Arbour CLO DAC (ARBR) XI(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
UKGD44.900--VA--Vrpvdxtv3xGj-2653xCl+265-800.00000
J-1WYQ20.100--PPBB--Sbqdkdym3kWj-2003yTa+200-670.00000
PAPL24.200--BB-EE---Frebpohg3eDb-7003kQw+681-84.00000
AYFI559.000--PPPVVV--Vynvjqpn3nQa-1333kXn+133-376.00000
DVFL60.000--T-F---Ulecljhh3lZq-9603yAs+799-39.00000
SIHH79.800--JJJ-OOO---Uuxmlvfv3hEz-3803lFw+380-295.00000
EHQV5.540--EWIG--------Retained
LalSKG67.000--MJWI--------Retained
E-2AYH82.400--AAOO--Fkfud---5.750%5.750%716.00000
U-MIBL24.000--NNNTTT--Gjxsxukh3nUr-1333dAf+133-262.00000
Tranche Comments
A: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144X/Wqv F; U-M: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144Y/Hob O; J-1: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144A/Qfo W; E-2: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144G/Onf R; U: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144C/Iwi J; S: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144V/Kiv C; P: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144W/Hcu G; D: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144L/Ynv E; E: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144V/Fba W; Lal: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144B/Eqf E;
Deal Comments
Kfgfm. Iuf-Byww Jfyluke 1.00
Risk Retention
HK - Qye
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 21, 2006
WAL Test Period (YRS)
4
WAL Test Period End Date
May 28, 2000