Arbour CLO DAC (ARBR) X

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
K	XHE	76.700	3.80	Cbb3	-	UUU-	52.50%	-	Rrwuodvl	3eZm	-	-	350	3nCw+350	-	127.00000
U2	YVP	82.000	7.40	Mn2	-	YY	56.10%	-	Qfbvj	-	-	-	-	2.20%	2.200%	126.00000
J	ZCH	43.000	5.70	R3	-	Z-	1.20%	-	Xfsozrot	3gPk	-	-	935	3rAy+895	-	55.10000
Bzvpaq	VBB	47.000	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F	WYE	113.000	9.70	Saa	-	WWW	43.60%	-	Wydzxswn	3rNn	-	-	97	3xLn+97	-	164.00000
I1	VWQ	97.000	2.40	Fc2	-	KK	69.90%	-	Gudskohs	3wCh	-	-	180	3eWe+180	-	904.00000
F	DWX	11.700	5.60	F2	-	M	45.30%	-	Muxkxdna	3pCg	-	-	230	3hKf+230	-	214.00000
J	JVH	75.000	1.70	Dd3	-	EE-	1.50%	-	Haelaymy	3hNd	-	-	640	3aPe+625	-	37.00000

Tranche Comments

F: First Pay: 2022-06-15; Redemption: 2023-07-14; I1: First Pay: 2022-06-15; Redemption: 2023-07-14; U2: First Pay: 2022-06-15; Redemption: 2023-07-14; F: First Pay: 2022-06-15; Redemption: 2023-07-14; K: First Pay: 2022-06-15; Redemption: 2023-07-14; J: First Pay: 2022-06-15; Redemption: 2023-07-14; J: First Pay: 2022-06-15; Redemption: 2023-07-14; Bzvpaq: First Pay: 2022-06-15; Redemption: 2023-07-14;

Deal Comments

Tmf Yqcc Cywxmyu 1.5

Reinvestment Period (YRS)

7.6

Reinvestment Period End Date

Jan 21, 2023

Refinancing

Yes

WAL Test Period (YRS)

7.5