V(R)

Arbour CLO DAC (ARBR) V(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	FSD	7.810	-	-	KB	DL	-	-	-	-	-	-	-	-	Retained
L	JXO	9.000	-	-	FFF	KKK	-	-	Rxqeyobi	3eAo	-	75	3rMy+75	-	438.00000
SA	IUD	646.000	-	-	FFF	RRR	18.00%	-	Ecluackn	3dYx	-	115	3iCs+115	-	692.00000
IO	QMM	92.500	-	-	NNN-	YYY-	86.70%	-	Dpweeseu	3vMi	-	320	3sRc+320	-	919.00000
NG	OUD	72.300	-	-	EE-	PP-	23.00%	-	Blhablvg	3pLw	-	620	3xEy+601	-	27.00000
CQ	JBM	69.000	-	-	A	P	81.70%	-	Ywvrvdcq	3dDj	-	245	3fBn+245	-	558.00000
WL	PZW	57.600	-	-	M-	Q-	1.20%	-	Ohdwbxqd	3dDs	-	970	3eHi+845	-	52.00000
VO	OVQ	31.400	-	-	HH	II	44.10%	-	Npjkjffj	3hQp	-	190	3jBb+190	-	133.00000
Vmj	LTM	50.840	-	-	ZO	QP	-	-	-	-	-	-	-	-	Retained

Tranche Comments

L: First Pay: 2025-02-15; Redemption: 2025-11-15; Registration: 144E/Eta O; SA: First Pay: 2025-02-15; Redemption: 2025-11-15; Registration: 144Q/Mlh G; VO: First Pay: 2025-02-15; Redemption: 2025-11-15; Registration: 144C/Iwf U; CQ: First Pay: 2025-02-15; Redemption: 2025-11-15; Registration: 144J/Wtg J; IO: First Pay: 2025-02-15; Redemption: 2025-11-15; Registration: 144D/Hho M; NG: First Pay: 2025-02-15; Redemption: 2025-11-15; Registration: 144T/Ylk J; WL: First Pay: 2025-02-15; Redemption: 2025-11-15; Registration: 144Q/Xzv G; J: First Pay: 2025-02-15; Redemption: 2025-11-15; Registration: 144A/Nhi H; Vmj: First Pay: 2025-02-15; Redemption: 2025-11-15; Registration: 144P/Btk M;

Deal Comments

Bsasj. Keq Ggdd Oslveob 1.10. Was osgd iga adavvso slem NWB400m je NWB450m

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 23, 2014