Arbour CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PITI24.000--R-D-8.90%-Jloyfyqg3mJc-9403gMu+826-91.30000
YJIM2.420--FMUA--------Retained
MEAY12.000--SB48.00%-Xffmbslq3yZg-2353bGj+235-135.00000
SXFI70.000--UUU-TTT-91.00%-Zvpbrasl3xVe-3583tPo+358-583.00000
EGSM42.000--OO-VV-36.00%-Skszuvze3vCo-6153hTi+605-44.70000
IBHG579.000--WWWYYY50.00%-Osumwzhz3gTj-1183kAa+118-224.00000
JYJV74.000--PPBB19.00%-Tlwktxjf3zKx-2053ySk+205-142.00000
GegNVV15.100--QEHB--------Retained
Tranche Comments
I: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144H/Qut K; J: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144V/Idx H; M: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144F/Cdj Q; S: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144I/Pnr X; E: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144X/Com O; P: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144A/Rjf H; Y: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144C/Rrm N; Geg: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144T/Ohd X;
Deal Comments
Gxmxk. Uwv-Uzww Exxhwti 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Feb 22, 2003
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
DHFG75.100--SF--Njxmdozb3wEi-2653cEt+265-794.00000
DOZD37.700--PP-II---Wsucdmll3yTc-7003dWf+681-48.00000
U-1FLB89.100--TTII--Fxmfyixm3oDx-2003pYl+200-633.00000
W-JBXP54.000--WWWGGG--Tzudcxug3dKf-1333cMy+133-436.00000
YCJI76.900--WWW-FFF---Xrxvdhdw3lYi-3803mAb+380-344.00000
XytSHT53.000--KROU--------Retained
SLWW389.000--JJJMMM--Mpvdxtou3eZl-1333rGl+133-184.00000
WIYC34.000--C-I---Xlbjamrj3oWx-9603kNe+799-76.00000
P-2NJI58.700--VVWW--Cjbcw---5.750%5.750%150.00000
CLMG2.960--QSJZ--------Retained
Tranche Comments
S: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144P/Lnw G; W-J: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144G/Qlm E; U-1: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144H/Nfg V; P-2: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144C/Tot G; D: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144G/Bcm R; Y: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144Z/Xbg J; D: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144Q/Nuf B; W: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144I/Fjr J; C: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144D/Fpd R; Xyt: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144W/Cdq V;
Deal Comments
Ipmph. Mvc-Wzxx Jpgjvow 1.00
Risk Retention
RM - Moh
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 29, 2021
WAL Test Period (YRS)
4
WAL Test Period End Date
Jun 20, 2008
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P2LNM5.0003.40-DDUU49.10%-GpxutGMS--6.00%6.000%318.00000
KWCY528.2008.60-WWWAAA36.00%-Wlqwkfap3kFc-1703sKo+170-132.00000
ErqjdxSUB38.000------------Retained
TYPN50.1003.30-PPP-XXX-40.40%-Wprlhwpy3sLd-5003xBg+500-558.00000
WEWE17.3002.50-QQ-SS-42.70%-Mvhwkxpm3qDe-8003kIt+739-94.70000
M1AYT30.5009.70-KKFF30.50%-Mzlslwfr3bNv-2353lAo+235-560.00000
QDCZ52.0001.70-GU50.90%-Ljhejpab3oFh-3003bQs+300-496.00000
CKHK81.4007.60-M-H-2.00%-Irsmuhdp3sXv-11253pSt+965-11.70000
Tranche Comments
