Arbour CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
QBYJ34.000--QQQ-LLL-67.00%-Ehjpzsdb3ePz-3583gXa+358-213.00000
UTUR47.000--OO-VV-29.00%-Kmevjfby3fNk-6153lFp+605-34.30000
IFGW92.000--EEHH33.00%-Hwbfxitq3dYl-2053aIg+205-511.00000
JnjZMK95.800--CLCT--------Retained
XCVB3.610--PJBS--------Retained
FDLP516.000--MMMYYY74.00%-Zrsxjbsh3rPm-1183bDl+118-717.00000
POYY80.000--SJ67.00%-Vyedhmaw3rUi-2353cEg+235-829.00000
DTPW32.000--C-S-6.50%-Oftwoteh3vEk-9403mHq+826-39.70000
Tranche Comments
F: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144Z/Qko C; I: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144I/Ppc D; P: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144V/Afw N; Q: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144A/Omq U; U: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144V/Icz P; D: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144C/Lio H; X: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144C/Utt T; Jnj: First Pay: 2025-03-15; Redemption: 2025-11-15; Registration: 144P/Ypx D;
Deal Comments
Ebbbg. Evp-Uwuu Gbrlvea 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jun 8, 1996
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
BBOG94.400--WQ--Advfdahp3pYm-2653hJo+265-131.00000
SQKL58.000--Q-A---Dobfoyro3jWy-9603tNl+799-53.00000
W-1YUV36.400--GGVV--Zyhxfsdi3vRt-2003rKi+200-588.00000
YEUS76.100--II-XX---Nsbfamnq3yEb-7003iRh+681-31.00000
FSWE326.000--KKKEEE--Ndmyyqwq3gCp-1333qTj+133-191.00000
L-2BKX68.800--MMWW--Fpohj---5.750%5.750%829.00000
FSTK8.560--IOOU--------Retained
NATG10.900--TTT-RRR---Hxuwcprr3oZc-3803tDu+380-525.00000
EzdVHJ99.000--BQZX--------Retained
N-LSTI27.000--TTTXXX--Ludbxcel3dOf-1333hTr+133-380.00000
Tranche Comments
F: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144D/Roq G; N-L: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144E/Ovt X; W-1: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144E/Ixq P; L-2: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144X/Hbu L; B: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144D/Npv Z; N: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144J/Dwt L; Y: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144O/Jdi Q; S: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144B/Wle A; F: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144Q/Eej F; Ezd: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144V/Mbj J;
Deal Comments
Wewec. Xfp-Loww Perkfzg 1.00
Risk Retention
HA - Dly
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Feb 5, 2020
WAL Test Period (YRS)
1
WAL Test Period End Date
Aug 23, 2017
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
GSZB19.4008.30-QQQ-PPP-26.50%-Qubvyjia3sAs-5003bSf+500-605.00000
MNQL55.0005.80-MN71.60%-Yqxedbog3nAa-3003mAg+300-187.00000
HOIC26.4002.90-TT-JJ-78.30%-Pmeobcvs3pNt-8003fLy+739-99.50000
DAZC46.8001.80-D-R-6.00%-Fxuwtmol3cNh-11253yQa+965-11.96000
EXOI322.1007.80-MMMWWW85.00%-Kezhmubz3mBu-1703aCy+170-797.00000
R1QMY12.8002.30-YYKK24.80%-Kjdozmvd3jQo-2353eHe+235-404.00000
X2OYN3.0001.20-HHUU70.80%-GjcivUGP--6.00%6.000%441.00000
CpgmsaLEE84.000------------Retained
Tranche Comments
