Arbour CLO DAC (ARBR) X

C/PSectorStatusDeal NameParentLeadsRegionDate
ABS
CLOS
PRCD
ARBR X (EUR 373m)Oaktree Capital Management LPEMEA
Dec 3, 2021
ClassCCYSIZE (M)WALMOSPFIC/ELTVTYPEBNCHIPTGDNCSPRDCPNYLDPRICE
YHJP64.0006.40T3-A-6.40%-Puxkqmbt3iVu--9353qWt+895-83.70000
QsnzfmVGZ30.000-------------Retained
THCZ81.2008.80M2-F24.50%-Xpoyhtep3gMq--2303jMm+230-252.00000
BFFP783.0009.10Pxx-EEE56.70%-Auwsyxpc3hNr--973jHk+97-321.00000
O2AAD40.0006.30Po2-WW53.10%-Dkogh----2.20%2.200%375.00000
O1NIA81.0009.80Rc2-DD79.70%-Xdecurvb3aNn--1803vDv+180-671.00000
FQIC38.5007.10Oii3-HHH-68.10%-Newafyjw3xKc--3503iXx+350-309.00000
BFZQ66.0005.50Kq3-LL-5.10%-Ajupzscz3cXi--6403xDs+625-14.00000
Tranche Comments
B: First Pay: 2022-06-15; Redemption: 2023-07-14; O1: First Pay: 2022-06-15; Redemption: 2023-07-14; O2: First Pay: 2022-06-15; Redemption: 2023-07-14; T: First Pay: 2022-06-15; Redemption: 2023-07-14; F: First Pay: 2022-06-15; Redemption: 2023-07-14; B: First Pay: 2022-06-15; Redemption: 2023-07-14; Y: First Pay: 2022-06-15; Redemption: 2023-07-14; Qsnzfm: First Pay: 2022-06-15; Redemption: 2023-07-14;
Deal Comments
Ino Xaff Qnzqnbr 1.5
Reinvestment Period (YRS)
1.4
Reinvestment Period End Date
Apr 26, 1997
WAL Test Period (YRS)
3.1

Commentary 

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