Arbour CLO DAC (ARBR) IV(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A1EUR30.0003.30Aaa-AAA39.05%-FixedYLD--1.25%1.250%100.00000
A2EUR214.0003.30Aaa-AAA39.05%-Floating3mEu-873mEu+87-100.00000
BEUR42.2005.30Aa2-AA28.51%-Floating3mEu-1553mEu+155-100.00000
CEUR25.0005.70A2-A22.26%-Floating3mEu-2253mEu+225-100.00000
DEUR21.5006.10Baa2-BBB16.89%-Floating3mEu-3103mEu+310-100.00000
Tranche Comments
A1: First Pay: 2019-07-15; A2: First Pay: 2019-07-15; B: First Pay: 2019-07-15; C: First Pay: 2019-07-15; D: First Pay: 2019-07-15;
Deal Comments
Refinancing. Non Call Period: 2.00
Reinvestment Period (YRS)
4
Refinancing
Yes
WAL Test Period (YRS)
6