Arcano Euro CLO DAC (ARCN) I

Arcano Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	PXD	65.760	-	-	UU-	CC-	-	-	Osmowlcx	3sIt	-	550	3oMe+536	-	17.00000
K	SQU	85.300	-	-	HHH-	AAA-	-	-	Ysjdkxqz	3bGw	-	340	3mLm+340	-	875.00000
A	NXB	71.000	-	-	T-	G-	-	-	Uyjhcuhs	3hGu	-	897	3dXd+815	-	73.00000
Ovw	QCH	63.100	-	-	TI	IE	-	-	-	-	-	-	-	-	Retained
T	UNU	541.000	-	-	LLL	AAA	-	-	Ppcaopfy	3oPo	-	126	3jXd+126	-	194.00000
W	WBO	35.900	-	-	MM	LL	-	-	Iuhcrqiw	3eVk	-	185	3dXx+185	-	336.00000
J	DBJ	38.100	-	-	P	F	-	-	Vlyyvbid	3vNi	-	260	3dNw+260	-	880.00000

Tranche Comments

T: First Pay: 2025-10-25; Redemption: 2027-04-24; Registration: 144I/Lnx O; W: First Pay: 2025-10-25; Redemption: 2027-04-24; Registration: 144O/Hfe S; J: First Pay: 2025-10-25; Redemption: 2027-04-24; Registration: 144U/Uyc D; K: First Pay: 2025-10-25; Redemption: 2027-04-24; Registration: 144I/Fbm Q; D: First Pay: 2025-10-25; Redemption: 2027-04-24; Registration: 144D/Lhc A; A: First Pay: 2025-10-25; Redemption: 2027-04-24; Registration: 144Z/Krs Q; Ovw: First Pay: 2025-10-25; Redemption: 2027-04-24; Registration: 144E/Kmx L;

Risk Retention

PF/FG - Uer

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 13, 2001

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Oct 30, 2012