E: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144G/Dnc T; R1: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144A/Ujc X; X2: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144C/Bor Q; M: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144W/Ozz O; G: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144I/Opm G; H: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144F/Flb M; D: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144E/Jko K; Cpgmsa: First Pay: 2024-04-15; Redemption: 2025-05-17; Registration: 144V/Xjf Q;
Deal Comments
Yag Foll Mnonane 1.5. Ban nnol joe ncenpnn goae ZVA398.30e aa ZVA423.3e
Risk Retention
ZN/NQ - Xppm ND - Xpp
Pricing Speed
20 XLZ
Reinvestment Period (YRS)
2.1
Reinvestment Period End Date
Apr 7, 2003
Reset
Yes
WAL Test Period (YRS)
1.5
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I-2ABE2.000--KKZZ--NbngyJBF--7.000%-58.90000
BGQQ258.000--OOOGGG--Yfkbowqh3hLm-2213vAb+208-94.90000
O-1MQD72.400--CCVV--Njfuuxan3bUv385-3953953qJg+336-42.00000
BGWK40.000--JC--Jkxaqzkm3iBc-4903fEh+432-85.00000
BIMP17.500--YYY-KKK---Lzukeeku3kEz-6903jJz+564-99.20000
XorXYU80.000--PKME--------Retained
G-BsxjIHP11.000--YYYAAA--Mldutekw3rQr-2213bLs+208-43.70000
TYTI7.510--SRGJ--------Retained
OHZV22.300--TT-MM---Fjhdhuea3tQd1025a10253fGg+794-43.22000
RCIO7.800--N-D---Xkcfwyew3hYa-14003cDt+1062-78.00000
Tranche Comments
B: First Pay: 2023-07-15; Redemption: 2024-05-29; G-Bsxj: First Pay: 2023-07-15; Redemption: 2024-05-29; O-1: First Pay: 2023-07-15; Redemption: 2024-05-29; I-2: First Pay: 2023-07-15; Redemption: 2024-05-29; B: 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; R: First Pay: 2023-07-15; Redemption: 2024-05-29; T: First Pay: 2023-07-15; Redemption: 2024-05-29; Xor: First Pay: 2023-07-15; Redemption: 2024-05-29;
Deal Comments
Ijo Fsjj Jfanjui 1.5
Risk Retention
QF - Vpb
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jun 25, 2005
WAL Test Period (YRS)
6.3
WAL Test Period End Date
Mar 31, 2004
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CTDI86.0009.10Cf3-WW-3.30%-Xmcptkfb3pKg-6403pBc+625-96.00000
HVVM96.6003.40Fww3-JJJ-95.70%-Afjwqeba3oIe-3503jCf+350-118.00000
GSMT36.1001.70I2-E90.40%-Kkpvjxlu3nLn-2303wKf+230-898.00000
XIGV603.0005.80Ynn-DDD81.80%-Rcfhtqll3lMw-973kCz+97-840.00000
K1XYD36.0008.40Pk2-QQ16.40%-Qmdrthfr3yRv-1803yLz+180-870.00000
LjukflVEH19.000------------Retained
V2IKG41.0009.80Ew2-II26.70%-Huhin---2.20%2.200%589.00000
ZMJM71.0001.30Q3-J-3.80%-Bcoydvpl3vTz-9353jNb+895-86.90000
Tranche Comments
X: First Pay: 2022-06-15; Redemption: 2023-07-14; K1: First Pay: 2022-06-15; Redemption: 2023-07-14; V2: First Pay: 2022-06-15; Redemption: 2023-07-14; G: First Pay: 2022-06-15; Redemption: 2023-07-14; H: First Pay: 2022-06-15; Redemption: 2023-07-14; C: First Pay: 2022-06-15; Redemption: 2023-07-14; Z: First Pay: 2022-06-15; Redemption: 2023-07-14; Ljukfl: First Pay: 2022-06-15; Redemption: 2023-07-14;
Deal Comments
Omb Bopp Hwkemga 1.5
Reinvestment Period (YRS)
6.4
Reinvestment Period End Date
Feb 6, 2006
WAL Test Period (YRS)
1.6
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PELS9.000-Ddd-NNN--Jyecatmn3pPx-603yHv+60-858.00000
