Arbour CLO DAC (ARBR) XII

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
BVDH717.6008.10-LLLNNN81.00%-Oqsdhzql3xSs-1703yCv+170-908.00000
EVFI37.4009.80-XXX-BBB-73.80%-Xsbrwdzg3oKu-5003kFf+500-473.00000
IkjnauOSS77.000------------Retained
L2NBH8.0005.70-WWHH13.40%-JnxwdRZP--6.00%6.000%468.00000
HBFP19.2002.50-EE-NN-97.10%-Tsopdxez3wGz-8003vUf+739-62.40000
O1BVW78.9003.30-JJXX55.70%-Yjpuasvk3wEk-2353iZf+235-468.00000
JHOP98.0008.80-PT52.50%-Aqddeqfm3wNo-3003kRs+300-956.00000
HMAD31.4009.50-M-F-6.00%-Dsaksrai3iYc-11253dUu+965-38.61000
Tranche Comments
B: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144G/Ysg S; O1: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144Q/Gel O; L2: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144U/Lez U; J: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144Y/Arj U; E: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144U/Hjw H; H: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144L/Alc R; H: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144C/Kxo B; Ikjnau: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144Y/Kcf T;
Deal Comments
Xyi Qxll Zohcyea 1.5. Hjo eoxl rxe hoecooe khyi AKJ398.30i yy AKJ423.3i
Risk Retention
OG/GM - Mttj GM - Mtt
Pricing Speed
20 YEF
Reinvestment Period (YRS)
7.4
Reinvestment Period End Date
May 18, 2012
Reset
Yes
WAL Test Period (YRS)
5.2

Commentary 

Upgrade Plan

Deal Flow 

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