XI(R)

Arbour CLO DAC (ARBR) XI(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	EDK	88.600	-	-	YYY-	III-	-	-	Supzlvsx	3iKh	-	380	3fFg+380	-	115.00000
M-2	PQP	51.900	-	-	LL	QQ	-	-	Xukfw	-	-	-	5.750%	5.750%	981.00000
B	DWL	23.400	-	-	Z	H	-	-	Ehdssqil	3gAq	-	265	3kYb+265	-	424.00000
A	ZLX	725.000	-	-	HHH	TTT	-	-	Qywudaba	3wGi	-	133	3dDm+133	-	225.00000
X	NCB	87.400	-	-	MM-	II-	-	-	Llvhhpfa	3sQm	-	700	3xKj+681	-	15.00000
U	LFZ	9.510	-	-	UB	OL	-	-	-	-	-	-	-	-	Retained
Dpd	MXX	24.000	-	-	TZ	PY	-	-	-	-	-	-	-	-	Retained
K-K	TBB	98.000	-	-	YYY	SSS	-	-	Bfywzmuc	3iOv	-	133	3oUo+133	-	514.00000
J-1	CIR	93.200	-	-	YY	NN	-	-	Iwokxeqt	3rAw	-	200	3tRn+200	-	485.00000
A	YWP	37.000	-	-	I-	X-	-	-	Zkcvteee	3fOz	-	960	3yPa+799	-	79.00000

Tranche Comments

A: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144W/Qxv M; K-K: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144Q/Jca V; J-1: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144I/Tce C; M-2: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144X/Ink N; B: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144O/Uby Z; G: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144F/Qvg G; X: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144J/Nhz T; A: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144Q/Hdu W; U: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144H/Miu X; Dpd: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144A/Kxv M;

Deal Comments

Qqkqu. Lvp-Gncc Cqelvmw 1.00

Risk Retention

BN - Jdk

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 10, 2004

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Aug 11, 2021