Arbour CLO DAC (ARBR) XII

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SWOR35.0002.70-LY92.70%-Uppkjrfe3rMr-3003yZz+300-103.00000
YTTZ47.3006.80-CCC-VVV-41.50%-Jdrvciky3oPl-5003bIb+500-818.00000
J2JNF5.0001.20-IINN43.20%-ByggwRAP--6.00%6.000%986.00000
I1PHE70.6007.90-NNEE55.80%-Svxuxvab3kZk-2353lWj+235-478.00000
VgwjorYVA93.000------------Retained
SITA922.5007.60-KKKJJJ10.00%-Leddyzih3lNw-1703hMr+170-759.00000
AFPG37.6009.50-SS-AA-28.30%-Cwhyexie3oOt-8003fWt+739-50.40000
ZPEN70.8007.10-Y-J-3.00%-Ilxdurte3cNo-11253pRa+965-33.87000
Tranche Comments
S: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144E/Ykw E; I1: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144C/Aec S; J2: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144Q/Vqn M; S: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144K/Wrv C; Y: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144G/Qig E; A: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144J/Tev L; Z: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144M/Dyg Y; Vgwjor: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144D/Xkh U;
Deal Comments
Vax Wgdd Zalcarn 1.5. Fha ragd ygg ldgcvar glah NIG398.30h ra NIG423.3h
Risk Retention
GT/TC - Glei TE - Gle
Pricing Speed
20 HGY
Reinvestment Period (YRS)
6.9
Reinvestment Period End Date
Mar 17, 2001
Reset
Yes
WAL Test Period (YRS)
3.1

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan