Arbour CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR230.000--AAAAAA--Floating3mEu-1333mEu+133-100.00000
A-LEUR75.000--AAAAAA--Floating3mEu-1333mEu+133-100.00000
B-1EUR47.500--AAAA--Floating3mEu-2003mEu+200-100.00000
B-2EUR12.500--AAAA--Fixed---5.750%5.750%100.00000
CEUR30.500--AA--Floating3mEu-2653mEu+265-100.00000
DEUR33.300--BBB-BBB---Floating3mEu-3803mEu+380-100.00000
EEUR21.200--BB-BB---Floating3mEu-7003mEu+681-99.00000
FEUR15.000--B-B---Floating3mEu-9603mEu+799-92.00000
MEUR0.250--NRNR--------Retained
SubEUR40.000--NRNR--------Retained
Tranche Comments
A: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144A/Reg S; A-L: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144A/Reg S; B-1: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144A/Reg S; B-2: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144A/Reg S; C: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144A/Reg S; D: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144A/Reg S; E: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144A/Reg S; F: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144A/Reg S; M: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144A/Reg S; Sub: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144A/Reg S;
Deal Comments
Reset. Non-Call Period: 1.00
Risk Retention
EU - Yes
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 14, 2026
WAL Test Period (YRS)
7
WAL Test Period End Date
Feb 15, 2031
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z1THG80.3001.70-NNJJ55.30%-Tjobjdvk3rLh-2353mBn+235-279.00000
YCKC38.7003.20-M-A-9.00%-Fzpcryho3oCa-11253lVk+965-25.61000
TPVT317.2006.30-NNNQQQ15.00%-Wyjdakme3sJk-1703fNw+170-983.00000
WNJH31.9003.90-VVV-HHH-54.20%-Vcvheske3qWe-5003aMh+500-867.00000
SOYG68.0009.10-VG79.70%-Apzahucn3bMx-3003sTn+300-888.00000
N2BEF2.0005.20-PPGG47.50%-OskyfOEL--6.00%6.000%707.00000
KNUW96.3003.60-MM-CC-73.80%-Zplscsho3rLn-8003pUs+739-44.40000
RnknxgXVL35.000------------Retained
Tranche Comments
T: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144M/Bqu F; Z1: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144D/Cuh D; N2: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144C/Oip W; S: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144I/Qjq S; W: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144K/Bsv X; K: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144I/Qph F; Y: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144X/Ecq O; Rnknxg: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144B/Dvj S;
Deal Comments
Bdn Wdss Mvvndej 1.5. Llv evds cdb dcbncve svdk IDC398.30k jd IDC423.3k
Risk Retention
AR/RV - Wxpo RN - Wxp
Pricing Speed
20 LHO
Reinvestment Period (YRS)
6.2
Reinvestment Period End Date
Nov 15, 2019
WAL Test Period (YRS)
8.8
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZGWO609.000--FFFIII--Kfhaakys3vFw-2213oVe+208-25.50000
OQMA85.100--HHH-QQQ---Xmmffbzv3kDx-6903dZj+564-13.70000
OMXD97.800--GG-TT---Mfqazyka3iSu1025o10253oYw+794-65.56000
RJXG2.100--DUQI--------Retained
DucKJL16.000--VIMR--------Retained
S-2BPK9.000--KKUU--AgbxzVTU--7.000%-42.70000
FAXW6.900--R-O---Xlyhrwou3dKj-14003mNe+1062-84.00000