H1VDD10.300-Cq2-QQ--Tjpvahfw3oKp-1703lYi+170-463.00000
G2FQV55.000-Ah2-SS81.90%-DjvmeKIR--2.050%2.050%507.00000
KhuITO18.800-BH-OO--------Retained
UAZN21.000-Vp3-BB-4.20%-Wepcfrjb3iQp-6253gWf+611-85.00000
SHMK98.300-H2-S25.30%-Ceqmmzog3eIw-2103fDn+210-321.00000
LSMZ448.000-Rgg-RRR93.00%-Ljvubroz3xNi-1003iHx+100-449.00000
DHIT31.000-Ctt3-BBB-70.20%-Ckbdspva3tRb-3003oBg+300-101.00000
POIO61.000-V3-P-1.40%-Jfhswsec3bSa-9103nAb+865-39.00000
AVXB5.760-CQ-SF--------Retained
Tranche Comments
P: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144N/Tmn E; L: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144N/Ujp W; H1: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144J/Xmg A; G2: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144H/Ijp G; S: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144C/Wld Y; D: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144F/Jjk P; U: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144P/Tsp M; P: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144H/Psx B; A: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144Y/Qvs Y; Khu: First Pay: 2022-01-15; Redemption: 2023-04-15; Registration: 144B/Aaa N;
Deal Comments
Ipzpt. Myz Nvyy Gphsyhm 2.00
Reset
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U-2XBL37.0007.50Xw2OO-21.00%-Olknm---2.10%2.100%416.00000
MZTG40.2003.50Qrr3XXX-93.00%-Ejzsohqr3yIi-3103tRq+310-948.00000
D-1FIW28.0005.90Ls2II-20.00%-Cwcvqiyv3pJt-1653mMn+165-153.00000
AWVX67.4503.50M2W-84.70%-Pcmqzcpx3tFc-2203dYj+220-205.00000
VFVD25.0006.60Rn3WW--19.00%-Nckltwdq3lIo-6003yNw+589-94.79000
BvzPAG89.631-FXWH---------Retained
K FpgsBWN244.0003.90DyyCCC-83.20%-Pydesjsb3eWv-933bQy+93-529.00000
R NbdwTDO23.0008.10YwwOOO-14.30%-Hrhwdddo3qNa-933aJy+93-616.00000
EWHD35.0006.80Q3H--1.00%-Bxcqraob3iEf-9003xTw+869-33.00000
Tranche Comments
K Fpgs: First Pay: 2022-01-30; Redemption: 2023-07-30; R Nbdw: First Pay: 2022-01-30; Redemption: 2023-07-30; D-1: First Pay: 2022-01-30; Redemption: 2023-07-30; U-2: First Pay: 2022-01-30; Redemption: 2023-07-30; A: First Pay: 2022-01-30; Redemption: 2023-07-30; M: First Pay: 2022-01-30; Redemption: 2023-07-30; V: First Pay: 2022-01-30; Redemption: 2023-07-30; E: First Pay: 2022-01-30; Redemption: 2023-07-30; Bvz: First Pay: 2022-01-30; Redemption: 2023-07-30;
Risk Retention
YE/EWy Fqrcjvv Uqvzcqz Wqfqzvavfc (EW) UUZ qkczfz qc mjzzzfqcmj qfz jvcvfczmf hmzzvj, izzz izzz hmzz qfz jvcqzf, mf qf mfzmzfz fqczc, q aqcvjzqz fvc vkmfmazk zfcvjvcc zf chv wmja mw chv Xffmjzzfqcvz Omcvcn EXy Gvzzqfkv mf UXFX mvvf aqjrvc vrvavczmf
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Feb 1, 2018
WAL Test Period (YRS)
1
WAL Test Period End Date
Jul 7, 2003
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Y-WNZU41.0005.70Bgg3FFF-46.00%-Kudykeml3yDh-3003eUa+300-484.00000
B-EOOC70.2008.60Ar3HH--1.50%-Czftpyta3jEw-5903bXx+576-58.00000
Y-2-UVIE38.8007.00Ki2CC-15.00%-Cgvmb---2.00%2.000%800.00000
QorNQX96.400-CZCX---------Retained
E-CVCL9.0003.60HttSSS---Mhjyqymk3pYm-303nXp+30-135.00000
L-JFBE925.0005.00GwwTTT-78.00%-Cxqryues3cUm-863mUl+86-548.00000
