{"text_format":"3","workbook":"xlsb","n_sheets":1,"sheets":["comparison"],"not_rendered":{"defined_names":28},"read":"whole","date_system":"1900","formulas":"cached_only","passed_over":{"ids":[37,38,1024],"n":279}}

{"sheet":"comparison","index":0,"n_rows":99,"n_cols":46,"rows_kept":99,"merged":[[1,1,1,5],[1,14,1,18],[2,1,2,5],[2,14,2,18],[3,1,3,5],[3,14,3,18],[6,1,6,3],[6,14,6,16],[12,3,12,12],[12,16,12,25],[22,1,22,3],[22,14,22,16],[28,3,28,12],[28,16,28,25],[38,1,38,3],[38,14,38,16],[44,3,44,12],[44,16,44,25],[53,1,53,3],[53,14,53,16],[59,3,59,12],[59,16,59,25],[68,1,68,3],[68,14,68,16],[74,3,74,12],[74,16,74,25],[84,1,84,3],[84,14,84,16],[90,3,90,12],[90,16,90,25]],"flags":["formulas_cached_only"]}
[]
[null,"Reinvestment Asset(s): Credit Quality Assumption",{"$nulls":12},"Reinvestment Asset(s) Credit Quality Assumption"]
[null,"Three Credit-Quality Assets (1. B1 and better to B1; 2. B2 to B2; 3. B3 and below to B3)",{"$nulls":12},"Credit quality based on transaction's weighted average rating factor (WARF)"]
[null,"(Data Source: Moody's CDOnet)",{"$nulls":12},"(Data Source: Moody's CDOnet)"]
[]
[]
[null,"Anchorage Capital CLO 17 Ltd. ",{"$nulls":12},"Anchorage Capital CLO 17 Ltd. "]
[]
[null,"Total Collateral",{"v":443987683.14000005,"d":"443,987,683"},{"$nulls":11},"Total Collateral",{"v":443987683.14000005,"d":"443,987,683"}]
[null,"Total Classes",{"v":458110000,"d":"458,110,000"},{"$nulls":11},"Total Classes",{"v":458110000,"d":"458,110,000"}]
[null,"Implied Equity Bal",{"v":29987683.140000045,"d":"29,987,683"},{"$nulls":11},"Implied Equity Bal",{"v":29987683.140000045,"d":"29,987,683"}]
[]
[{"$nulls":3},"P + I Losses\n(In case of equity tranches, Interest Paid)",{"$nulls":12},"P + I Losses\n(In case of equity tranches, Interest Paid)",{"$nulls":28},"Lock"]
[null,"CLASS","CLASS FACE VALUE","SCEN_1","SCEN_2","SCEN_3","SCEN_4","SCEN_5","SCEN_6","SCEN_7","SCEN_8","SCEN_9","SCEN_10",null,"CLASS","CLASS FACE VALUE","SCEN_1","SCEN_2","SCEN_3","SCEN_4","SCEN_5","SCEN_6","SCEN_7","SCEN_8","SCEN_9","SCEN_10"]
[null,"A1",{"v":270000000,"d":"270,000,000"},0,0,0,0,0,0,0,0,0,0,null,"A1",{"v":270000000,"d":"270,000,000"},0,0,0,0,0,0,0,0,0,0]
[null,"A2",{"v":9000000,"d":"9,000,000"},0,0,0,0,0,0,0,0,0,0,null,"A2",{"v":9000000,"d":"9,000,000"},0,0,0,0,0,0,0,0,0,0]