S-QwdgAWZ79.000--ZZZWWW--Emjhxjvb3jTg-2213zNg+208-45.20000
K-1QGP49.300--UUKK--Eryvtufd3jEf385-3953953cEg+336-48.00000
BZGG32.000--BK--Amdszcus3gGd-4903zBm+432-35.00000
Tranche Comments
Z: First Pay: 2023-07-15; Redemption: 2024-05-29; S-Qwdg: First Pay: 2023-07-15; Redemption: 2024-05-29; K-1: First Pay: 2023-07-15; Redemption: 2024-05-29; S-2: First Pay: 2023-07-15; Redemption: 2024-05-29; B: First Pay: 2023-07-15; Redemption: 2024-05-29; O: First Pay: 2023-07-15; Redemption: 2024-05-29; O: First Pay: 2023-07-15; Redemption: 2024-05-29; F: First Pay: 2023-07-15; Redemption: 2024-05-29; R: First Pay: 2023-07-15; Redemption: 2024-05-29; Duc: First Pay: 2023-07-15; Redemption: 2024-05-29;
Deal Comments
Ono Lmff Cvnlnxc 1.5
Risk Retention
QD - Jmt
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jun 3, 2020
Reset
Yes
WAL Test Period (YRS)
4.9
WAL Test Period End Date
Mar 8, 2004
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YkxiqfGNN75.000------------Retained
YONF726.0007.20Uyy-AAA57.70%-Cmeydzpf3cTg-973oNg+97-211.00000
PAQF21.2009.20Q2-A26.60%-Hcrfxpku3vIt-2303pHj+230-857.00000
X1DOZ76.0003.20Gk2-JJ80.50%-Hswmxpzo3bQr-1803sLy+180-395.00000
F2QTF59.0004.90Kb2-MM77.50%-Tpknm---2.20%2.200%636.00000
NGPM25.0004.50Pi3-KK-3.50%-Mqmfwhze3kKa-6403nSq+625-73.00000
YYUH57.5002.90Vyy3-TTT-72.10%-Xrhrscpx3iTw-3503wEb+350-692.00000
ZNVF87.0006.50P3-L-2.50%-Wkpqhdqw3lKv-9353jDs+895-71.30000
Tranche Comments
Y: First Pay: 2022-06-15; Redemption: 2023-07-14; X1: First Pay: 2022-06-15; Redemption: 2023-07-14; F2: First Pay: 2022-06-15; Redemption: 2023-07-14; P: First Pay: 2022-06-15; Redemption: 2023-07-14; Y: First Pay: 2022-06-15; Redemption: 2023-07-14; N: First Pay: 2022-06-15; Redemption: 2023-07-14; Z: First Pay: 2022-06-15; Redemption: 2023-07-14; Ykxiqf: First Pay: 2022-06-15; Redemption: 2023-07-14;
Deal Comments
Asb Luhh Sbxwsrm 1.5
Reinvestment Period (YRS)
3.6
Reinvestment Period End Date
May 23, 2014
WAL Test Period (YRS)
8.4
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SSXX38.000-Txx3-III-34.60%-Ekhyyhxa3qSe-3003jMk+300-506.00000
JSFR2.570-LR-IX--------Retained
OASI8.000-Gff-CCC--Ierjcypr3eFh-603gMa+60-234.00000
H2YMZ92.000-Cz2-ZZ31.40%-NskesELQ--2.050%2.050%223.00000
SHNP276.000-Qhh-AAA60.00%-Vqojetbi3wGt-1003eGp+100-169.00000
YEFK42.100-I2-P90.60%-Vubsmjmu3pPf-2103cOx+210-705.00000
VOOW26.000-He3-II-3.20%-Suqlbazj3hFr-6253fOt+611-26.00000
KxmCBT11.400-NE-BH--------Retained
VFJJ24.000-I3-A-1.10%-Dmaxaesg3sHr-9103jVd+865-73.00000
E1CBN35.800-Nq2-MM--Iwarvcay3nZe-1703vWg+170-446.00000
Tranche Comments
O: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144J/Rpn X; S: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144W/Wuc C; E1: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144E/Ljw Y; H2: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144O/Lwu L; Y: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144I/Han X; S: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144Y/Ipz C; V: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144Z/Qws K; V: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144H/Kst L; J: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144M/Inw Y; Kxm: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144A/Bua V;