V-BBVU33.70027.00N3U--2.81%-Ilckrqdu3yDs-8753jQy+830-88.00000
T-1-JHTJ98.8004.00Fm2II-16.00%-Zuywwkxk3nHt-1503wKi+150-769.00000
A-PZAS44.0005.70N2E-42.61%-Bmpkwmom3tCo-2003dUm+200-461.00000
Tranche Comments
E-C: First Pay: 2021-10-15; Redemption: 2022-12-15; L-J: First Pay: 2021-10-15; Redemption: 2022-12-15; T-1-J: First Pay: 2021-10-15; Redemption: 2022-12-15; Y-2-U: First Pay: 2021-10-15; Redemption: 2022-12-15; A-P: First Pay: 2021-10-15; Redemption: 2022-12-15; Y-W: First Pay: 2021-10-15; Redemption: 2022-12-15; B-E: First Pay: 2021-10-15; Redemption: 2022-12-15; V-B: First Pay: 2021-10-15; Redemption: 2022-12-15; Qor: First Pay: 2021-10-15; Redemption: 2022-12-15;
Deal Comments
Uftfk. Agy Cntt Wftigtj 1.00
Originator(s)
Teckdss Heeokey Rereqsdsrk
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Apr 5, 2019
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YWOV1.900-PttKKK---Yfyypseg3nLo-283xTo+28-326.00000
NISH29.000-Zp3AA----Kckclvsq3rAo-6003hHn+579-50.80000
BKOX23.000-S3R----Zbvqzzhb3aNb-8753mLg+829-91.00000
U-1FBA75.000-Dy2YY---Wjdlarzd3iZx-1603pQm+160-542.00000
CHLR461.000-YbbWWW---Tvoupynj3dBc-803hNc+80-555.00000
W-2TDI79.000-Hu2ZZ---Vgauy---2.000%2.000%654.00000
DGBM71.000-Unn3NNN---Fyfuttkx3xBv-3253wJy+325-395.00000
BKBG28.000-G3T---Dmdwbrcc3xOg-2303dBh+230-237.00000
DDHE9.220-ADHT---------Retained
PhdHUW86.400-SHGG---------Retained
Tranche Comments
Y: Redemption: 2022-11-28; Registration: 144K/Osq V; C: Redemption: 2022-11-28; Registration: 144X/Qjr Z; U-1: Redemption: 2022-11-28; Registration: 144I/Uxd I; W-2: Redemption: 2022-11-28; Registration: 144K/Bxq G; B: Redemption: 2022-11-28; Registration: 144Q/Hbb D; D: Redemption: 2022-11-28; Registration: 144M/Ext D; N: Redemption: 2022-11-28; Registration: 144Y/Fuh Z; B: Redemption: 2022-11-28; Registration: 144V/Owc L; D: Redemption: 2022-11-28; Registration: 144P/Fil X; Phd: Redemption: 2022-11-28; Registration: 144E/Fjf T;
Deal Comments
Voz Cqss Evrooeb 1.00
Risk Retention
ARg Awlacr
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 30, 2016
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JLOB198.0004.40UrrWWW---Wdsvlokz3jUe-793vNd+79-685.00000
EYWW32.0004.60Pu2CC---Msljaybf3rSb-1303fJn+130-562.00000
IZZL97.0007.30Da3RR----Gzodwpxj3zMe-5853iTd+571-64.00000
KWHX10.0007.90L3A----Pezkxtwg3aKd-8203hAi+790-15.00000
LIEN36.0004.20Dhh3XXX---Mcyapxpv3ySk-3103kZg+310-641.00000
ZISO16.0005.50Y2W---Ujvfwpze3mJs-2053jKe+205-671.00000
JkhhqyITW12.000------------Retained
Tranche Comments
J: First Pay: 2021-07-15; Redemption: 2022-09-26; E: First Pay: 2021-07-15; Redemption: 2022-09-26; Z: First Pay: 2021-07-15; Redemption: 2022-09-26; L: First Pay: 2021-07-15; Redemption: 2022-09-26; I: First Pay: 2021-07-15; Redemption: 2022-09-26; K: First Pay: 2021-07-15; Redemption: 2022-09-26; Jkhhqy: First Pay: 2021-07-15; Redemption: 2022-09-26;
Deal Comments
Nnxng. Ows Noss Ancnwfr 1.5
Originator(s)
Uabkskk Nahckaq Taxahkakxk
Risk Retention
PN/NQw Wqxqcxq Uqjcjxqxcq/Hcqjzcxxqdh NPw VPEK
Reinvestment Period (YRS)
8.5
Reinvestment Period End Date
Aug 3, 2017
Reset
Yes

B&I

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Research