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
I	PWU	33.400	-	-	AAA-	QQQ-	-	-	Pwocrpec	3lSi	-	-	690	3pQv+564	-	80.60000
C-1	BOA	55.700	-	-	DD	CC	-	-	Qskdczzb	3lOm	-	385-395	395	3ySl+336	-	12.00000
Z	TJW	3.700	-	-	X-	F-	-	-	Zxvrmutq	3vMu	-	-	1400	3dRj+1062	-	68.00000
G	TIZ	418.000	-	-	MMM	NNN	-	-	Ibqhxmxu	3xLp	-	-	221	3xWs+208	-	15.30000
Y	DZW	78.000	-	-	P	I	-	-	Uucuchps	3cCo	-	-	490	3dNr+432	-	63.00000
Q-Yjuk	OKB	46.000	-	-	MMM	ZZZ	-	-	Ujfwhwqn	3cFh	-	-	221	3zLj+208	-	62.60000
I-2	HOS	2.000	-	-	SS	ZZ	-	-	Lvsng	KWY	-	-	-	7.000%	-	66.20000
G	LTW	58.100	-	-	NN-	AA-	-	-	Uzwottkm	3bEo	-	1025a	1025	3jIr+794	-	64.91000
M	LQS	5.110	-	-	AC	FK	-	-	-	-	-	-	-	-	-	Retained
Yae	AJK	35.000	-	-	XM	UR	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

G: First Pay: 2023-07-15; Redemption: 2024-05-29; Q-Yjuk: First Pay: 2023-07-15; Redemption: 2024-05-29; C-1: First Pay: 2023-07-15; Redemption: 2024-05-29; I-2: First Pay: 2023-07-15; Redemption: 2024-05-29; Y: First Pay: 2023-07-15; Redemption: 2024-05-29; I: First Pay: 2023-07-15; Redemption: 2024-05-29; G: First Pay: 2023-07-15; Redemption: 2024-05-29; Z: First Pay: 2023-07-15; Redemption: 2024-05-29; M: First Pay: 2023-07-15; Redemption: 2024-05-29; Yae: First Pay: 2023-07-15; Redemption: 2024-05-29;

Deal Comments

Jbc Jnmm Vsulbvk 1.5

Risk Retention

JT - Auu

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 17, 2018

WAL Test Period (YRS)

5.3

WAL Test Period End Date

Apr 10, 2020