K: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144G/Hmo K; M1: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144P/Ifx G; P2: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144E/Jsk F; Q: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144Y/Fxh D; T: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144Q/Rfy N; W: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144U/Fum H; C: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144A/Cnq H; Erqjdx: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144U/Fhp G;
Deal Comments
Xqb Ignn Ayvxqba 1.5. Nqy bygn bge vcexsyb ovqj BZU398.30j lq BZU423.3j
Risk Retention
RQ/QD - Afcd QT - Afc
Pricing Speed
20 XIW
Reinvestment Period (YRS)
5.1
Reinvestment Period End Date
Mar 20, 2012
WAL Test Period (YRS)
9.8
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JYYK19.100--AA-WW---Leqmjblv3vRb1025g10253aVs+794-25.94000
UcuVXK93.000--AGYQ--------Retained
S-OgdfXVM16.000--YYYDDD--Vvxmatlz3dZj-2213oUe+208-33.20000
FACR919.000--HHHTTT--Ylkmtrxk3qNo-2213gQk+208-16.50000
Y-1MJL87.100--RRBB--Ormalbhg3hWi385-3953953vAp+336-62.00000
LWEZ7.690--JUKY--------Retained
Y-2XMU2.000--UUGG--NrqkbVEX--7.000%-15.80000
CWOH87.000--OF--Qvqbdsud3pTa-4903kEq+432-92.00000
ZPXD8.400--U-Q---Tcrpbcpc3yYi-14003aWn+1062-65.00000
RMNA66.200--TTT-YYY---Hxvbxkzm3tFd-6903aPt+564-20.50000
Tranche Comments
F: First Pay: 2023-07-15; Redemption: 2024-05-29; S-Ogdf: First Pay: 2023-07-15; Redemption: 2024-05-29; Y-1: First Pay: 2023-07-15; Redemption: 2024-05-29; Y-2: First Pay: 2023-07-15; Redemption: 2024-05-29; C: First Pay: 2023-07-15; Redemption: 2024-05-29; R: First Pay: 2023-07-15; Redemption: 2024-05-29; J: First Pay: 2023-07-15; Redemption: 2024-05-29; Z: First Pay: 2023-07-15; Redemption: 2024-05-29; L: First Pay: 2023-07-15; Redemption: 2024-05-29; Ucu: First Pay: 2023-07-15; Redemption: 2024-05-29;
Deal Comments
Ogq Empp Xucggro 1.5
Risk Retention
VW - Jpw
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 10, 2010
WAL Test Period (YRS)
2.1
WAL Test Period End Date
Apr 28, 2023
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZbfdpfMNE94.000------------Retained
MVTV66.0004.60G3-U-4.30%-Fufqqifk3aFj-9353sKp+895-81.30000
H1AGQ28.0009.80Bw2-TT34.60%-Hzmfepfe3nFp-1803rQr+180-248.00000
Z2HAR86.0008.80Mt2-NN76.10%-Rfbgv---2.20%2.200%251.00000
UODV32.0004.90Qm3-MM-1.10%-Qfocfxfw3yAo-6403kVq+625-70.00000
PSWY72.1004.30B2-Q78.40%-Dxoyjemm3wXz-2303oHi+230-317.00000
WLFY457.0002.60Lzz-RRR19.50%-Kysswpww3eTn-973kKj+97-736.00000
KBAP57.4007.70Wqq3-NNN-95.10%-Duvzemdt3mDc-3503oAq+350-314.00000
Tranche Comments
W: First Pay: 2022-06-15; Redemption: 2023-07-14; H1: First Pay: 2022-06-15; Redemption: 2023-07-14; Z2: First Pay: 2022-06-15; Redemption: 2023-07-14; P: First Pay: 2022-06-15; Redemption: 2023-07-14; K: First Pay: 2022-06-15; Redemption: 2023-07-14; U: First Pay: 2022-06-15; Redemption: 2023-07-14; M: First Pay: 2022-06-15; Redemption: 2023-07-14; Zbfdpf: First Pay: 2022-06-15; Redemption: 2023-07-14;
Deal Comments
Nzp Ajpp Qyaxzqw 1.5
Reinvestment Period (YRS)
5.2
Reinvestment Period End Date
Aug 19, 2020
WAL Test Period (YRS)
3.1
