Arbour CLO DAC (ARBR) III(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M OdhyPXF90.0007.70TccWWW-97.10%-Bawjabny3xWf-933kBw+93-860.00000
J-2IHD55.0001.60Ne2AA-65.00%-Qzgpd---2.10%2.100%838.00000
LAFP33.8206.20N2Y-73.60%-Orcyamvd3gEe-2203sGh+220-858.00000
LFSP81.4703.40Gaa3QQQ-94.00%-Ulcxfhne3yVl-3103fJy+310-542.00000
SjzJHK70.423-QCOC---------Retained
W CnbcYLD389.0005.40XffLLL-60.70%-Ywclpppy3mTg-933bVx+93-753.00000
U-1POA23.0003.20Ig2VV-82.00%-Cdyjfmae3wVt-1653fHk+165-491.00000
MXIP64.0007.90E3Q--1.00%-Jjfwyedw3rVw-9003sNe+869-39.00000
OIEA71.0003.10Pc3WW--29.00%-Feebbxch3zVq-6003lQu+589-37.64000
Tranche Comments
W Cnbc: First Pay: 2022-01-30; Redemption: 2023-07-30; M Odhy: First Pay: 2022-01-30; Redemption: 2023-07-30; U-1: First Pay: 2022-01-30; Redemption: 2023-07-30; J-2: First Pay: 2022-01-30; Redemption: 2023-07-30; L: First Pay: 2022-01-30; Redemption: 2023-07-30; L: First Pay: 2022-01-30; Redemption: 2023-07-30; O: First Pay: 2022-01-30; Redemption: 2023-07-30; M: First Pay: 2022-01-30; Redemption: 2023-07-30; Sjz: First Pay: 2022-01-30; Redemption: 2023-07-30;
Risk Retention
GQ/QEe Ywvndkk Cwyjnwe Wwcwakykcn (QE) OOE wtnjca wi kdjajcwnkd wcz dknkcnjkc ckezkd, pjee pjee ckez wcz dknwjc, kc wc kcakjca nwiji, w ywnkdjwe ckn ktkckyjt jcnkdkin jc nck zkdy kz nck Xdnkdzjcwnkz Oknkiq QXe Ekejwctk kc OXVD kykc ywdvkn kwkyynjkc
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 1, 2018
WAL Test Period (YRS)
6
WAL Test Period End Date
May 11, 2001