[null,"B",{"v":51750000,"d":"51,750,000"},0,0,0,0,0,0,0,0,0,{"v":25700430.615411595,"d":"25,700,431"},null,"B",{"v":51750000,"d":"51,750,000"},0,0,0,0,0,0,0,0,0,{"v":30283538.858426567,"d":"30,283,539"}]
[null,"C",{"v":25312500,"d":"25,312,500"},0,0,0,0,0,0,0,{"v":4971102.748987161,"d":"4,971,103"},{"v":39055716,"d":"39,055,716"},{"v":44507899,"d":"44,507,899"},null,"C",{"v":25312500,"d":"25,312,500"},0,0,0,0,0,0,0,{"v":10096808.041893726,"d":"10,096,808"},{"v":43925264,"d":"43,925,264"},{"v":44507899,"d":"44,507,899"}]
[null,"D",{"v":31500000,"d":"31,500,000"},0,0,0,0,0,0,{"v":11942444.684750363,"d":"11,942,445"},{"v":60697534,"d":"60,697,534"},{"v":61234254,"d":"61,234,254"},{"v":61950641,"d":"61,950,641"},null,"D",{"v":31500000,"d":"31,500,000"},0,0,0,0,{"v":4633881.140736286,"d":"4,633,881"},0,{"v":15232467.494747914,"d":"15,232,467"},{"v":60697534,"d":"60,697,534"},{"v":61415674,"d":"61,415,674"},{"v":61950641,"d":"61,950,641"}]
[null,"E",{"v":26437500,"d":"26,437,500"},0,0,0,{"v":21588592.394041512,"d":"21,588,592"},{"v":66733724,"d":"66,733,724"},{"v":24062386.887049664,"d":"24,062,387"},{"v":65058461,"d":"65,058,461"},{"v":68960584,"d":"68,960,584"},{"v":68960584,"d":"68,960,584"},{"v":69775914,"d":"69,775,914"},null,"E",{"v":26437500,"d":"26,437,500"},0,0,0,{"v":25032151.893367857,"d":"25,032,152"},{"v":66991620,"d":"66,991,620"},{"v":26540367.24230674,"d":"26,540,367"},{"v":65260516,"d":"65,260,516"},{"v":68960584,"d":"68,960,584"},{"v":68960584,"d":"68,960,584"},{"v":69939262,"d":"69,939,262"}]
[null,"PS",{"v":44110000,"d":"44,110,000"},{"v":66306205.38963573,"d":"66,306,205"},{"v":41629791.0950131,"d":"41,629,791"},{"v":14464659.733452158,"d":"14,464,660"},{"v":5066313.101996736,"d":"5,066,313"},{"v":2671436.3622693354,"d":"2,671,436"},{"v":8680512.709298361,"d":"8,680,513"},{"v":4422140.1997441705,"d":"4,422,140"},{"v":2671436.3622693354,"d":"2,671,436"},{"v":2671436.3622693354,"d":"2,671,436"},{"v":2671436.3622693354,"d":"2,671,436"},null,"PS",{"v":44110000,"d":"44,110,000"},{"v":65875567.26359695,"d":"65,875,567"},{"v":40676577.287358865,"d":"40,676,577"},{"v":12751362.550823083,"d":"12,751,363"},{"v":5063315.326882446,"d":"5,063,315"},{"v":2670570.906509136,"d":"2,670,571"},{"v":8646604.985652857,"d":"8,646,605"},{"v":4420313.92568679,"d":"4,420,314"},{"v":2670570.906509136,"d":"2,670,571"},{"v":2670570.906509136,"d":"2,670,571"},{"v":2670570.906509136,"d":"2,670,571"}]
[]
[null,"Ares LII CLO Ltd.",{"$nulls":12},"Ares LII CLO Ltd."]