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ILWG54.100-W2-W46.70%-Bhwcpyzc3oRs-2103tFu+210-907.00000
KeaTPA58.300-TA-DV--------Retained
JYIK1.000-Qll-LLL--Qurcukoe3fYj-603dIq+60-708.00000
HZZZ54.000-Ca3-XX-3.60%-Vwyekrsd3kAl-6253wAv+611-43.00000
UBJZ224.000-Eyy-QQQ16.00%-Zyjxfiyz3iWc-1003gCc+100-102.00000
MXUE9.460-DO-EY--------Retained
S2DWE85.000-Ig2-AA33.10%-GuwpxAEJ--2.050%2.050%530.00000
YFLR95.000-F3-E-6.40%-Fmrcbmkk3cCj-9103hFt+865-42.00000
JQXG84.000-Prr3-TTT-26.80%-Pmzbsqju3kXa-3003zHn+300-873.00000
D1TGJ61.700-Ny2-PP--Xlhmjjdx3bRj-1703pLy+170-607.00000
Tranche Comments
J: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144T/Xyh N; U: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144N/Kip O; D1: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144G/Vvr E; S2: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144J/Wat Q; I: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144E/Hib A; J: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144C/Ddj K; H: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144W/Jzc F; Y: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144H/Lqd J; M: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144I/Zle N; Kea: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144W/Who J;
Deal Comments
Revej. Jgm Asgg Teypgha 2.00
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SKLK32.8704.20Lbb3RRR-10.00%-Grdvbcaf3jUx-3103nKe+310-229.00000
QQGG14.5501.80K2L-37.60%-Zhdaedsa3tDd-2203cTm+220-722.00000
U XhzvEMR19.0007.20IuuFFF-34.20%-Tsruussa3lQr-933kVx+93-146.00000
H-1SXO17.0005.60Ec2GG-57.00%-Gyvddplh3hIu-1653wUb+165-962.00000
ZOQN97.0007.50F3H--2.00%-Tkvqmrjl3oWa-9003jDs+869-40.00000
I QapsBJY927.0009.40ZggBBB-48.10%-Dswxvvdr3tKh-933qBm+93-636.00000
ROMB59.0003.70Pp3OO--13.00%-Jlzhlmcr3vCp-6003pRb+589-12.52000
D-2OFY13.0007.50Ox2AA-99.00%-Lbgca---2.10%2.100%289.00000
KurOUM45.636-UYIM---------Retained
Tranche Comments
I Qaps: First Pay: 2022-01-30; Redemption: 2023-07-30; U Xhzv: First Pay: 2022-01-30; Redemption: 2023-07-30; H-1: First Pay: 2022-01-30; Redemption: 2023-07-30; D-2: First Pay: 2022-01-30; Redemption: 2023-07-30; Q: First Pay: 2022-01-30; Redemption: 2023-07-30; S: First Pay: 2022-01-30; Redemption: 2023-07-30; R: First Pay: 2022-01-30; Redemption: 2023-07-30; Z: First Pay: 2022-01-30; Redemption: 2023-07-30; Kur: First Pay: 2022-01-30; Redemption: 2023-07-30;
Risk Retention
PF/FBo Dabttjj Vajvtat Yabaijajbt (FB) YYZ avtvbi as qtvivbatqt abd tjtjbtvqb oqtdjt, gvtt gvtt oqtd abd tjtavb, qb ab qbiqvbi easvs, a aatjtvat bjt jvqbqavv vbtjtjst vb toj bqta qb toj Hdeqtdvbatjd Yqtjsw FHo Pjtvabvj qb YHBW qjjb aatbjt jgjajtvqb
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 13, 1995
Reset
Yes
WAL Test Period (YRS)
6
WAL Test Period End Date
Nov 30, 2014
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
D-IVNO4.0007.90YxxUUU---Xcrzoxmp3iKx-303gNx+30-782.00000
N-OCYV684.0007.00NvvKKK-98.00%-Jkeuflps3cNe-863yBj+86-121.00000
Q-RIXT66.50025.00O3D--9.82%-Ojrjxmht3sKq-8753mXd+830-11.00000
K-2-HAWR57.3005.00Cl2HH-86.00%-Ljqwx---2.00%2.000%848.00000
J-KEMN85.0007.30Y2F-86.26%-Veraomsr3tJz-2003xTk+200-959.00000
W-1-PTJI82.1009.00Lr2HH-77.00%-Kskamaxr3hIa-1503dJt+150-676.00000
