Arbour CLO DAC (ARBR) XI(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P-YZJQ15.000--JJJLLL--Wxjvwqrn3qOw-1333bUn+133-195.00000
T-1WPF55.600--DDDD--Wwdjorhp3yVd-2003nYu+200-250.00000
D-2BAU73.500--NNXX--Ytrgl---5.750%5.750%431.00000
QMAM6.480--XEOO--------Retained
KxcBOO68.000--MUAK--------Retained
DBOW85.900--BJ--Eplsoths3qAk-2653yKl+265-241.00000
LAUA32.800--NN-DD---Skwwzcdw3wBr-7003wLr+681-73.00000
DWTA38.000--M-J---Lcezefir3bVr-9603cPb+799-47.00000
DESZ416.000--WWWWWW--Iywwwyug3fJx-1333wYj+133-654.00000
ABII52.100--KKK-GGG---Iumjwxcp3wUr-3803eZd+380-413.00000
Tranche Comments
D: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144J/Yhx P; P-Y: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144K/Vdd M; T-1: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144G/Hho J; D-2: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144C/Xjz C; D: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144O/Xqr I; A: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144C/Tsl S; L: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144U/Zay U; D: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144I/Gfd I; Q: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144P/Akv W; Kxc: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144D/Oen B;
Deal Comments
Kusus. Exq-Usee Quehxxb 1.00
Risk Retention
HL - Bzc
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 12, 2007
Reset
Yes
WAL Test Period (YRS)
9
WAL Test Period End Date
Nov 19, 2025