[]
[null,"Total Collateral",{"v":496185406.03,"d":"496,185,406"},{"$nulls":11},"Total Collateral",{"v":496185406.03,"d":"496,185,406"}]
[null,"Total Classes",{"v":507500000,"d":"507,500,000"},{"$nulls":11},"Total Classes",{"v":507500000,"d":"507,500,000"}]
[null,"Implied Equity Bal",{"v":38685406.02999997,"d":"38,685,406"},{"$nulls":11},"Implied Equity Bal",{"v":38685406.02999997,"d":"38,685,406"}]
[]
[{"$nulls":3},"P + I Losses\n(In case of equity tranches, Interest Paid)",{"$nulls":12},"P + I Losses\n(In case of equity tranches, Interest Paid)",{"$nulls":28},"Lock"]
[null,"CLASS","CLASS FACE VALUE","SCEN_1","SCEN_2","SCEN_3","SCEN_4","SCEN_5","SCEN_6","SCEN_7","SCEN_8","SCEN_9","SCEN_10",null,"CLASS","CLASS FACE VALUE","SCEN_1","SCEN_2","SCEN_3","SCEN_4","SCEN_5","SCEN_6","SCEN_7","SCEN_8","SCEN_9","SCEN_10"]
[null,"A1R",{"v":300000000,"d":"300,000,000"},0,0,0,0,0,0,0,0,0,0,null,"A1R",{"v":300000000,"d":"300,000,000"},0,0,0,0,0,0,0,0,0,0]
[null,"A2R",{"v":25000000,"d":"25,000,000"},0,0,0,0,0,0,0,0,0,0,null,"A2R",{"v":25000000,"d":"25,000,000"},0,0,0,0,0,0,0,0,0,0]
[null,"BR",{"v":52500000,"d":"52,500,000"},0,0,0,0,0,0,0,0,0,{"v":2628036.3564295736,"d":"2,628,036"},null,"BR",{"v":52500000,"d":"52,500,000"},0,0,0,0,0,0,0,0,0,{"v":3799788.979974441,"d":"3,799,789"}]
[null,"CR",{"v":32500000,"d":"32,500,000"},0,0,0,0,0,0,0,0,{"v":25975301.676844425,"d":"25,975,302"},{"v":50907650.06230861,"d":"50,907,650"},null,"CR",{"v":32500000,"d":"32,500,000"},0,0,0,0,0,0,0,0,{"v":27339796.76736054,"d":"27,339,797"},{"v":50907650.06230861,"d":"50,907,650"}]
[null,"DR",{"v":29750000,"d":"29,750,000"},0,0,0,0,0,0,{"v":4324989.74087321,"d":"4,324,990"},{"v":48060884.713904925,"d":"48,060,885"},{"v":50361778.54628498,"d":"50,361,779"},{"v":50361778.54628498,"d":"50,361,779"},null,"DR",{"v":29750000,"d":"29,750,000"},0,0,0,0,0,0,{"v":5225123.713890683,"d":"5,225,124"},{"v":49550035.77082749,"d":"49,550,036"},{"v":50361778.54628498,"d":"50,361,779"},{"v":50361778.54628498,"d":"50,361,779"}]
[null,"ER",{"v":17750000,"d":"17,750,000"},0,0,0,0,{"v":33493089.4720138,"d":"33,493,089"},0,{"v":35784399.90768711,"d":"35,784,400"},{"v":37842490.586145036,"d":"37,842,491"},{"v":37842490.586145036,"d":"37,842,491"},{"v":37842490.586145036,"d":"37,842,491"},null,"ER",{"v":17750000,"d":"17,750,000"},0,0,0,{"v":16201.630658146227,"d":"16,202"},{"v":34951173.01273072,"d":"34,951,173"},0,{"v":35784399.90768711,"d":"35,784,400"},{"v":37842490.586145036,"d":"37,842,491"},{"v":37842490.586145036,"d":"37,842,491"},{"v":37842490.586145036,"d":"37,842,491"}]
[null,"PS",{"v":50000000,"d":"50,000,000"},{"v":71468352.13460979,"d":"71,468,352"},{"v":53776623.054619335,"d":"53,776,623"},{"v":28030641.289081376,"d":"28,030,641"},{"v":4570816.957496175,"d":"4,570,817"},{"v":3159756.167593102,"d":"3,159,756"},{"v":8453923.381094996,"d":"8,453,923"},{"v":4187344.7570081316,"d":"4,187,345"},{"v":3026019.2396118725,"d":"3,026,019"},{"v":2948220.4030906754,"d":"2,948,220"},{"v":2870423.071452289,"d":"2,870,423"},null,"PS",{"v":50000000,"d":"50,000,000"},{"v":71442519.75471373,"d":"71,442,520"},{"v":53663169.635812774,"d":"53,663,170"},{"v":27728451.985900283,"d":"27,728,452"},{"v":4562048.412535373,"d":"4,562,048"},{"v":3159667.5320700286,"d":"3,159,668"},{"v":8442006.27386548,"d":"8,442,006"},{"v":4187206.5750828963,"d":"4,187,207"},{"v":3023053.3374783555,"d":"3,023,053"},{"v":2944692.2705560597,"d":"2,944,692"},{"v":2866333.221032894,"d":"2,866,333"}]
[]
[null,"Carlyle US CLO 2021-1 Ltd.",{"$nulls":12},"Carlyle US CLO 2021-1 Ltd."]
