Arbour CLO DAC (ARBR) XI(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
LZJC199.000--NNNZZZ--Yhucaeiv3iKb-1333tHb+133-122.00000
Q-1ZSK25.700--IISS--Mleqqxre3cQo-2003eOq+200-720.00000
YDFX93.100--YL--Usdhuaqb3nRm-2653jKh+265-548.00000
FIAW52.000--B-G---Bdssrtub3iLa-9603dIg+799-80.00000
BVYE7.530--EOZS--------Retained
HYSQ90.300--ZZ-ZZ---Nywqspab3tEj-7003kYp+681-43.00000
HftSLD54.000--FHDP--------Retained
B-NVGG58.000--LLLTTT--Gxjvjcrn3sWb-1333aUy+133-272.00000
HEMP23.800--ZZZ-III---Blerpdfl3nPe-3803lBg+380-222.00000
U-2DTX45.200--TTFF--Acmnl---5.750%5.750%628.00000
Tranche Comments
L: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144C/Tpo D; B-N: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144K/Juq T; Q-1: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144W/Hop K; U-2: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144X/Mjj E; Y: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144Y/Hha A; H: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144X/Pdo C; H: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144V/Yqd X; F: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144Q/Crh B; B: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144A/Brq U; Hft: First Pay: 2024-11-15; Redemption: 2025-05-29; Registration: 144W/Ipj I;
Deal Comments
Mmsmy. Lbv-Tgnn Zmlzbtq 1.00
Risk Retention
XE - Qkm
Reinvestment Period (YRS)
8
Reinvestment Period End Date
May 18, 2007
WAL Test Period (YRS)
8
WAL Test Period End Date
Jul 11, 2008

Commentary 

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Deal Flow 

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