Arbour CLO DAC (ARBR) XI

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
OPSD1.400--C-K---Pmmarzzj3sBn-14003gAy+1062-90.00000
OTPH42.500--VVV-QQQ---Fmzlqkij3rXl-6903aKv+564-72.10000
W-XwcfKXY66.000--EEEPPP--Osewqblh3vLc-2213sSr+208-51.70000
VYAV72.000--ZD--Bvlooelb3lRo-4903rVu+432-19.00000
IfqDLV82.000--PSYB--------Retained
AWMC40.600--ZZ-YY---Nrdjlydh3oSr1025v10253wFl+794-97.94000
N-1PGL20.800--NNQQ--Vjsefhsl3zUf385-3953953vNf+336-56.00000
T-2NQK2.000--QQXX--TsqhcUEH--7.000%-88.10000
YPBE1.430--GVSE--------Retained
DQOK481.000--MMMYYY--Tcazyqfa3mTg-2213zWz+208-98.40000
Tranche Comments
D: First Pay: 2023-07-15; Redemption: 2024-05-29; W-Xwcf: First Pay: 2023-07-15; Redemption: 2024-05-29; N-1: First Pay: 2023-07-15; Redemption: 2024-05-29; T-2: First Pay: 2023-07-15; Redemption: 2024-05-29; V: First Pay: 2023-07-15; Redemption: 2024-05-29; O: First Pay: 2023-07-15; Redemption: 2024-05-29; A: First Pay: 2023-07-15; Redemption: 2024-05-29; O: First Pay: 2023-07-15; Redemption: 2024-05-29; Y: First Pay: 2023-07-15; Redemption: 2024-05-29; Ifq: First Pay: 2023-07-15; Redemption: 2024-05-29;
Deal Comments
Mvg Myjj Pqcqvno 1.5
Risk Retention
WD - Zrt
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Mar 28, 2007
Refinancing
Yes
WAL Test Period (YRS)
2.2
WAL Test Period End Date
Jun 2, 2007

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan