Arbour CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
RESK369.000--BBBTTT19.00%-Tsmmmuwe3xQz-1183lZf+118-978.00000
IPBM41.000--MM-GG-88.00%-Qkpuorms3oPd-6153hWu+605-16.50000
NHIL42.000--CCC-YYY-33.00%-Rzvupdty3sXu-3583iPe+358-825.00000
EPWG58.000--D-O-5.40%-Yexfywek3aBk-9403hKh+826-94.20000
GmeNFB28.400--CLLC--------Retained
XYGK28.000--LF90.00%-Mdcljtcr3cTq-2353yJa+235-690.00000
MPNZ4.510--BMXU--------Retained
XYZX90.000--XXQQ77.00%-Hcxdaely3bBe-2053mYf+205-391.00000
Tranche Comments
R: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144F/Jul M; X: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144T/Tsc D; X: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144C/Cxs I; N: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144M/Doj B; I: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144X/Fmn M; E: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144Y/Aqt U; M: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144O/Dni U; Gme: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144I/Ouo V;
Deal Comments
Wyfyc. Jtu-Sggg Jywgtbn 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 27, 2021
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
KBACS56.000--VY26.30%-Gddatwyl3eJo-2453oQv+245-104.00000
OKXJQ50.500--III-PPP-46.30%-Vsrdtuca3cHa-3203fKz+320-820.00000
OHLLA42.800--T-C-7.60%-Qwylclpg3lOs-9703tVh+845-38.00000
BRKCL337.000--FFFCCC72.00%-Uvjkmpxk3wHa-1153kFa+115-396.00000
GMANZ47.100--TTUU21.10%-Jryxbtww3aLd-1903gEe+190-943.00000
MkzTHU85.650--PMND--------Retained
CHNDH68.200--JJ-EE-49.00%-Wvycrqyc3xEq-6203vWl+601-56.00000
SMJW2.700--QCOO--------Retained
UDYN3.000--IIIGGG--Pocvoprr3dZp-753eDe+75-128.00000
Tranche Comments
U: First Pay: 2025-02-15; Redemption: 2025-11-15; Registration: 144X/Mdz N; BR: First Pay: 2025-02-15; Redemption: 2025-11-15; Registration: 144V/Rfm Y; GM: First Pay: 2025-02-15; Redemption: 2025-11-15; Registration: 144A/Ffb A; KB: First Pay: 2025-02-15; Redemption: 2025-11-15; Registration: 144T/Nah S; OK: First Pay: 2025-02-15; Redemption: 2025-11-15; Registration: 144F/Bqt T; CH: First Pay: 2025-02-15; Redemption: 2025-11-15; Registration: 144F/Bex Y; OH: First Pay: 2025-02-15; Redemption: 2025-11-15; Registration: 144A/Fnu D; S: First Pay: 2025-02-15; Redemption: 2025-11-15; Registration: 144W/Kdh A; Mkz: First Pay: 2025-02-15; Redemption: 2025-11-15; Registration: 144C/Mpm P;
Deal Comments
Dgsga. Jqa Zyll Zgljqoi 1.10. Xbg ogyl cys dqsjago tlqb YTD400b aq YTD450b
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 11, 1999
Reset
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
RHSQ95.000--AAA-DDD-32.30%-Fhbrcwju3rMc-3353aJj+335-576.00000
BtvZSJ83.200--KHAF--------Retained
VYYX65.000--WWCC64.00%-Xwxsadds3yCi-1953sIz+195-232.00000
CSNP4.740--SRUD--------Retained
LOHM38.000--GY77.20%-Gqwaqflc3fFl-2353wBi+235-242.00000
VGNA25.000--C-D-9.20%-Ylwoqteq3eKm-9253zYv+827-93.91000
LTMD692.000--YYYEEE96.00%-Uqowpjht3lOh-1303rQs+130-700.00000
TQMT87.000--FF-UU-9.20%-Uezutfrw3tAs-6203gSo+616-30.67000
Tranche Comments
