Actually, there is only one real arranger keyboard with real arpeggiator included that I know of, and it's not top of the line, Yamaha PSR E-403.

Vadim also mentioned Yamaha MM6, which is something between synth (keyboard with changeable sounds) and arranger (have classic Yamaha styles in 5 variations without intros and endings), and it has arpeggios.

BTW Yamaha Motif XS have 6633 arpeggios (not 'just' 4000) and about half of them follow chord changes.

The only way to have arpeggios while playing some TOTL arranger is to play it together with some synth.