[]
[null,"Total Collateral",{"v":617009300.8104,"d":"617,009,301"},{"$nulls":11},"Total Collateral",{"v":617009300.8104,"d":"617,009,301"}]
[null,"Total Classes",{"v":626600000,"d":"626,600,000"},{"$nulls":11},"Total Classes",{"v":626600000,"d":"626,600,000"}]
[null,"Implied Equity Bal",{"v":65009300.81040001,"d":"65,009,301"},{"$nulls":11},"Implied Equity Bal",{"v":65009300.81040001,"d":"65,009,301"}]
[]
[{"$nulls":3},"P + I Losses\n(In case of equity tranches, Interest Paid)",{"$nulls":12},"P + I Losses\n(In case of equity tranches, Interest Paid)",{"$nulls":28},"Lock"]
[null,"CLASS","CLASS FACE VALUE","SCEN_1","SCEN_2","SCEN_3","SCEN_4","SCEN_5","SCEN_6","SCEN_7","SCEN_8","SCEN_9","SCEN_10",null,"CLASS","CLASS FACE VALUE","SCEN_1","SCEN_2","SCEN_3","SCEN_4","SCEN_5","SCEN_6","SCEN_7","SCEN_8","SCEN_9","SCEN_10"]
[null,"A1",{"v":360000000,"d":"360,000,000"},0,0,0,0,0,0,0,0,0,0,null,"A1",{"v":360000000,"d":"360,000,000"},0,0,0,0,0,0,0,0,0,0]
[null,"A2",{"v":96000000,"d":"96,000,000"},0,0,0,0,0,0,0,0,0,{"v":22755418.46588888,"d":"22,755,418"},null,"A2",{"v":96000000,"d":"96,000,000"},0,0,0,0,0,0,0,0,0,{"v":29309849.433000993,"d":"29,309,849"}]
[null,"B",{"v":36000000,"d":"36,000,000"},0,0,0,0,0,0,0,{"v":13618944.661090154,"d":"13,618,945"},{"v":48365034.361478716,"d":"48,365,034"},{"v":59068952.62086868,"d":"59,068,953"},null,"B",{"v":36000000,"d":"36,000,000"},0,0,0,0,0,0,0,{"v":20912018.24477825,"d":"20,912,018"},{"v":55441841.34428889,"d":"55,441,841"},{"v":59068952.62086868,"d":"59,068,953"}]
[null,"C",{"v":36000000,"d":"36,000,000"},0,0,0,0,{"v":11817643.356413,"d":"11,817,643"},0,{"v":19743957.145683065,"d":"19,743,957"},{"v":63649748.21870392,"d":"63,649,748"},{"v":63649748.21870392,"d":"63,649,748"},{"v":64880647.14909859,"d":"64,880,647"},null,"C",{"v":36000000,"d":"36,000,000"},0,0,0,0,{"v":18475752.16560663,"d":"18,475,752"},0,{"v":24443468.008818537,"d":"24,443,468"},{"v":63649748.21870392,"d":"63,649,748"},{"v":63649748.21870392,"d":"63,649,748"},{"v":64880647.14909859,"d":"64,880,647"}]
[null,"D",{"v":24000000,"d":"24,000,000"},0,0,0,{"v":21941441.498842876,"d":"21,941,441"},{"v":53478834.63398535,"d":"53,478,835"},{"v":21258405.023568165,"d":"21,258,405"},{"v":52411894.55727008,"d":"52,411,895"},{"v":55303737.90653781,"d":"55,303,738"},{"v":55303737.90653781,"d":"55,303,738"},{"v":55303737.90653781,"d":"55,303,738"},null,"D",{"v":24000000,"d":"24,000,000"},0,0,0,{"v":26356636.17282063,"d":"26,356,636"},{"v":53634244.076272875,"d":"53,634,244"},{"v":24666445.872337304,"d":"24,666,446"},{"v":52411894.55727008,"d":"52,411,895"},{"v":55303737.90653781,"d":"55,303,738"},{"v":55303737.90653781,"d":"55,303,738"},{"v":55303737.90653781,"d":"55,303,738"}]
[null,"PS",{"v":74600000,"d":"74,600,000"},{"v":88900638.78275952,"d":"88,900,639"},{"v":59772952.440718815,"d":"59,772,952"},{"v":24630051.480768207,"d":"24,630,051"},{"v":13072886.387079168,"d":"13,072,886"},{"v":8174412.3289538175,"d":"8,174,412"},{"v":18866627.548842322,"d":"18,866,628"},{"v":10612797.6116576,"d":"10,612,798"},{"v":6690953.124933535,"d":"6,690,953"},{"v":6239525.437488234,"d":"6,239,525"},{"v":6239002.665225939,"d":"6,239,003"},null,"PS",{"v":74600000,"d":"74,600,000"},{"v":88217241.80325645,"d":"88,217,242"},{"v":58267983.48512037,"d":"58,267,983"},{"v":23809173.224018387,"d":"23,809,173"},{"v":13041981.534722937,"d":"13,041,982"},{"v":8174412.3289538175,"d":"8,174,412"},{"v":18864335.483601525,"d":"18,864,335"},{"v":10612797.6116576,"d":"10,612,798"},{"v":6690953.124933535,"d":"6,690,953"},{"v":6239525.437488234,"d":"6,239,525"},{"v":6239002.665225939,"d":"6,239,003"}]
[]
[null,"Magnetite XXVII Ltd.",{"$nulls":12},"Magnetite XXVII Ltd."]
[]
[null,"Total Collateral",{"v":501020983.72029984,"d":"501,020,984"},{"$nulls":11},"Total Collateral",{"v":501020983.72029984,"d":"501,020,984"}]
[null,"Total Classes",{"v":509500000,"d":"509,500,000"},{"$nulls":11},"Total Classes",{"v":509500000,"d":"509,500,000"}]
[null,"Implied Equity Bal",{"v":41020983.72029984,"d":"41,020,984"},{"$nulls":11},"Implied Equity Bal",{"v":41020983.72029984,"d":"41,020,984"}]
[]
[{"$nulls":3},"P + I Losses\n(In case of equity tranches, Interest Paid)",{"$nulls":12},"P + I Losses\n(In case of equity tranches, Interest Paid)",{"$nulls":28},"Lock"]
[null,"CLASS","CLASS FACE VALUE","SCEN_1","SCEN_2","SCEN_3","SCEN_4","SCEN_5","SCEN_6","SCEN_7","SCEN_8","SCEN_9","SCEN_10",null,"CLASS","CLASS FACE VALUE","SCEN_1","SCEN_2","SCEN_3","SCEN_4","SCEN_5","SCEN_6","SCEN_7","SCEN_8","SCEN_9","SCEN_10"]
[null,"AR",{"v":320000000,"d":"320,000,000"},0,0,0,0,0,0,0,0,0,0,null,"AR",{"v":320000000,"d":"320,000,000"},0,0,0,0,0,0,0,0,0,0]
[null,"BR",{"v":60000000,"d":"60,000,000"},0,0,0,0,0,0,0,0,0,{"v":25957253.117430046,"d":"25,957,253"},null,"BR",{"v":60000000,"d":"60,000,000"},0,0,0,0,0,0,0,0,{"v":7613953.691878967,"d":"7,613,954"},{"v":37777016.15624134,"d":"37,777,016"}]
[null,"CR",{"v":27500000,"d":"27,500,000"},0,0,0,0,0,0,0,{"v":9772454.716511933,"d":"9,772,455"},{"v":42083629.03374227,"d":"42,083,629"},{"v":46048722.31634796,"d":"46,048,722"},null,"CR",{"v":27500000,"d":"27,500,000"},0,0,0,0,0,0,0,{"v":21362978.225184694,"d":"21,362,978"},{"v":46048722.31634796,"d":"46,048,722"},{"v":46048722.31634796,"d":"46,048,722"}]
[null,"DR",{"v":30000000,"d":"30,000,000"},0,0,0,0,{"v":3546715.9637827957,"d":"3,546,716"},0,{"v":14080188.840666452,"d":"14,080,189"},{"v":54264763.288602725,"d":"54,264,763"},{"v":54685383.37543693,"d":"54,685,383"},{"v":55344067.21200721,"d":"55,344,067"},null,"DR",{"v":30000000,"d":"30,000,000"},0,0,0,0,{"v":14028723.537085826,"d":"14,028,724"},0,{"v":22316656.11052343,"d":"22,316,656"},{"v":54264763.288602725,"d":"54,264,763"},{"v":54829905.630806,"d":"54,829,906"},{"v":55344067.21200721,"d":"55,344,067"}]
[null,"ER",{"v":22500000,"d":"22,500,000"},0,0,0,{"v":15766992.853192544,"d":"15,766,993"},{"v":51832149.294046946,"d":"51,832,149"},{"v":18397084.62165957,"d":"18,397,085"},{"v":50458796.271327764,"d":"50,458,796"},{"v":53289388.94906353,"d":"53,289,389"},{"v":53801401.9814399,"d":"53,801,402"},{"v":54755721.505614564,"d":"54,755,722"},null,"ER",{"v":22500000,"d":"22,500,000"},0,0,0,{"v":23067000.778501254,"d":"23,067,001"},{"v":51832149.294046946,"d":"51,832,149"},{"v":24493412.029760294,"d":"24,493,412"},{"v":50458796.271327764,"d":"50,458,796"},{"v":53289388.94906353,"d":"53,289,389"},{"v":54039482.28613594,"d":"54,039,482"},{"v":54755721.505614564,"d":"54,755,722"}]