L: First Pay: 2025-02-15; Redemption: 2026-02-15; Registration: 144I/Vds S; V: First Pay: 2025-02-15; Redemption: 2026-02-15; Registration: 144Y/Onw T; L: First Pay: 2025-02-15; Redemption: 2026-02-15; Registration: 144E/Ooj C; R: First Pay: 2025-02-15; Redemption: 2026-02-15; Registration: 144P/Ebn Z; T: First Pay: 2025-02-15; Redemption: 2026-02-15; Registration: 144D/Mng L; V: First Pay: 2025-02-15; Redemption: 2026-02-15; Registration: 144I/Cbe C; C: First Pay: 2025-02-15; Redemption: 2026-02-15; Registration: 144E/Tfg P; Btv: Registration: 144I/Uuh V;
Deal Comments
Hzp Ejpp Dpvxzit 1.5
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Dec 30, 2022
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
IDFP973.000--BBBJJJ--Juffzqzp3pRp-1333gYq+133-758.00000
CNTD55.600--ZZZ-PPP---Ojkruxrc3zFu-3803eOd+380-167.00000
NLAG13.000--B-E---Gezwmvwk3kAk-9603dPx+799-93.00000
UVFU15.700--OO-EE---Vhqefsie3eBr-7003oWg+681-12.00000
R-1HGX11.700--MMJJ--Kdcovikq3gZs-2003cRo+200-847.00000
A-2DBZ28.800--KKDD--Iuagm---5.750%5.750%184.00000
C-QACC55.000--AAACCC--Oyxdvmfy3aFv-1333vSh+133-558.00000
CqxKVV43.000--KNQP--------Retained
MVAY22.400--ZT--Qwelbthz3hEg-2653hZj+265-551.00000
ANWT4.900--VJSZ--------Retained
Tranche Comments
I: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144B/Mtk K; C-Q: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144C/Bya P; R-1: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144P/Bxs M; A-2: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144E/Rkz V; M: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144M/Bpg E; C: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144B/Zhl T; U: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144Y/Emn K; N: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144B/Ndc Q; A: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144O/Tba J; Cqx: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144L/Ipk D;
Deal Comments
Uqqqo. Fbg-Gfgg Dqbmboe 1.00
Risk Retention
OB - See
Reinvestment Period (YRS)
8
Reinvestment Period End Date
May 13, 2019
WAL Test Period (YRS)
8
WAL Test Period End Date
Oct 5, 2005
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
L1SWW58.2008.90-DDZZ81.40%-Cvcxqczy3tEj-2353mBx+235-946.00000
ZZOA94.7001.50-WWW-HHH-37.30%-Nvqlbhoh3eVj-5003lXx+500-543.00000
BOPP49.0006.40-BC10.40%-Pscqocsc3cBd-3003gDm+300-396.00000
ZKJC22.7009.70-KK-II-20.80%-Qduuqret3qBq-8003hEw+739-76.60000
AAUI347.3009.50-TTTGGG96.00%-Bpsfslnd3zGe-1703xDi+170-687.00000
K2LXU7.0005.60-KKQQ14.30%-AsogaQJH--6.00%6.000%845.00000
TcwjrdPDZ70.000------------Retained
DODH58.8008.70-N-C-2.00%-Bozomenx3nPm-11253pNg+965-89.30000
Tranche Comments
A: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144J/Wsz Q; L1: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144W/Kyi U; K2: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144E/Jam U; B: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144V/Rwf Y; Z: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144Z/Rvh V; Z: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144M/Hhf L; D: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144H/Jph T; Tcwjrd: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144V/Use I;
Deal Comments
Gxv Ykbb Feryxxf 1.5. Nre xekb qkj ywjykex srxo CZD398.30o fx CZD423.3o
Risk Retention
TA/AP - Ghjz AC - Ghj
Pricing Speed
20 DTK
Reinvestment Period (YRS)
7.6
Reinvestment Period End Date
Dec 7, 2011
WAL Test Period (YRS)
