Arbour CLO DAC (ARBR) XI

C/PSectorStatusDeal NameParentLeadsRegionDate
ABS
CLOS
PRCD
ARBR XI (EUR 355m)Oaktree Capital Management LPEMEA
Oct 31, 2022
ClassCCYSIZE (M)WALMOSPFIC/ELTVTYPEBNCHIPTGDNCSPRDCPNYLDPRICE
XVFM517.000--PPPTTT--Hzdkxbrs3jCj--2213fDx+208-96.10000
E-1EEV47.200--ZZAA--Jrmoziwm3gHl-385-3953953hSe+336-23.00000
NXIF25.100--BB-XX---Ezseupcw3zCb-1025i10253hPy+794-56.38000
RxsCLK61.000--SUPZ---------Retained
FLCK26.000--TF--Mzdexffc3iZw--4903mHv+432-88.00000
R-2VTZ6.000--TTLL--IpcaxXQE---7.000%-61.10000
AJEQ21.300--MMM-FFF---Uwkbqtuw3wMf--6903kMu+564-31.70000
YYAN2.800--C-M---Tzqihuix3aNi--14003nXh+1062-33.00000
Z-RzgbMGJ50.000--SSSLLL--Rrxafswq3dYp--2213fVm+208-98.10000
LYCE5.210--UBQH---------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)
1
Reinvestment Period End Date
Oct 25, 2018
WAL Test Period (YRS)
1.3
WAL Test Period End Date
Dec 16, 2002

Commentary 

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Deal Flow 

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