[null,"PS",{"v":49500000,"d":"49,500,000"},{"v":72941991.44441435,"d":"72,941,991"},{"v":49219334.8901769,"d":"49,219,335"},{"v":20673568.419397775,"d":"20,673,568"},{"v":7882674.263178804,"d":"7,882,674"},{"v":4621188.392415136,"d":"4,621,188"},{"v":12383229.53548914,"d":"12,383,230"},{"v":6438598.566499298,"d":"6,438,599"},{"v":4161458.246081083,"d":"4,161,458"},{"v":4160422.410167505,"d":"4,160,422"},{"v":4159386.574253927,"d":"4,159,387"},null,"PS",{"v":49500000,"d":"49,500,000"},{"v":71390823.49619521,"d":"71,390,823"},{"v":46098783.46379082,"d":"46,098,783"},{"v":16328152.387249056,"d":"16,328,152"},{"v":7735509.709732414,"d":"7,735,510"},{"v":4614806.001442939,"d":"4,614,806"},{"v":12165188.55732348,"d":"12,165,189"},{"v":6433479.222884401,"d":"6,433,479"},{"v":4159479.3023508685,"d":"4,159,479"},{"v":4158443.4664372904,"d":"4,158,443"},{"v":4133843.9967354843,"d":"4,133,844"}]
[]
[null,"OHA Credit Funding 3 Ltd.",{"$nulls":12},"OHA Credit Funding 3 Ltd."]
[]
[null,"Total Collateral",{"v":674488905.2300001,"d":"674,488,905"},{"$nulls":11},"Total Collateral",{"v":674488905.2300001,"d":"674,488,905"}]
[null,"Total Classes",{"v":707562500,"d":"707,562,500"},{"$nulls":11},"Total Classes",{"v":707562500,"d":"707,562,500"}]
[null,"Implied Equity Bal",{"v":31426405.23000014,"d":"31,426,405"},{"$nulls":11},"Implied Equity Bal",{"v":31426405.23000014,"d":"31,426,405"}]
[]
[{"$nulls":3},"P + I Losses\n(In case of equity tranches, Interest Paid)",{"$nulls":12},"P + I Losses\n(In case of equity tranches, Interest Paid)",{"$nulls":28},"Lock"]
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[]
[null,"Strata CLO II Ltd.",{"$nulls":12},"Strata CLO II Ltd."]
[]
[null,"Total Collateral",{"v":399026877.6201,"d":"399,026,878"},{"$nulls":11},"Total Collateral",{"v":399026877.6201,"d":"399,026,878"}]
[null,"Total Classes",{"v":408600000,"d":"408,600,000"},{"$nulls":11},"Total Classes",{"v":408600000,"d":"408,600,000"}]
[null,"Implied Equity Bal",{"v":46026877.62010002,"d":"46,026,878"},{"$nulls":11},"Implied Equity Bal",{"v":46026877.62010002,"d":"46,026,878"}]
[]
[{"$nulls":3},"P + I Losses\n(In case of equity tranches, Interest Paid)",{"$nulls":12},"P + I Losses\n(In case of equity tranches, Interest Paid)",{"$nulls":28},"Lock"]
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