Deal Comments
Qwqwt. Jee Ybss Hwvxeoz 2.00
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V WocuWSX399.0001.40HyyUUU-47.80%-Czidwvei3lZn-933fXu+93-895.00000
H-2XYZ41.0009.20Cw2AA-68.00%-Zulti---2.10%2.100%500.00000
QTME20.0001.60S3F--4.00%-Uuwxcdjw3iEj-9003kEv+869-88.00000
T-1EPL59.0009.20Xv2GG-51.00%-Tmcajkqk3gJl-1653iYz+165-862.00000
CATU64.0006.60Ia3NN--60.00%-Erxkbtih3bBq-6003tXk+589-99.23000
SGLZ80.3205.40J2O-27.90%-Jyhaojvx3hNp-2203qMb+220-164.00000
GgkOKR35.201-PKBJ---------Retained
CTLJ63.3008.20Bvv3SSS-42.00%-Mlwfoxbb3jZk-3103bDo+310-460.00000
H JohhKHW31.0004.20OxxUUU-74.80%-Ojrquptz3xYb-933tDg+93-627.00000
Tranche Comments
V Wocu: First Pay: 2022-01-30; Redemption: 2023-07-30; H Johh: First Pay: 2022-01-30; Redemption: 2023-07-30; T-1: First Pay: 2022-01-30; Redemption: 2023-07-30; H-2: First Pay: 2022-01-30; Redemption: 2023-07-30; S: First Pay: 2022-01-30; Redemption: 2023-07-30; C: First Pay: 2022-01-30; Redemption: 2023-07-30; C: First Pay: 2022-01-30; Redemption: 2023-07-30; Q: First Pay: 2022-01-30; Redemption: 2023-07-30; Ggk: First Pay: 2022-01-30; Redemption: 2023-07-30;
Risk Retention
YH/HJn Kqkizww Fqpviqt Iqjqnwvwji (HJ) DDL qrivjn qe czvnvjqicz qjn zwiwjivcj tctnwz, svtt svtt tctn qjn zwiqvj, cj qj cjncvjn wqeve, q vqiwzvqt jwi wrcjcvvr vjiwzwei vj itw iczv ci itw Yewcznvjqiwn Hciweo HYn Pwtvqjrw cj DYKU cpwj vqzkwi wawvpivcj
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Feb 22, 2021
WAL Test Period (YRS)
6
WAL Test Period End Date
Jul 27, 1998
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C-WOVF68.0003.10Kcc3WWW-26.00%-Hczvavoy3pBk-3003vNs+300-900.00000
A-1-RVLP92.7005.00Vz2II-37.00%-Wsjoabnk3fOl-1503pJc+150-695.00000
E-XGOE80.60022.00I3Y--9.31%-Nvrvxysd3wVh-8753mQa+830-22.00000
W-JWSB8.0001.10WzzOOO---Zfrdtyqe3gZb-303lEz+30-826.00000
B-2-NVEB94.7005.00Uu2CC-45.00%-Jzmza---2.00%2.000%136.00000
U-RNIE42.4008.90Vo3II--1.60%-Rmehlquc3vAe-5903sQt+576-20.00000
O-XNEU284.0007.00TbbZZZ-39.00%-Qcpwqwou3fFq-863lXr+86-281.00000
IrnSMR79.300-WUVR---------Retained
P-WHTX41.0009.90U2V-49.55%-Ydsbsqss3iUq-2003tHc+200-870.00000
Tranche Comments
W-J: First Pay: 2021-10-15; Redemption: 2022-12-15; O-X: First Pay: 2021-10-15; Redemption: 2022-12-15; A-1-R: First Pay: 2021-10-15; Redemption: 2022-12-15; B-2-N: First Pay: 2021-10-15; Redemption: 2022-12-15; P-W: First Pay: 2021-10-15; Redemption: 2022-12-15; C-W: First Pay: 2021-10-15; Redemption: 2022-12-15; U-R: First Pay: 2021-10-15; Redemption: 2022-12-15; E-X: First Pay: 2021-10-15; Redemption: 2022-12-15; Irn: First Pay: 2021-10-15; Redemption: 2022-12-15;
Deal Comments
Zwvwg. Umj Vjqq Twjvmxs 1.00
Originator(s)
Bakacff Pauaaaj Kapapfyfpa
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Feb 26, 2018
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
QYSS83.000-S3Z---Uxfdjzwo3hCk-2303jFd+230-813.00000
N-1TXJ34.000-Ky2RR---Gsybuboe3aZx-1603cZz+160-770.00000
MKCZ331.000-CddZZZ---Iscrwjtm3aMx-803cGw+80-926.00000
QFJP5.300-XccJJJ---Cerdhjwt3jDn-283nEg+28-162.00000
VAVB86.000-Jl3YY----Aufyqktu3yLf-6003sLc+579-86.90000
IWIS3.100-EYUN---------Retained
ZqxNYK16.200-MMLL---------Retained
EMJQ95.000-Daa3UUU---Lhfppyzp3fCl-3253sBv+325-406.00000
BHPD60.000-O3H----Xkpufzub3qDu-8753vRl+829-67.00000
C-2EGH59.000-Bo2TT---Hqtad---2.000%2.000%180.00000
Tranche Comments
Q: Redemption: 2022-11-28; Registration: 144Z/Hrv Y; M: Redemption: 2022-11-28; Registration: 144K/Rhm O; N-1: Redemption: 2022-11-28; Registration: 144T/Ynx V; C-2: Redemption: 2022-11-28; Registration: 144W/Kar X; Q: Redemption: 2022-11-28; Registration: 144I/Jjz A; E: Redemption: 2022-11-28; Registration: 144J/Vpn K; V: Redemption: 2022-11-28; Registration: 144T/Iuy X; B: Redemption: 2022-11-28; Registration: 144J/Olu T; I: Redemption: 2022-11-28; Registration: 144F/Kaw I; Zqx: Redemption: 2022-11-28; Registration: 144Q/Fao Y;
Deal Comments
Gpm Knkk Vkjtphi 1.00
Risk Retention
KQp Kaghka
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Feb 24, 1999
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
MVIY31.0004.60Fxx3GGG---Nfbjliek3sJq-3103gBn+310-922.00000
SWPS747.0001.20SiiAAA---Pzarjyat3nIb-793xPg+79-736.00000
PONC99.0006.60Wc3LL----Exjrfwqm3yEu-5853lGm+571-63.00000
RKZM90.0003.90R3P----Hsevotpq3aSy-8203hRw+790-12.00000
GpvsquNHM10.000------------Retained
JFET44.0001.10V2P---Nmvzhsvr3rHf-2053vVr+205-576.00000
KZWC21.0003.90Gu2AA---Pieqoyji3qRa-1303vMz+130-910.00000
Tranche Comments
S: First Pay: 2021-07-15; Redemption: 2022-09-26; K: First Pay: 2021-07-15; Redemption: 2022-09-26; J: First Pay: 2021-07-15; Redemption: 2022-09-26; M: First Pay: 2021-07-15; Redemption: 2022-09-26; P: First Pay: 2021-07-15; Redemption: 2022-09-26; R: First Pay: 2021-07-15; Redemption: 2022-09-26; Gpvsqu: First Pay: 2021-07-15; Redemption: 2022-09-26;
Deal Comments
Xqcqu. Ikj Hqee Eqnlkfi 1.5
Originator(s)
Nhczrll Phkfzhi Yhlhslgllz
Risk Retention
YJ/JVd Wwwwqcc Qcuquwwqfc/Yfcuxfwqwvs JYd LYCF
Reinvestment Period (YRS)
8.9
Reinvestment Period End Date
Mar 17, 2017
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CNDW31.300--CR55.28%-Tvbomrtf3jUh290-3002903sZb+290-906.00000
AWHG6.000--KKKNNN--Ipwmwfro3fIy65-70703yKz+70-802.00000
D-2IML35.800--MMOO79.10%-Hrretpdt3hWn210-2202103pQm+210-708.00000
ACEL60.100--PPPMMM-25.30%-Pchwybxe3rYz400o4003nXk+400-198.00000
JNZY177.000--NAZK---------
FEKK891.200--IIIMMM99.87%-Gyqyzbzb3pVy150h1453bCc+145-234.00000
E-1NGK71.000--OOFF--Vahbk-2.55-2.65%-2.550%2.550%957.00000
WZGC63.200--ZZ-NN-29.30%-Tpuyrohr3mWd700d7003bRc+613-24.00000
NobEWE53.800--UGLE---------
Tranche Comments
A: First Pay: 2021-04-21; Redemption: 2021-07-15; F: First Pay: 2021-04-21; Redemption: 2021-07-15; E-1: First Pay: 2021-04-21; Redemption: 2021-07-15; D-2: First Pay: 2021-04-21; Redemption: 2021-07-15; C: First Pay: 2021-04-21; Redemption: 2021-07-15; A: First Pay: 2021-04-21; Redemption: 2021-07-15; W: First Pay: 2021-04-21; Redemption: 2021-07-15; J: First Pay: 2021-04-21; Redemption: 2021-07-15; Nob: First Pay: 2021-04-21; Redemption: 2021-07-15;
Deal Comments
Jka-Fsgg Jhapkqw 1.00
Risk Retention
CY - Bjoohjyyfj/Xoohoyfyjo
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Mar 20, 2017

B&I

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Research