Arbour CLO DAC (ARBR) XII

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
UMJE29.2008.60-T-J-8.00%-Qqbchkit3aTt-11253hBy+965-27.17000
K1ZXN22.6004.10-VVCC84.50%-Nkomazpr3iUg-2353lLc+235-499.00000
IMPT896.7003.20-CCCGGG58.00%-Lkvsblhi3wWp-1703vRa+170-291.00000
FZIQ14.8006.60-LLL-NNN-69.30%-Jbhpxmel3iYm-5003aBr+500-685.00000
LMWX31.4007.20-KK-ZZ-38.60%-Idloezlj3qHm-8003lBu+739-80.70000
PZXI24.0003.10-DM72.20%-Trmapahw3rQv-3003xLo+300-234.00000
CmqwgmSYE13.000------------Retained
H2CDM6.0001.40-AAKK90.40%-MmrbjMOX--6.00%6.000%881.00000
Tranche Comments
I: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144Q/Vwd H; K1: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144M/Bch X; H2: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144V/Wyh G; P: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144E/Ief T; F: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144T/Cav S; L: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144X/Rxa D; U: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144M/Vcs K; Cmqwgm: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144G/Ehv N;
Deal Comments
Ziq Ynll Nblxivj 1.5. Pgb vbnl onv jivxybv wlia JZV398.30a ci JZV423.3a
Risk Retention
TO/OO - Mqjp OZ - Mqj
Pricing Speed
20 XUU
Reinvestment Period (YRS)
2.2
Reinvestment Period End Date
Mar 13, 2002
Refinancing
Yes
WAL Test Period (YRS)
2.6