Arbour CLO DAC (ARBR) X

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR246.0005.80Aaa-AAA38.50%-Floating3mEu-973mEu+97-100.00000
B1EUR30.0007.30Aa2-AA28.50%-Floating3mEu-1803mEu+180-100.00000
B2EUR10.0007.30Aa2-AA28.50%-Fixed---2.20%2.200%100.00000
CEUR26.4007.90A2-A21.90%-Floating3mEu-2303mEu+230-100.00000
DEUR28.6008.50Baa3-BBB-14.80%-Floating3mEu-3503mEu+350-100.00000
EEUR20.0009.10Ba3-BB-9.80%-Floating3mEu-6403mEu+625-99.00000
FEUR12.0009.50B3-B-6.80%-Floating3mEu-9353mEu+895-97.50000
EquityEUR30.000------------Retained
Tranche Comments
A: First Pay: 2022-06-15; Redemption: 2023-07-14; B1: First Pay: 2022-06-15; Redemption: 2023-07-14; B2: First Pay: 2022-06-15; Redemption: 2023-07-14; C: First Pay: 2022-06-15; Redemption: 2023-07-14; D: First Pay: 2022-06-15; Redemption: 2023-07-14; E: First Pay: 2022-06-15; Redemption: 2023-07-14; F: First Pay: 2022-06-15; Redemption: 2023-07-14; Equity: First Pay: 2022-06-15; Redemption: 2023-07-14;
Deal Comments
Non Call Period: 1.5
Reinvestment Period (YRS)
4.5
Reinvestment Period End Date
Jul 14, 2026
WAL Test Period (YRS)
8.5