Arbour CLO DAC (ARBR) XI

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR157.000--AAAAAA--Floating3mEu-2213mEu+208-99.50000
A-LoanEUR75.000--AAAAAA--Floating3mEu-2213mEu+208-99.50000
B-1EUR38.500--AAAA--Floating3mEu385-3953953mEu+336-97.00000
B-2EUR8.000--AAAA--FixedYLD--7.000%-98.50000
CEUR24.000--AA--Floating3mEu-4903mEu+432-97.00000
DEUR26.700--BBB-BBB---Floating3mEu-6903mEu+564-93.50000
EEUR17.600--BB-BB---Floating3mEu1025a10253mEu+794-88.75000
FEUR8.400--B-B---Floating3mEu-14003mEu+1062-85.00000
MEUR0.250--NRNR--------Retained
SubEUR40.000--NRNR--------Retained
Tranche Comments
A: First Pay: 2023-07-15; Redemption: 2024-05-29; A-Loan: First Pay: 2023-07-15; Redemption: 2024-05-29; B-1: First Pay: 2023-07-15; Redemption: 2024-05-29; B-2: First Pay: 2023-07-15; Redemption: 2024-05-29; C: First Pay: 2023-07-15; Redemption: 2024-05-29; D: First Pay: 2023-07-15; Redemption: 2024-05-29; E: First Pay: 2023-07-15; Redemption: 2024-05-29; F: First Pay: 2023-07-15; Redemption: 2024-05-29; M: First Pay: 2023-07-15; Redemption: 2024-05-29; Sub: First Pay: 2023-07-15; Redemption: 2024-05-29;
Deal Comments
Non Call Period: 1.5
Risk Retention
EU - Yes
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jan 15, 2026
WAL Test Period (YRS)
7.5
WAL Test Period End Date
Jul 15, 2030