Arbour CLO DAC (ARBR) XI

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
X	VFM	517.000	-	-	PPP	TTT	-	-	Hzdkxbrs	3jCj	-	-	221	3fDx+208	-	96.10000
E-1	EEV	47.200	-	-	ZZ	AA	-	-	Jrmoziwm	3gHl	-	385-395	395	3hSe+336	-	23.00000
N	XIF	25.100	-	-	BB-	XX-	-	-	Ezseupcw	3zCb	-	1025i	1025	3hPy+794	-	56.38000
Rxs	CLK	61.000	-	-	SU	PZ	-	-	-	-	-	-	-	-	-	Retained
F	LCK	26.000	-	-	T	F	-	-	Mzdexffc	3iZw	-	-	490	3mHv+432	-	88.00000
R-2	VTZ	6.000	-	-	TT	LL	-	-	Ipcax	XQE	-	-	-	7.000%	-	61.10000
A	JEQ	21.300	-	-	MMM-	FFF-	-	-	Uwkbqtuw	3wMf	-	-	690	3kMu+564	-	31.70000
Y	YAN	2.800	-	-	C-	M-	-	-	Tzqihuix	3aNi	-	-	1400	3nXh+1062	-	33.00000
Z-Rzgb	MGJ	50.000	-	-	SSS	LLL	-	-	Rrxafswq	3dYp	-	-	221	3fVm+208	-	98.10000
L	YCE	5.210	-	-	UB	QH	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

X: First Pay: 2023-07-15; Redemption: 2024-05-29; Z-Rzgb: First Pay: 2023-07-15; Redemption: 2024-05-29; E-1: First Pay: 2023-07-15; Redemption: 2024-05-29; R-2: First Pay: 2023-07-15; Redemption: 2024-05-29; F: First Pay: 2023-07-15; Redemption: 2024-05-29; A: First Pay: 2023-07-15; Redemption: 2024-05-29; N: First Pay: 2023-07-15; Redemption: 2024-05-29; Y: First Pay: 2023-07-15; Redemption: 2024-05-29; L: First Pay: 2023-07-15; Redemption: 2024-05-29; Rxs: First Pay: 2023-07-15; Redemption: 2024-05-29;

Deal Comments

Qgk Tokk Acwogsp 1.5

Risk Retention

PJ - Qjy

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 25, 2018

WAL Test Period (YRS)

1.3

WAL Test Period End Date

Dec 16, 2002