II(R)

Arbour CLO DAC (ARBR) II(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-A	XTS	27.400	26.00	A3	P-	-	1.95%	-	Uwpmwfav	3eFg	-	875	3fDb+830	-	78.00000
M-A	FXD	79.000	6.20	Y2	E	-	81.18%	-	Wqletavj	3wOl	-	200	3pBa+200	-	528.00000
I-2-Y	TKZ	65.800	3.00	Cs2	CC	-	30.00%	-	Octxk	-	-	-	2.00%	2.000%	569.00000
D-1-W	PAI	89.100	4.00	Av2	HH	-	69.00%	-	Bqstjita	3nDv	-	150	3yUc+150	-	345.00000
C-T	WYM	68.000	3.80	Noo3	KKK	-	51.00%	-	Gbqlcvoq	3vLv	-	300	3fIr+300	-	926.00000
Y-E	FPN	76.400	3.10	Sf3	SS-	-	2.30%	-	Qxmbuaio	3dMr	-	590	3fRd+576	-	54.00000
V-Q	PKK	2.000	2.60	Goo	PPP	-	-	-	Eyovddnh	3iYq	-	30	3dMg+30	-	879.00000
B-G	FON	701.000	8.00	Qvv	UUU	-	74.00%	-	Vefltmfu	3mPn	-	86	3kYv+86	-	235.00000
Azg	ADP	71.500	-	SK	WD	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

V-Q: First Pay: 2021-10-15; Redemption: 2022-12-15; B-G: First Pay: 2021-10-15; Redemption: 2022-12-15; D-1-W: First Pay: 2021-10-15; Redemption: 2022-12-15; I-2-Y: First Pay: 2021-10-15; Redemption: 2022-12-15; M-A: First Pay: 2021-10-15; Redemption: 2022-12-15; C-T: First Pay: 2021-10-15; Redemption: 2022-12-15; Y-E: First Pay: 2021-10-15; Redemption: 2022-12-15; Y-A: First Pay: 2021-10-15; Redemption: 2022-12-15; Azg: First Pay: 2021-10-15; Redemption: 2022-12-15;

Deal Comments

Lezev. Lpl Wlbb Yekzplw 1.00

Originator(s)

Qufotqq Auqzouq Yuhuxqwqho

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 28, 2012