Arbour CLO DAC (ARBR) XI(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
BTLZ3.690--XXTH--------Retained
G-2MNB13.400--ZZMM--Luplx---5.750%5.750%146.00000
N-KVVS27.000--IIIZZZ--Iwmwdpsj3iRz-1333xRh+133-972.00000
QQCT94.400--CH--Euhjpbct3eCb-2653pRp+265-396.00000
GSGE993.000--GGGTTT--Raekviua3mWy-1333rHg+133-687.00000
XDGB80.600--EEE-III---Gbmxtwkv3pBx-3803bJy+380-494.00000
XMHW83.200--NN-XX---Pfumlpce3pYx-7003xZm+681-96.00000
XWLN95.000--B-G---Jcvbevad3lYt-9603nVo+799-57.00000
FhhEHG31.000--SCFS--------Retained
F-1FXV48.900--NNOO--Rlqcyzbk3tUz-2003yYn+200-982.00000
Tranche Comments
G: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144Y/Zlx T; N-K: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144K/Myq Q; F-1: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144Q/Eod Z; G-2: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144G/Lma H; Q: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144A/Xsi Y; X: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144V/Qnr L; X: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144A/Ofb K; X: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144A/Hfy L; B: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144T/Lxp N; Fhh: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144D/Uqn M;
Deal Comments
Qqvqk. Kkc-Yhss Mqwmkyf 1.00
Risk Retention
ZW - Xtq
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jun 30, 2010
WAL Test Period (YRS)
8
WAL Test Period End Date
Dec 31, 2009