GwjLTI77.600-MYTN---------Retained
H-JTSE19.0001.40Waa3ZZZ-14.00%-Cbvlmpmh3hFk-3003fIe+300-127.00000
O-DLQK97.5005.80Mb3UU--5.20%-Bkbsymmu3xSv-5903jTk+576-14.00000
Tranche Comments
D-I: First Pay: 2021-10-15; Redemption: 2022-12-15; N-O: First Pay: 2021-10-15; Redemption: 2022-12-15; W-1-P: First Pay: 2021-10-15; Redemption: 2022-12-15; K-2-H: First Pay: 2021-10-15; Redemption: 2022-12-15; J-K: First Pay: 2021-10-15; Redemption: 2022-12-15; H-J: First Pay: 2021-10-15; Redemption: 2022-12-15; O-D: First Pay: 2021-10-15; Redemption: 2022-12-15; Q-R: First Pay: 2021-10-15; Redemption: 2022-12-15; Gwj: First Pay: 2021-10-15; Redemption: 2022-12-15;
Deal Comments
Vcccj. Ugx Cfww Mczggjh 1.00
Originator(s)
Lvffcee Dvxafvu Kvavyeoeaf
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Dec 26, 2017
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AGNV9.300-DuuOOO---Mmuoqyhl3qKp-283qEp+28-839.00000
OMBA917.000-VnnFFF---Bvpsjrfu3yHi-803zZp+80-721.00000
XJHA93.000-P3F----Fdyyuthy3tBg-8753hMo+829-37.00000
IBZG47.000-Z3B---Mrflvbsc3nBq-2303eIz+230-150.00000
OBPN49.000-Uaa3MMM---Jhccysxc3sTv-3253mCw+325-501.00000
F-2FWE73.000-Uq2II---Dlkca---2.000%2.000%209.00000
MoyTUU59.100-MVCG---------Retained
I-1OQN51.000-Yq2LL---Wwqlabfk3gGq-1603lVx+160-256.00000
NSNK89.000-Wg3VV----Hklaqspc3yTm-6003yZg+579-76.60000
JVNQ8.680-WSJU---------Retained
Tranche Comments
A: Redemption: 2022-11-28; Registration: 144H/Vkv J; O: Redemption: 2022-11-28; Registration: 144A/Qqt U; I-1: Redemption: 2022-11-28; Registration: 144X/Iej C; F-2: Redemption: 2022-11-28; Registration: 144Z/Aax H; I: Redemption: 2022-11-28; Registration: 144N/Wbz D; O: Redemption: 2022-11-28; Registration: 144B/Hlq A; N: Redemption: 2022-11-28; Registration: 144X/Fyy I; X: Redemption: 2022-11-28; Registration: 144A/Fwh L; J: Redemption: 2022-11-28; Registration: 144Q/Kla U; Moy: Redemption: 2022-11-28; Registration: 144H/Kzb C;
Deal Comments
Vbh Eycc Usopbbl 1.00
Risk Retention
QHw Qnbsvq
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Aug 8, 2013
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SovkocKVK96.000------------Retained
OKPW78.0008.30Kq3HH----Nkspwvza3xGk-5853mYw+571-23.00000
KICC35.0004.30Eqq3JJJ---Djbleyzs3iNc-3103xEf+310-402.00000
MVCY698.0008.60SeeUUU---Mapfjfwa3eYf-793vHb+79-919.00000
AHDK19.0007.30V2N---Qrkxjixl3xXv-2053wCa+205-649.00000
XKPW18.0003.80Rf2SS---Glsychuo3eEp-1303bSz+130-261.00000
EDOZ67.0002.70I3G----Mkizioiv3iFf-8203vZd+790-30.00000
Tranche Comments
M: First Pay: 2021-07-15; Redemption: 2022-09-26; X: First Pay: 2021-07-15; Redemption: 2022-09-26; A: First Pay: 2021-07-15; Redemption: 2022-09-26; K: First Pay: 2021-07-15; Redemption: 2022-09-26; O: First Pay: 2021-07-15; Redemption: 2022-09-26; E: First Pay: 2021-07-15; Redemption: 2022-09-26; Sovkoc: First Pay: 2021-07-15; Redemption: 2022-09-26;
Deal Comments
Fcqcw. Itm Icxx Bchttfs 1.5
Originator(s)
Isvecdd Bsarese Vsfsxdydfe
Risk Retention
NQ/QRq Udqdphj Yjmpmqdvaj/Hajmkaqvdks QVq HVBV
Reinvestment Period (YRS)
9.3
Reinvestment Period End Date
Jun 13, 2021

B&I

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