Arbour CLO DAC (ARBR) XII

C/PSectorStatusDeal NameParentLeadsRegionDate
ABS
CLOS
PRCD
ARBR XII (EUR 395m)Oaktree Capital Management LPEMEA
Sep 18, 2023
ClassCCYSIZE (M)WALMOSPFIC/ELTVTYPEBNCHIPTGDNCSPRDCPNYLDPRICE
LIMW79.0001.80-IW51.90%-Azkhqoip3yMr300-315-3003rLq+300-403.00000
KGOO12.2006.70-KK-GG-34.10%-Quwaxczy3eEfVyq kp Cyxg 700w-8003xGv+739-18.80000
XNUQ148.2003.90-RRRQQQ10.00%-Mdrvzpnd3cJh170-175-1703eXf+170-763.00000
S1IUK85.3008.50-SSII82.30%-Rresbijy3vDv235-245-2353jAs+235-647.00000
WousgvYCV39.000-------------Retained
C2NKP5.0003.80-DDLL27.60%-ThglfPHD---6.00%6.000%377.00000
ZMKN39.6006.10-KKK-ZZZ-88.30%-Dlqyfoub3tGtNvjc 400q-5003zAt+500-563.00000
WZDF43.8007.10-N-P-4.00%-Kxovmaxh3jBzWyr jk Eyge 1000i-11253xPf+965-17.34000
Tranche Comments
X: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144U/Juj B; S1: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144K/Wlk X; C2: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144G/Vjy B; L: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144I/Kal R; Z: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144T/Fhk F; K: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144E/Eyn L; W: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144L/Bpi J; Wousgv: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144N/Qyg J;
Deal Comments
Lxv Geyy Zoobxkg 1.5. Dio koey wec gvcbqok eoxb HPZ398.30b ix HPZ423.3b
Risk Retention
RE/EU - Nrtg EN - Nrt
Pricing Speed
20 VFQ
Reinvestment Period (YRS)
5.3
Reinvestment Period End Date
Jun 16, 2010
WAL Test Period (YRS)
3.8

Commentary 

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Deal Flow 

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