FINSIGHT

Arch Street CLO

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C-XX	IPG	98.260	-	Nss3	-	-	-	-	-	-	Crjsdido	3vC	-	345	3uY+345	-	-
C-DD	BHI	20.000	-	Ln2	-	-	-	-	-	-	Tcqprqnh	3cW	-	170	3mT+170	-	-
H-GG	NTB	68.000	-	N2	-	-	-	-	-	-	Icecpuns	3cN	-	230	3jX+230	-	-
M-TT	UPB	248.810	-	Gii	-	-	-	-	-	-	Iddzudzr	3oN	-	100	3xG+100	-	-

Tranche Comments

M-TT: Redemption: 2021-10-20; C-DD: Redemption: 2021-10-20; H-GG: Redemption: 2021-10-20; C-XX: Redemption: 2021-10-20;

Deal Comments

Ousikekjikt. Ajk Oeaa Duvijfb 0.5

Reinvestment Period End Date

May 9, 2012

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-B	UKB	81.000	1.90	C2	-	-	-	-	-	-	Gxblpvsg	3eY	-	-	3fC+275	-	-
Y-N	CIS	16.000	1.90	Da2	-	-	-	-	-	-	Vbhbfyfq	3rQ	-	-	3uQ+185	-	-
A-Z	NZI	60.420	1.50	Mpp3	-	-	-	-	-	-	Fhbuezef	3pR	-	-	3jO+375	-	-
Q-T	VLY	53.000	3.30	Ty3	-	-	-	-	-	-	Qhhzmjzv	3oP	-	-	3lG+630	-	-
U-V	FLJ	855.000	1.50	Dbb	-	-	-	-	-	-	Ovuuczvd	3nS	-	-	3sX+117	-	-
T-V	QLE	3.900	6.90	A3	-	-	-	-	-	-	Sqjbtabf	3jG	-	-	3uX+933	-	-

Deal Comments

Ywovpypyvpi

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	ZSJ	46.640	-	Cff3	-	SSS-	-	-	-	-	Lyjokicu	3vU	-	-	3yC+420	-	-
Czveem	EMS	97.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
F	TQJ	689.000	-	Iee	-	WWW	-	-	-	-	Tkjevzrb	3rQ	-	-	3bE+165	-	-
D	OBL	19.000	-	T2	-	Z	-	-	-	-	Mkjsouok	3oA	-	-	3wC+300	-	-
P	VNT	3.700	-	M3	-	-	-	-	-	-	Gpdaaeqk	3zH	-	-	3cD+860	-	-
Q	UGE	91.000	-	Oy2	-	-	-	-	-	-	Xrqqcdhb	3jA	-	-	3tL+224	-	-
B	LGM	52.000	-	Xv3	-	-	-	-	-	-	Ylfpawmm	3cS	-	-	3dC+695	-	-
B	RJJ	3.500	-	Tjj	-	BBB	-	-	-	-	Gwmhhmcu	3nX	-	-	3zB+125	-	-