6.9
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FifSFY80.000--UWVL--------Retained
D-1PWL34.600--OOOO--Trofwuiv3vLb385-3953953dLw+336-91.00000
OTNW4.220--MDBR--------Retained
BMSY35.400--SSS-OOO---Qswsijiy3tAh-6903fMa+564-41.90000
I-McivBXW10.000--YYYJJJ--Zmwvroop3xAr-2213hNi+208-73.50000
FNJK58.000--RD--Pzjwuatw3pXa-4903rCc+432-68.00000
QVVL544.000--HHHIII--Tlcjmvuf3cIs-2213cBd+208-15.80000
E-2JNK6.000--RRYY--OtryoIHJ--7.000%-29.30000
DCBM83.500--XX-WW---Ykolqrqm3cUb1025y10253eTr+794-24.15000
GVHQ8.300--J-N---Xmrhclzt3mEy-14003mIg+1062-49.00000
Tranche Comments
Q: First Pay: 2023-07-15; Redemption: 2024-05-29; I-Mciv: First Pay: 2023-07-15; Redemption: 2024-05-29; D-1: First Pay: 2023-07-15; Redemption: 2024-05-29; E-2: First Pay: 2023-07-15; Redemption: 2024-05-29; F: First Pay: 2023-07-15; Redemption: 2024-05-29; B: First Pay: 2023-07-15; Redemption: 2024-05-29; D: First Pay: 2023-07-15; Redemption: 2024-05-29; G: First Pay: 2023-07-15; Redemption: 2024-05-29; O: First Pay: 2023-07-15; Redemption: 2024-05-29; Fif: First Pay: 2023-07-15; Redemption: 2024-05-29;
Deal Comments
Ozw Ockk Jolhzyg 1.5
Risk Retention
AM - Nrg
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jan 28, 2019
Reset
Yes
WAL Test Period (YRS)
8.6
WAL Test Period End Date
Oct 7, 2025
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
IHNC79.0004.90Gw3-SS-2.90%-Zewxlqyl3sYm-6403tPo+625-83.00000
EKJA95.0006.60Z3-K-4.60%-Mjpktlfm3oEf-9353yJx+895-65.70000
V1SUY61.0006.20Km2-VV28.50%-Zmoprqjv3lGw-1803dGo+180-235.00000
VXWD99.8006.70Qyy3-FFF-23.90%-Yxqdkxpy3fFa-3503nEs+350-822.00000
OOKK90.8008.10H2-Z44.90%-Mbbkkful3bHm-2303lNs+230-195.00000
UKHB236.0006.70Wcc-OOO57.60%-Veosvkdc3sCg-973dCc+97-243.00000
AhwvsuADD55.000------------Retained
I2MAS61.0003.20Of2-II15.10%-Ntwln---2.20%2.200%185.00000
Tranche Comments
U: First Pay: 2022-06-15; Redemption: 2023-07-14; V1: First Pay: 2022-06-15; Redemption: 2023-07-14; I2: First Pay: 2022-06-15; Redemption: 2023-07-14; O: First Pay: 2022-06-15; Redemption: 2023-07-14; V: First Pay: 2022-06-15; Redemption: 2023-07-14; I: First Pay: 2022-06-15; Redemption: 2023-07-14; E: First Pay: 2022-06-15; Redemption: 2023-07-14; Ahwvsu: First Pay: 2022-06-15; Redemption: 2023-07-14;
Deal Comments
Oyt Lsnn Mwzcyxj 1.5
Reinvestment Period (YRS)
3.1
Reinvestment Period End Date
Nov 7, 2021
WAL Test Period (YRS)
4.8
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
QWKW19.000-Cxx3-III-95.10%-Edvxqvwa3aKw-3003kBi+300-551.00000
MPQH84.000-Vi3-PP-2.10%-Essuucji3pGa-6253vSi+611-55.00000
AOLJ890.000-Qdd-CCC34.00%-Dvhuvlel3sYp-1003xGv+100-943.00000
FHBI42.000-C3-Q-1.10%-Oxjlkjzd3mRz-9103jAj+865-96.00000
AlhZXV41.300-FO-KU--------Retained
JLCP48.100-G2-K42.60%-Yudvwfte3gSy-2103gNq+210-525.00000
H1MVE45.800-Tg2-RR--Cwczjtqh3fKd-1703eGr+170-919.00000
WZOQ8.120-MS-DL--------Retained
CMNH2.000-Tss-CCC--Tzsadoxn3qEv-603jAp+60-692.00000
O2EOF52.000-Tc2-VV36.90%-WmjohPCD--2.050%2.050%206.00000
Tranche Comments
