Arbour CLO DAC (ARBR) XI

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
TBIG5.800--R-S---Mjomvxhn3nHn-14003zHh+1062-67.00000
SQYB569.000--IIIGGG--Sxbmomfv3qTn-2213nSr+208-11.40000
Q-ZwhcGPW79.000--UUURRR--Brvmajbf3oTa-2213mMk+208-21.60000
LIOX28.900--DDD-UUU---Alwxvpta3kBp-6903gNy+564-88.10000
NjjWYR33.000--IJEM--------Retained
FHYK51.000--FH--Txskvhcv3fZm-4903yNp+432-50.00000
HYWZ1.160--KABK--------Retained
EAAH39.100--YY-SS---Xbezjmkc3eUj1025g10253kGv+794-65.43000
A-1XMG35.700--JJEE--Eurfzeix3kVs385-3953953cEl+336-51.00000
J-2QXH6.000--DDSS--YpvtgQGM--7.000%-79.60000
Tranche Comments
S: First Pay: 2023-07-15; Redemption: 2024-05-29; Q-Zwhc: First Pay: 2023-07-15; Redemption: 2024-05-29; A-1: First Pay: 2023-07-15; Redemption: 2024-05-29; J-2: First Pay: 2023-07-15; Redemption: 2024-05-29; F: First Pay: 2023-07-15; Redemption: 2024-05-29; L: First Pay: 2023-07-15; Redemption: 2024-05-29; E: First Pay: 2023-07-15; Redemption: 2024-05-29; T: First Pay: 2023-07-15; Redemption: 2024-05-29; H: First Pay: 2023-07-15; Redemption: 2024-05-29; Njj: First Pay: 2023-07-15; Redemption: 2024-05-29;
Deal Comments
Emt Gygg Yzxwmfk 1.5
Risk Retention
QS - Vih
Reinvestment Period (YRS)
9
Reinvestment Period End Date
May 18, 1997
WAL Test Period (YRS)
1.4
WAL Test Period End Date
Jul 30, 2000