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
IPWU33.400--AAA-QQQ---Pwocrpec3lSi--6903pQv+564-80.60000
C-1BOA55.700--DDCC--Qskdczzb3lOm-385-3953953ySl+336-12.00000
ZTJW3.700--X-F---Zxvrmutq3vMu--14003dRj+1062-68.00000
GTIZ418.000--MMMNNN--Ibqhxmxu3xLp--2213xWs+208-15.30000
YDZW78.000--PI--Uucuchps3cCo--4903dNr+432-63.00000
Q-YjukOKB46.000--MMMZZZ--Ujfwhwqn3cFh--2213zLj+208-62.60000
I-2HOS2.000--SSZZ--LvsngKWY---7.000%-66.20000
GLTW58.100--NN-AA---Uzwottkm3bEo-1025a10253jIr+794-64.91000
MLQS5.110--ACFK---------Retained
YaeAJK35.000--XMUR---------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)
7
Reinvestment Period End Date
Apr 17, 2018
WAL Test Period (YRS)
5.3
WAL Test Period End Date
Apr 10, 2020

Commentary 

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Deal Flow 

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