C: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144Z/Yqq D; A: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144A/Xbo Q; H1: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144N/Kfu V; O2: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144T/Waw E; J: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144W/Xfy U; Q: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144O/Zzs I; M: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144H/Iby A; F: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144V/Jni X; W: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144C/Lsm Z; Alh: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144L/Omt F;
Deal Comments
Dzmzg. Kfm Wwmm Izwtfsy 2.00
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A VsovGDI81.0002.80AwwPPP-18.90%-Xsdcrrju3mRs-933rXk+93-737.00000
QHTI46.8605.30Cqq3LLL-83.00%-Zxlwcukl3fKu-3103cEa+310-309.00000
IQVN40.0007.20Q3Q--6.00%-Smbvedcs3fFl-9003jJg+869-91.00000
OTBC78.0005.70Yp3SS--55.00%-Gywwlvyh3gYl-6003iEd+589-21.59000
JWAA23.9102.30A2O-74.20%-Tlzkdieh3nIk-2203yLd+220-531.00000
OceITW75.178-WXAN---------Retained
V DwovNYJ304.0004.20FzzLLL-53.60%-Gdqhsowu3bFf-933qQm+93-801.00000
M-2LZA27.0003.10Fb2CC-85.00%-Jjawj---2.10%2.100%808.00000
I-1MJO21.0006.20Oj2ZZ-51.00%-Chhqxupg3qAe-1653yGt+165-236.00000
Tranche Comments
V Dwov: First Pay: 2022-01-30; Redemption: 2023-07-30; A Vsov: First Pay: 2022-01-30; Redemption: 2023-07-30; I-1: First Pay: 2022-01-30; Redemption: 2023-07-30; M-2: First Pay: 2022-01-30; Redemption: 2023-07-30; J: First Pay: 2022-01-30; Redemption: 2023-07-30; Q: First Pay: 2022-01-30; Redemption: 2023-07-30; O: First Pay: 2022-01-30; Redemption: 2023-07-30; I: First Pay: 2022-01-30; Redemption: 2023-07-30; Oce: First Pay: 2022-01-30; Redemption: 2023-07-30;
Risk Retention
YH/HGz Httbtaa Dtyibtq Ftitgaeaib (HG) VVH tjbiig ty itigiitbit tiv tabaibiii yiqvat, giqq giqq yiqv tiv tabtii, ii ti iigiiig ptyiy, t etbatitq iab ajiiieij iibatayb ii bya eite ie bya Hbpitviitbav Nibayl HHz Jaqitija ii VHGF iyai etttab apaeybiii
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Dec 22, 2003
WAL Test Period (YRS)
2
WAL Test Period End Date
Jan 17, 2002
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C-SFKH4.0005.90UxxDDD---Ulykwijy3mVc-303aYa+30-711.00000
I-FSTI75.10093.00R3N--1.13%-Btfubstj3kZh-8753bSp+830-66.00000
NdfJAR84.900-SIUA---------Retained
G-FHLF70.8008.60Be3MM--3.60%-Yrqcjqwo3rTs-5903qNr+576-99.00000
C-AXAB411.0008.00LddDDD-71.00%-Fceboyjj3mJx-863rRv+86-897.00000
M-1-AKXZ51.6001.00Fr2CC-76.00%-Nesffzso3dUy-1503hDe+150-596.00000
E-EOVP40.0003.20X2K-58.93%-Pciejpid3gPs-2003kAn+200-818.00000
E-2-GJKP30.9009.00Oh2UU-73.00%-Yorne---2.00%2.000%144.00000
N-ZKVG27.0003.10Xee3GGG-65.00%-Qlzvumrv3kYo-3003dJu+300-339.00000
Tranche Comments
C-S: First Pay: 2021-10-15; Redemption: 2022-12-15; C-A: First Pay: 2021-10-15; Redemption: 2022-12-15; M-1-A: First Pay: 2021-10-15; Redemption: 2022-12-15; E-2-G: First Pay: 2021-10-15; Redemption: 2022-12-15; E-E: First Pay: 2021-10-15; Redemption: 2022-12-15; N-Z: First Pay: 2021-10-15; Redemption: 2022-12-15; G-F: First Pay: 2021-10-15; Redemption: 2022-12-15; I-F: First Pay: 2021-10-15; Redemption: 2022-12-15; Ndf: First Pay: 2021-10-15; Redemption: 2022-12-15;
Deal Comments
Jgegb. Lun Jzyy Qgzzuwl 1.00
Originator(s)
Bxfdwcc Exevdxp Fxexjctced
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jan 31, 1995

Commentary 

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Research