021-10-15; Redemption: 2022-12-15; B-1-R: First Pay: 2021-10-15; Redemption: 2022-12-15; B-2-R: First Pay: 2021-10-15; Redemption: 2022-12-15; C-R: First Pay: 2021-10-15; Redemption: 2022-12-15; D-R: First Pay: 2021-10-15; Redemption: 2022-12-15; E-R: First Pay: 2021-10-15; Redemption: 2022-12-15; F-R: First Pay: 2021-10-15; Redemption: 2022-12-15; Sub: First Pay: 2021-10-15; Redemption: 2022-12-15;
Deal Comments
Reset. Non Call Period: 1.00
Originator(s)
Oaktree Capital Management
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 15, 2026
Reset
Yes