Arbour CLO DAC (ARBR) VII

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR244.000--AAAAAA--Floating3mEu-983mEu+98-100.00000
B-1EUR15.000--AAAA--Fixed---2.150%-100.00000
B-2EUR32.000--AAAA--Floating3mEu-1803mEu+180-100.00000
CEUR26.000--AA--Floating3mEu-2403mEu+240-100.00000
DEUR24.000--BBBBBB---Floating3mEu-3753mEu+375-100.00000
EEUR20.500--BB-BB---Floating3mEu-6903mEu+640-96.50000
FEUR10.000--B-B---Floating3mEu-9653mEu+858-93.01000
SubEUR40.500-------------
Tranche Comments
A: First Pay: 2020-09-15; Redemption: 2022-01-31; B-1: First Pay: 2020-09-15; Redemption: 2022-01-31; B-2: First Pay: 2020-09-15; Redemption: 2022-01-31; C: First Pay: 2020-09-15; Redemption: 2022-01-31; D: First Pay: 2020-09-15; Redemption: 2022-01-31; E: First Pay: 2020-09-15; Redemption: 2022-01-31; F: First Pay: 2020-09-15; Redemption: 2022-01-31; Sub: First Pay: 2020-09-15; Redemption: 2022-01-31;
Deal Comments
Non-Call Period: 2.00
Risk Retention
Manager will retain horizontal interest under EU risk retention
Reinvestment Period (YRS)
4.5
Reinvestment Period End Date
Sep 15, 2024
WAL Test Period (YRS)
8.5